CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0076 |
1.0112 |
0.0036 |
0.4% |
1.0329 |
| High |
1.0135 |
1.0147 |
0.0012 |
0.1% |
1.0464 |
| Low |
1.0048 |
1.0085 |
0.0037 |
0.4% |
1.0047 |
| Close |
1.0114 |
1.0106 |
-0.0008 |
-0.1% |
1.0069 |
| Range |
0.0087 |
0.0062 |
-0.0025 |
-28.7% |
0.0417 |
| ATR |
0.0141 |
0.0136 |
-0.0006 |
-4.0% |
0.0000 |
| Volume |
45,761 |
44,566 |
-1,195 |
-2.6% |
386,452 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0299 |
1.0264 |
1.0140 |
|
| R3 |
1.0237 |
1.0202 |
1.0123 |
|
| R2 |
1.0175 |
1.0175 |
1.0117 |
|
| R1 |
1.0140 |
1.0140 |
1.0112 |
1.0127 |
| PP |
1.0113 |
1.0113 |
1.0113 |
1.0106 |
| S1 |
1.0078 |
1.0078 |
1.0100 |
1.0065 |
| S2 |
1.0051 |
1.0051 |
1.0095 |
|
| S3 |
0.9989 |
1.0016 |
1.0089 |
|
| S4 |
0.9927 |
0.9954 |
1.0072 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1444 |
1.1174 |
1.0298 |
|
| R3 |
1.1027 |
1.0757 |
1.0184 |
|
| R2 |
1.0610 |
1.0610 |
1.0145 |
|
| R1 |
1.0340 |
1.0340 |
1.0107 |
1.0267 |
| PP |
1.0193 |
1.0193 |
1.0193 |
1.0157 |
| S1 |
0.9923 |
0.9923 |
1.0031 |
0.9850 |
| S2 |
0.9776 |
0.9776 |
0.9993 |
|
| S3 |
0.9359 |
0.9506 |
0.9954 |
|
| S4 |
0.8942 |
0.9089 |
0.9840 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0381 |
1.0047 |
0.0334 |
3.3% |
0.0125 |
1.2% |
18% |
False |
False |
67,093 |
| 10 |
1.0464 |
1.0047 |
0.0417 |
4.1% |
0.0118 |
1.2% |
14% |
False |
False |
72,000 |
| 20 |
1.0464 |
0.9876 |
0.0588 |
5.8% |
0.0127 |
1.3% |
39% |
False |
False |
67,236 |
| 40 |
1.0703 |
0.9867 |
0.0836 |
8.3% |
0.0161 |
1.6% |
29% |
False |
False |
62,115 |
| 60 |
1.1173 |
0.9867 |
0.1306 |
12.9% |
0.0160 |
1.6% |
18% |
False |
False |
41,666 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
16.3% |
0.0155 |
1.5% |
15% |
False |
False |
31,280 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
16.3% |
0.0139 |
1.4% |
15% |
False |
False |
25,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0411 |
|
2.618 |
1.0309 |
|
1.618 |
1.0247 |
|
1.000 |
1.0209 |
|
0.618 |
1.0185 |
|
HIGH |
1.0147 |
|
0.618 |
1.0123 |
|
0.500 |
1.0116 |
|
0.382 |
1.0109 |
|
LOW |
1.0085 |
|
0.618 |
1.0047 |
|
1.000 |
1.0023 |
|
1.618 |
0.9985 |
|
2.618 |
0.9923 |
|
4.250 |
0.9822 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0116 |
1.0105 |
| PP |
1.0113 |
1.0103 |
| S1 |
1.0109 |
1.0102 |
|