CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0159 |
1.0165 |
0.0006 |
0.1% |
1.0499 |
| High |
1.0194 |
1.0292 |
0.0098 |
1.0% |
1.0598 |
| Low |
1.0127 |
1.0157 |
0.0030 |
0.3% |
1.0125 |
| Close |
1.0176 |
1.0274 |
0.0098 |
1.0% |
1.0178 |
| Range |
0.0067 |
0.0135 |
0.0068 |
101.5% |
0.0473 |
| ATR |
0.0133 |
0.0134 |
0.0000 |
0.1% |
0.0000 |
| Volume |
5,799 |
14,507 |
8,708 |
150.2% |
15,424 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0646 |
1.0595 |
1.0348 |
|
| R3 |
1.0511 |
1.0460 |
1.0311 |
|
| R2 |
1.0376 |
1.0376 |
1.0299 |
|
| R1 |
1.0325 |
1.0325 |
1.0286 |
1.0351 |
| PP |
1.0241 |
1.0241 |
1.0241 |
1.0254 |
| S1 |
1.0190 |
1.0190 |
1.0262 |
1.0216 |
| S2 |
1.0106 |
1.0106 |
1.0249 |
|
| S3 |
0.9971 |
1.0055 |
1.0237 |
|
| S4 |
0.9836 |
0.9920 |
1.0200 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1719 |
1.1422 |
1.0438 |
|
| R3 |
1.1246 |
1.0949 |
1.0308 |
|
| R2 |
1.0773 |
1.0773 |
1.0265 |
|
| R1 |
1.0476 |
1.0476 |
1.0221 |
1.0388 |
| PP |
1.0300 |
1.0300 |
1.0300 |
1.0257 |
| S1 |
1.0003 |
1.0003 |
1.0135 |
0.9915 |
| S2 |
0.9827 |
0.9827 |
1.0091 |
|
| S3 |
0.9354 |
0.9530 |
1.0048 |
|
| S4 |
0.8881 |
0.9057 |
0.9918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0498 |
1.0125 |
0.0373 |
3.6% |
0.0134 |
1.3% |
40% |
False |
False |
6,512 |
| 10 |
1.0598 |
1.0125 |
0.0473 |
4.6% |
0.0153 |
1.5% |
32% |
False |
False |
4,027 |
| 20 |
1.0664 |
1.0125 |
0.0539 |
5.2% |
0.0134 |
1.3% |
28% |
False |
False |
2,269 |
| 40 |
1.0664 |
1.0052 |
0.0612 |
6.0% |
0.0108 |
1.1% |
36% |
False |
False |
1,161 |
| 60 |
1.0664 |
0.9898 |
0.0766 |
7.5% |
0.0100 |
1.0% |
49% |
False |
False |
794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0866 |
|
2.618 |
1.0645 |
|
1.618 |
1.0510 |
|
1.000 |
1.0427 |
|
0.618 |
1.0375 |
|
HIGH |
1.0292 |
|
0.618 |
1.0240 |
|
0.500 |
1.0225 |
|
0.382 |
1.0209 |
|
LOW |
1.0157 |
|
0.618 |
1.0074 |
|
1.000 |
1.0022 |
|
1.618 |
0.9939 |
|
2.618 |
0.9804 |
|
4.250 |
0.9583 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0258 |
1.0265 |
| PP |
1.0241 |
1.0255 |
| S1 |
1.0225 |
1.0246 |
|