CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0488 |
1.0411 |
-0.0077 |
-0.7% |
1.0540 |
| High |
1.0498 |
1.0435 |
-0.0063 |
-0.6% |
1.0585 |
| Low |
1.0384 |
1.0323 |
-0.0061 |
-0.6% |
1.0298 |
| Close |
1.0445 |
1.0334 |
-0.0111 |
-1.1% |
1.0521 |
| Range |
0.0114 |
0.0112 |
-0.0002 |
-1.8% |
0.0287 |
| ATR |
0.0131 |
0.0131 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
5,618 |
3,122 |
-2,496 |
-44.4% |
5,620 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0700 |
1.0629 |
1.0396 |
|
| R3 |
1.0588 |
1.0517 |
1.0365 |
|
| R2 |
1.0476 |
1.0476 |
1.0355 |
|
| R1 |
1.0405 |
1.0405 |
1.0344 |
1.0385 |
| PP |
1.0364 |
1.0364 |
1.0364 |
1.0354 |
| S1 |
1.0293 |
1.0293 |
1.0324 |
1.0273 |
| S2 |
1.0252 |
1.0252 |
1.0313 |
|
| S3 |
1.0140 |
1.0181 |
1.0303 |
|
| S4 |
1.0028 |
1.0069 |
1.0272 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1329 |
1.1212 |
1.0679 |
|
| R3 |
1.1042 |
1.0925 |
1.0600 |
|
| R2 |
1.0755 |
1.0755 |
1.0574 |
|
| R1 |
1.0638 |
1.0638 |
1.0547 |
1.0553 |
| PP |
1.0468 |
1.0468 |
1.0468 |
1.0426 |
| S1 |
1.0351 |
1.0351 |
1.0495 |
1.0266 |
| S2 |
1.0181 |
1.0181 |
1.0468 |
|
| S3 |
0.9894 |
1.0064 |
1.0442 |
|
| S4 |
0.9607 |
0.9777 |
1.0363 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0598 |
1.0323 |
0.0275 |
2.7% |
0.0165 |
1.6% |
4% |
False |
True |
2,792 |
| 10 |
1.0664 |
1.0298 |
0.0366 |
3.5% |
0.0140 |
1.4% |
10% |
False |
False |
1,981 |
| 20 |
1.0664 |
1.0052 |
0.0612 |
5.9% |
0.0130 |
1.3% |
46% |
False |
False |
1,092 |
| 40 |
1.0664 |
0.9946 |
0.0718 |
6.9% |
0.0104 |
1.0% |
54% |
False |
False |
571 |
| 60 |
1.0664 |
0.9898 |
0.0766 |
7.4% |
0.0093 |
0.9% |
57% |
False |
False |
401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0911 |
|
2.618 |
1.0728 |
|
1.618 |
1.0616 |
|
1.000 |
1.0547 |
|
0.618 |
1.0504 |
|
HIGH |
1.0435 |
|
0.618 |
1.0392 |
|
0.500 |
1.0379 |
|
0.382 |
1.0366 |
|
LOW |
1.0323 |
|
0.618 |
1.0254 |
|
1.000 |
1.0211 |
|
1.618 |
1.0142 |
|
2.618 |
1.0030 |
|
4.250 |
0.9847 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0379 |
1.0412 |
| PP |
1.0364 |
1.0386 |
| S1 |
1.0349 |
1.0360 |
|