CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0112 |
1.0110 |
-0.0002 |
0.0% |
1.0329 |
| High |
1.0147 |
1.0217 |
0.0070 |
0.7% |
1.0464 |
| Low |
1.0085 |
1.0095 |
0.0010 |
0.1% |
1.0047 |
| Close |
1.0106 |
1.0176 |
0.0070 |
0.7% |
1.0069 |
| Range |
0.0062 |
0.0122 |
0.0060 |
96.8% |
0.0417 |
| ATR |
0.0136 |
0.0135 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
44,566 |
50,737 |
6,171 |
13.8% |
386,452 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0529 |
1.0474 |
1.0243 |
|
| R3 |
1.0407 |
1.0352 |
1.0210 |
|
| R2 |
1.0285 |
1.0285 |
1.0198 |
|
| R1 |
1.0230 |
1.0230 |
1.0187 |
1.0258 |
| PP |
1.0163 |
1.0163 |
1.0163 |
1.0176 |
| S1 |
1.0108 |
1.0108 |
1.0165 |
1.0136 |
| S2 |
1.0041 |
1.0041 |
1.0154 |
|
| S3 |
0.9919 |
0.9986 |
1.0142 |
|
| S4 |
0.9797 |
0.9864 |
1.0109 |
|
|
| 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 |
1.0303 |
1.0047 |
0.0256 |
2.5% |
0.0115 |
1.1% |
50% |
False |
False |
61,562 |
| 10 |
1.0464 |
1.0047 |
0.0417 |
4.1% |
0.0118 |
1.2% |
31% |
False |
False |
67,529 |
| 20 |
1.0464 |
0.9876 |
0.0588 |
5.8% |
0.0127 |
1.3% |
51% |
False |
False |
66,714 |
| 40 |
1.0703 |
0.9867 |
0.0836 |
8.2% |
0.0159 |
1.6% |
37% |
False |
False |
63,285 |
| 60 |
1.1173 |
0.9867 |
0.1306 |
12.8% |
0.0159 |
1.6% |
24% |
False |
False |
42,499 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
16.1% |
0.0155 |
1.5% |
19% |
False |
False |
31,914 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
16.1% |
0.0141 |
1.4% |
19% |
False |
False |
25,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0736 |
|
2.618 |
1.0536 |
|
1.618 |
1.0414 |
|
1.000 |
1.0339 |
|
0.618 |
1.0292 |
|
HIGH |
1.0217 |
|
0.618 |
1.0170 |
|
0.500 |
1.0156 |
|
0.382 |
1.0142 |
|
LOW |
1.0095 |
|
0.618 |
1.0020 |
|
1.000 |
0.9973 |
|
1.618 |
0.9898 |
|
2.618 |
0.9776 |
|
4.250 |
0.9577 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0169 |
1.0162 |
| PP |
1.0163 |
1.0147 |
| S1 |
1.0156 |
1.0133 |
|