CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0137 |
1.0269 |
0.0132 |
1.3% |
1.0076 |
| High |
1.0286 |
1.0409 |
0.0123 |
1.2% |
1.0217 |
| Low |
1.0122 |
1.0225 |
0.0103 |
1.0% |
1.0025 |
| Close |
1.0268 |
1.0378 |
0.0110 |
1.1% |
1.0168 |
| Range |
0.0164 |
0.0184 |
0.0020 |
12.2% |
0.0192 |
| ATR |
0.0138 |
0.0141 |
0.0003 |
2.4% |
0.0000 |
| Volume |
62,726 |
71,670 |
8,944 |
14.3% |
320,894 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0889 |
1.0818 |
1.0479 |
|
| R3 |
1.0705 |
1.0634 |
1.0429 |
|
| R2 |
1.0521 |
1.0521 |
1.0412 |
|
| R1 |
1.0450 |
1.0450 |
1.0395 |
1.0486 |
| PP |
1.0337 |
1.0337 |
1.0337 |
1.0355 |
| S1 |
1.0266 |
1.0266 |
1.0361 |
1.0302 |
| S2 |
1.0153 |
1.0153 |
1.0344 |
|
| S3 |
0.9969 |
1.0082 |
1.0327 |
|
| S4 |
0.9785 |
0.9898 |
1.0277 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0713 |
1.0632 |
1.0274 |
|
| R3 |
1.0521 |
1.0440 |
1.0221 |
|
| R2 |
1.0329 |
1.0329 |
1.0203 |
|
| R1 |
1.0248 |
1.0248 |
1.0186 |
1.0289 |
| PP |
1.0137 |
1.0137 |
1.0137 |
1.0157 |
| S1 |
1.0056 |
1.0056 |
1.0150 |
1.0097 |
| S2 |
0.9945 |
0.9945 |
1.0133 |
|
| S3 |
0.9753 |
0.9864 |
1.0115 |
|
| S4 |
0.9561 |
0.9672 |
1.0062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0409 |
1.0025 |
0.0384 |
3.7% |
0.0151 |
1.5% |
92% |
True |
False |
72,992 |
| 10 |
1.0409 |
1.0025 |
0.0384 |
3.7% |
0.0138 |
1.3% |
92% |
True |
False |
70,042 |
| 20 |
1.0464 |
1.0025 |
0.0439 |
4.2% |
0.0131 |
1.3% |
80% |
False |
False |
72,238 |
| 40 |
1.0703 |
0.9867 |
0.0836 |
8.1% |
0.0154 |
1.5% |
61% |
False |
False |
66,914 |
| 60 |
1.1084 |
0.9867 |
0.1217 |
11.7% |
0.0161 |
1.6% |
42% |
False |
False |
47,719 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
15.8% |
0.0156 |
1.5% |
31% |
False |
False |
35,834 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
15.8% |
0.0143 |
1.4% |
31% |
False |
False |
28,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1191 |
|
2.618 |
1.0891 |
|
1.618 |
1.0707 |
|
1.000 |
1.0593 |
|
0.618 |
1.0523 |
|
HIGH |
1.0409 |
|
0.618 |
1.0339 |
|
0.500 |
1.0317 |
|
0.382 |
1.0295 |
|
LOW |
1.0225 |
|
0.618 |
1.0111 |
|
1.000 |
1.0041 |
|
1.618 |
0.9927 |
|
2.618 |
0.9743 |
|
4.250 |
0.9443 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0358 |
1.0327 |
| PP |
1.0337 |
1.0277 |
| S1 |
1.0317 |
1.0226 |
|