CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0431 |
1.0503 |
0.0072 |
0.7% |
1.0399 |
| High |
1.0532 |
1.0518 |
-0.0014 |
-0.1% |
1.0551 |
| Low |
1.0420 |
1.0407 |
-0.0013 |
-0.1% |
1.0362 |
| Close |
1.0515 |
1.0425 |
-0.0090 |
-0.9% |
1.0515 |
| Range |
0.0112 |
0.0111 |
-0.0001 |
-0.9% |
0.0189 |
| ATR |
0.0124 |
0.0123 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
79,589 |
65,323 |
-14,266 |
-17.9% |
377,772 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0783 |
1.0715 |
1.0486 |
|
| R3 |
1.0672 |
1.0604 |
1.0456 |
|
| R2 |
1.0561 |
1.0561 |
1.0445 |
|
| R1 |
1.0493 |
1.0493 |
1.0435 |
1.0472 |
| PP |
1.0450 |
1.0450 |
1.0450 |
1.0439 |
| S1 |
1.0382 |
1.0382 |
1.0415 |
1.0361 |
| S2 |
1.0339 |
1.0339 |
1.0405 |
|
| S3 |
1.0228 |
1.0271 |
1.0394 |
|
| S4 |
1.0117 |
1.0160 |
1.0364 |
|
|
| 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% |
0.0112 |
1.1% |
33% |
False |
False |
75,923 |
| 10 |
1.0551 |
1.0229 |
0.0322 |
3.1% |
0.0120 |
1.1% |
61% |
False |
False |
76,610 |
| 20 |
1.0551 |
1.0125 |
0.0426 |
4.1% |
0.0124 |
1.2% |
70% |
False |
False |
48,535 |
| 40 |
1.0664 |
1.0052 |
0.0612 |
5.9% |
0.0123 |
1.2% |
61% |
False |
False |
24,544 |
| 60 |
1.0664 |
0.9898 |
0.0766 |
7.3% |
0.0108 |
1.0% |
69% |
False |
False |
16,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0990 |
|
2.618 |
1.0809 |
|
1.618 |
1.0698 |
|
1.000 |
1.0629 |
|
0.618 |
1.0587 |
|
HIGH |
1.0518 |
|
0.618 |
1.0476 |
|
0.500 |
1.0463 |
|
0.382 |
1.0449 |
|
LOW |
1.0407 |
|
0.618 |
1.0338 |
|
1.000 |
1.0296 |
|
1.618 |
1.0227 |
|
2.618 |
1.0116 |
|
4.250 |
0.9935 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0463 |
1.0447 |
| PP |
1.0450 |
1.0440 |
| S1 |
1.0438 |
1.0432 |
|