CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0275 |
1.0190 |
-0.0085 |
-0.8% |
1.0499 |
| High |
1.0308 |
1.0290 |
-0.0018 |
-0.2% |
1.0598 |
| Low |
1.0167 |
1.0150 |
-0.0017 |
-0.2% |
1.0125 |
| Close |
1.0193 |
1.0262 |
0.0069 |
0.7% |
1.0178 |
| Range |
0.0141 |
0.0140 |
-0.0001 |
-0.7% |
0.0473 |
| ATR |
0.0134 |
0.0135 |
0.0000 |
0.3% |
0.0000 |
| Volume |
15,253 |
41,568 |
26,315 |
172.5% |
15,424 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0654 |
1.0598 |
1.0339 |
|
| R3 |
1.0514 |
1.0458 |
1.0301 |
|
| R2 |
1.0374 |
1.0374 |
1.0288 |
|
| R1 |
1.0318 |
1.0318 |
1.0275 |
1.0346 |
| PP |
1.0234 |
1.0234 |
1.0234 |
1.0248 |
| S1 |
1.0178 |
1.0178 |
1.0249 |
1.0206 |
| S2 |
1.0094 |
1.0094 |
1.0236 |
|
| S3 |
0.9954 |
1.0038 |
1.0224 |
|
| S4 |
0.9814 |
0.9898 |
1.0185 |
|
|
| 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 |
1.0366 |
1.0125 |
0.0241 |
2.3% |
0.0145 |
1.4% |
57% |
False |
False |
16,128 |
| 10 |
1.0598 |
1.0125 |
0.0473 |
4.6% |
0.0155 |
1.5% |
29% |
False |
False |
9,460 |
| 20 |
1.0664 |
1.0125 |
0.0539 |
5.3% |
0.0136 |
1.3% |
25% |
False |
False |
5,097 |
| 40 |
1.0664 |
1.0052 |
0.0612 |
6.0% |
0.0112 |
1.1% |
34% |
False |
False |
2,580 |
| 60 |
1.0664 |
0.9898 |
0.0766 |
7.5% |
0.0105 |
1.0% |
48% |
False |
False |
1,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0885 |
|
2.618 |
1.0657 |
|
1.618 |
1.0517 |
|
1.000 |
1.0430 |
|
0.618 |
1.0377 |
|
HIGH |
1.0290 |
|
0.618 |
1.0237 |
|
0.500 |
1.0220 |
|
0.382 |
1.0203 |
|
LOW |
1.0150 |
|
0.618 |
1.0063 |
|
1.000 |
1.0010 |
|
1.618 |
0.9923 |
|
2.618 |
0.9783 |
|
4.250 |
0.9555 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0248 |
1.0251 |
| PP |
1.0234 |
1.0240 |
| S1 |
1.0220 |
1.0229 |
|