CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0190 |
1.0245 |
0.0055 |
0.5% |
1.0159 |
| High |
1.0290 |
1.0268 |
-0.0022 |
-0.2% |
1.0308 |
| Low |
1.0150 |
1.0166 |
0.0016 |
0.2% |
1.0127 |
| Close |
1.0262 |
1.0190 |
-0.0072 |
-0.7% |
1.0190 |
| Range |
0.0140 |
0.0102 |
-0.0038 |
-27.1% |
0.0181 |
| ATR |
0.0135 |
0.0132 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
41,568 |
50,188 |
8,620 |
20.7% |
127,315 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0514 |
1.0454 |
1.0246 |
|
| R3 |
1.0412 |
1.0352 |
1.0218 |
|
| R2 |
1.0310 |
1.0310 |
1.0209 |
|
| R1 |
1.0250 |
1.0250 |
1.0199 |
1.0229 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0198 |
| S1 |
1.0148 |
1.0148 |
1.0181 |
1.0127 |
| S2 |
1.0106 |
1.0106 |
1.0171 |
|
| S3 |
1.0004 |
1.0046 |
1.0162 |
|
| S4 |
0.9902 |
0.9944 |
1.0134 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0751 |
1.0652 |
1.0290 |
|
| R3 |
1.0570 |
1.0471 |
1.0240 |
|
| R2 |
1.0389 |
1.0389 |
1.0223 |
|
| R1 |
1.0290 |
1.0290 |
1.0207 |
1.0340 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0233 |
| S1 |
1.0109 |
1.0109 |
1.0173 |
1.0159 |
| S2 |
1.0027 |
1.0027 |
1.0157 |
|
| S3 |
0.9846 |
0.9928 |
1.0140 |
|
| S4 |
0.9665 |
0.9747 |
1.0090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0308 |
1.0127 |
0.0181 |
1.8% |
0.0117 |
1.1% |
35% |
False |
False |
25,463 |
| 10 |
1.0598 |
1.0125 |
0.0473 |
4.6% |
0.0144 |
1.4% |
14% |
False |
False |
14,273 |
| 20 |
1.0664 |
1.0125 |
0.0539 |
5.3% |
0.0139 |
1.4% |
12% |
False |
False |
7,601 |
| 40 |
1.0664 |
1.0052 |
0.0612 |
6.0% |
0.0113 |
1.1% |
23% |
False |
False |
3,834 |
| 60 |
1.0664 |
0.9898 |
0.0766 |
7.5% |
0.0103 |
1.0% |
38% |
False |
False |
2,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0702 |
|
2.618 |
1.0535 |
|
1.618 |
1.0433 |
|
1.000 |
1.0370 |
|
0.618 |
1.0331 |
|
HIGH |
1.0268 |
|
0.618 |
1.0229 |
|
0.500 |
1.0217 |
|
0.382 |
1.0205 |
|
LOW |
1.0166 |
|
0.618 |
1.0103 |
|
1.000 |
1.0064 |
|
1.618 |
1.0001 |
|
2.618 |
0.9899 |
|
4.250 |
0.9733 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0217 |
1.0229 |
| PP |
1.0208 |
1.0216 |
| S1 |
1.0199 |
1.0203 |
|