CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0457 |
1.0431 |
-0.0026 |
-0.2% |
1.0399 |
| High |
1.0469 |
1.0532 |
0.0063 |
0.6% |
1.0551 |
| Low |
1.0362 |
1.0420 |
0.0058 |
0.6% |
1.0362 |
| Close |
1.0438 |
1.0515 |
0.0077 |
0.7% |
1.0515 |
| Range |
0.0107 |
0.0112 |
0.0005 |
4.7% |
0.0189 |
| ATR |
0.0125 |
0.0124 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
71,983 |
79,589 |
7,606 |
10.6% |
377,772 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0825 |
1.0782 |
1.0577 |
|
| R3 |
1.0713 |
1.0670 |
1.0546 |
|
| R2 |
1.0601 |
1.0601 |
1.0536 |
|
| R1 |
1.0558 |
1.0558 |
1.0525 |
1.0580 |
| PP |
1.0489 |
1.0489 |
1.0489 |
1.0500 |
| S1 |
1.0446 |
1.0446 |
1.0505 |
1.0468 |
| S2 |
1.0377 |
1.0377 |
1.0494 |
|
| S3 |
1.0265 |
1.0334 |
1.0484 |
|
| S4 |
1.0153 |
1.0222 |
1.0453 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1043 |
1.0968 |
1.0619 |
|
| R3 |
1.0854 |
1.0779 |
1.0567 |
|
| R2 |
1.0665 |
1.0665 |
1.0550 |
|
| R1 |
1.0590 |
1.0590 |
1.0532 |
1.0628 |
| PP |
1.0476 |
1.0476 |
1.0476 |
1.0495 |
| S1 |
1.0401 |
1.0401 |
1.0498 |
1.0439 |
| S2 |
1.0287 |
1.0287 |
1.0480 |
|
| S3 |
1.0098 |
1.0212 |
1.0463 |
|
| S4 |
0.9909 |
1.0023 |
1.0411 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0551 |
1.0362 |
0.0189 |
1.8% |
0.0103 |
1.0% |
81% |
False |
False |
75,554 |
| 10 |
1.0551 |
1.0154 |
0.0397 |
3.8% |
0.0119 |
1.1% |
91% |
False |
False |
76,367 |
| 20 |
1.0598 |
1.0125 |
0.0473 |
4.5% |
0.0132 |
1.3% |
82% |
False |
False |
45,320 |
| 40 |
1.0664 |
1.0052 |
0.0612 |
5.8% |
0.0121 |
1.2% |
76% |
False |
False |
22,914 |
| 60 |
1.0664 |
0.9898 |
0.0766 |
7.3% |
0.0107 |
1.0% |
81% |
False |
False |
15,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1008 |
|
2.618 |
1.0825 |
|
1.618 |
1.0713 |
|
1.000 |
1.0644 |
|
0.618 |
1.0601 |
|
HIGH |
1.0532 |
|
0.618 |
1.0489 |
|
0.500 |
1.0476 |
|
0.382 |
1.0463 |
|
LOW |
1.0420 |
|
0.618 |
1.0351 |
|
1.000 |
1.0308 |
|
1.618 |
1.0239 |
|
2.618 |
1.0127 |
|
4.250 |
0.9944 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0502 |
1.0493 |
| PP |
1.0489 |
1.0470 |
| S1 |
1.0476 |
1.0448 |
|