CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0418 |
1.0390 |
-0.0028 |
-0.3% |
1.0399 |
| High |
1.0502 |
1.0406 |
-0.0096 |
-0.9% |
1.0551 |
| Low |
1.0368 |
1.0320 |
-0.0048 |
-0.5% |
1.0362 |
| Close |
1.0388 |
1.0367 |
-0.0021 |
-0.2% |
1.0515 |
| Range |
0.0134 |
0.0086 |
-0.0048 |
-35.8% |
0.0189 |
| ATR |
0.0124 |
0.0121 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
57,638 |
96,228 |
38,590 |
67.0% |
377,772 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0622 |
1.0581 |
1.0414 |
|
| R3 |
1.0536 |
1.0495 |
1.0391 |
|
| R2 |
1.0450 |
1.0450 |
1.0383 |
|
| R1 |
1.0409 |
1.0409 |
1.0375 |
1.0387 |
| PP |
1.0364 |
1.0364 |
1.0364 |
1.0353 |
| S1 |
1.0323 |
1.0323 |
1.0359 |
1.0301 |
| S2 |
1.0278 |
1.0278 |
1.0351 |
|
| S3 |
1.0192 |
1.0237 |
1.0343 |
|
| S4 |
1.0106 |
1.0151 |
1.0320 |
|
|
| 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 |
1.0532 |
1.0320 |
0.0212 |
2.0% |
0.0110 |
1.1% |
22% |
False |
True |
74,152 |
| 10 |
1.0551 |
1.0299 |
0.0252 |
2.4% |
0.0109 |
1.1% |
27% |
False |
False |
75,432 |
| 20 |
1.0551 |
1.0125 |
0.0426 |
4.1% |
0.0123 |
1.2% |
57% |
False |
False |
55,840 |
| 40 |
1.0664 |
1.0052 |
0.0612 |
5.9% |
0.0126 |
1.2% |
51% |
False |
False |
28,389 |
| 60 |
1.0664 |
0.9946 |
0.0718 |
6.9% |
0.0109 |
1.1% |
59% |
False |
False |
18,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0772 |
|
2.618 |
1.0631 |
|
1.618 |
1.0545 |
|
1.000 |
1.0492 |
|
0.618 |
1.0459 |
|
HIGH |
1.0406 |
|
0.618 |
1.0373 |
|
0.500 |
1.0363 |
|
0.382 |
1.0353 |
|
LOW |
1.0320 |
|
0.618 |
1.0267 |
|
1.000 |
1.0234 |
|
1.618 |
1.0181 |
|
2.618 |
1.0095 |
|
4.250 |
0.9955 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0366 |
1.0419 |
| PP |
1.0364 |
1.0402 |
| S1 |
1.0363 |
1.0384 |
|