CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0399 |
1.0438 |
0.0039 |
0.4% |
1.0179 |
| High |
1.0458 |
1.0551 |
0.0093 |
0.9% |
1.0478 |
| Low |
1.0393 |
1.0433 |
0.0040 |
0.4% |
1.0154 |
| Close |
1.0437 |
1.0509 |
0.0072 |
0.7% |
1.0402 |
| Range |
0.0065 |
0.0118 |
0.0053 |
81.5% |
0.0324 |
| ATR |
0.0128 |
0.0127 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
63,476 |
57,223 |
-6,253 |
-9.9% |
385,900 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0852 |
1.0798 |
1.0574 |
|
| R3 |
1.0734 |
1.0680 |
1.0541 |
|
| R2 |
1.0616 |
1.0616 |
1.0531 |
|
| R1 |
1.0562 |
1.0562 |
1.0520 |
1.0589 |
| PP |
1.0498 |
1.0498 |
1.0498 |
1.0511 |
| S1 |
1.0444 |
1.0444 |
1.0498 |
1.0471 |
| S2 |
1.0380 |
1.0380 |
1.0487 |
|
| S3 |
1.0262 |
1.0326 |
1.0477 |
|
| S4 |
1.0144 |
1.0208 |
1.0444 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1317 |
1.1183 |
1.0580 |
|
| R3 |
1.0993 |
1.0859 |
1.0491 |
|
| R2 |
1.0669 |
1.0669 |
1.0461 |
|
| R1 |
1.0535 |
1.0535 |
1.0432 |
1.0602 |
| PP |
1.0345 |
1.0345 |
1.0345 |
1.0378 |
| S1 |
1.0211 |
1.0211 |
1.0372 |
1.0278 |
| S2 |
1.0021 |
1.0021 |
1.0343 |
|
| S3 |
0.9697 |
0.9887 |
1.0313 |
|
| S4 |
0.9373 |
0.9563 |
1.0224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0551 |
1.0299 |
0.0252 |
2.4% |
0.0113 |
1.1% |
83% |
True |
False |
75,878 |
| 10 |
1.0551 |
1.0150 |
0.0401 |
3.8% |
0.0124 |
1.2% |
90% |
True |
False |
61,360 |
| 20 |
1.0598 |
1.0125 |
0.0473 |
4.5% |
0.0139 |
1.3% |
81% |
False |
False |
32,694 |
| 40 |
1.0664 |
1.0052 |
0.0612 |
5.8% |
0.0121 |
1.2% |
75% |
False |
False |
16,492 |
| 60 |
1.0664 |
0.9898 |
0.0766 |
7.3% |
0.0108 |
1.0% |
80% |
False |
False |
11,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1053 |
|
2.618 |
1.0860 |
|
1.618 |
1.0742 |
|
1.000 |
1.0669 |
|
0.618 |
1.0624 |
|
HIGH |
1.0551 |
|
0.618 |
1.0506 |
|
0.500 |
1.0492 |
|
0.382 |
1.0478 |
|
LOW |
1.0433 |
|
0.618 |
1.0360 |
|
1.000 |
1.0315 |
|
1.618 |
1.0242 |
|
2.618 |
1.0124 |
|
4.250 |
0.9932 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0503 |
1.0481 |
| PP |
1.0498 |
1.0453 |
| S1 |
1.0492 |
1.0425 |
|