CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0438 |
1.0512 |
0.0074 |
0.7% |
1.0179 |
| High |
1.0551 |
1.0533 |
-0.0018 |
-0.2% |
1.0478 |
| Low |
1.0433 |
1.0419 |
-0.0014 |
-0.1% |
1.0154 |
| Close |
1.0509 |
1.0458 |
-0.0051 |
-0.5% |
1.0402 |
| Range |
0.0118 |
0.0114 |
-0.0004 |
-3.4% |
0.0324 |
| ATR |
0.0127 |
0.0126 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
57,223 |
105,501 |
48,278 |
84.4% |
385,900 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0812 |
1.0749 |
1.0521 |
|
| R3 |
1.0698 |
1.0635 |
1.0489 |
|
| R2 |
1.0584 |
1.0584 |
1.0479 |
|
| R1 |
1.0521 |
1.0521 |
1.0468 |
1.0496 |
| PP |
1.0470 |
1.0470 |
1.0470 |
1.0457 |
| S1 |
1.0407 |
1.0407 |
1.0448 |
1.0382 |
| S2 |
1.0356 |
1.0356 |
1.0437 |
|
| S3 |
1.0242 |
1.0293 |
1.0427 |
|
| S4 |
1.0128 |
1.0179 |
1.0395 |
|
|
| 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% |
0.0108 |
1.0% |
63% |
False |
False |
76,712 |
| 10 |
1.0551 |
1.0150 |
0.0401 |
3.8% |
0.0121 |
1.2% |
77% |
False |
False |
70,385 |
| 20 |
1.0598 |
1.0125 |
0.0473 |
4.5% |
0.0140 |
1.3% |
70% |
False |
False |
37,882 |
| 40 |
1.0664 |
1.0052 |
0.0612 |
5.9% |
0.0122 |
1.2% |
66% |
False |
False |
19,129 |
| 60 |
1.0664 |
0.9898 |
0.0766 |
7.3% |
0.0107 |
1.0% |
73% |
False |
False |
12,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1018 |
|
2.618 |
1.0831 |
|
1.618 |
1.0717 |
|
1.000 |
1.0647 |
|
0.618 |
1.0603 |
|
HIGH |
1.0533 |
|
0.618 |
1.0489 |
|
0.500 |
1.0476 |
|
0.382 |
1.0463 |
|
LOW |
1.0419 |
|
0.618 |
1.0349 |
|
1.000 |
1.0305 |
|
1.618 |
1.0235 |
|
2.618 |
1.0121 |
|
4.250 |
0.9935 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0476 |
1.0472 |
| PP |
1.0470 |
1.0467 |
| S1 |
1.0464 |
1.0463 |
|