CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0269 |
1.0381 |
0.0112 |
1.1% |
1.0076 |
| High |
1.0409 |
1.0516 |
0.0107 |
1.0% |
1.0217 |
| Low |
1.0225 |
1.0346 |
0.0121 |
1.2% |
1.0025 |
| Close |
1.0378 |
1.0475 |
0.0097 |
0.9% |
1.0168 |
| Range |
0.0184 |
0.0170 |
-0.0014 |
-7.6% |
0.0192 |
| ATR |
0.0141 |
0.0143 |
0.0002 |
1.5% |
0.0000 |
| Volume |
71,670 |
90,415 |
18,745 |
26.2% |
320,894 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0956 |
1.0885 |
1.0569 |
|
| R3 |
1.0786 |
1.0715 |
1.0522 |
|
| R2 |
1.0616 |
1.0616 |
1.0506 |
|
| R1 |
1.0545 |
1.0545 |
1.0491 |
1.0581 |
| PP |
1.0446 |
1.0446 |
1.0446 |
1.0463 |
| S1 |
1.0375 |
1.0375 |
1.0459 |
1.0411 |
| S2 |
1.0276 |
1.0276 |
1.0444 |
|
| S3 |
1.0106 |
1.0205 |
1.0428 |
|
| S4 |
0.9936 |
1.0035 |
1.0382 |
|
|
| 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 |
1.0516 |
1.0025 |
0.0491 |
4.7% |
0.0161 |
1.5% |
92% |
True |
False |
80,928 |
| 10 |
1.0516 |
1.0025 |
0.0491 |
4.7% |
0.0138 |
1.3% |
92% |
True |
False |
71,245 |
| 20 |
1.0516 |
1.0025 |
0.0491 |
4.7% |
0.0131 |
1.3% |
92% |
True |
False |
72,918 |
| 40 |
1.0703 |
0.9867 |
0.0836 |
8.0% |
0.0156 |
1.5% |
73% |
False |
False |
67,982 |
| 60 |
1.0954 |
0.9867 |
0.1087 |
10.4% |
0.0161 |
1.5% |
56% |
False |
False |
49,223 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
15.7% |
0.0157 |
1.5% |
37% |
False |
False |
36,962 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
15.7% |
0.0143 |
1.4% |
37% |
False |
False |
29,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1239 |
|
2.618 |
1.0961 |
|
1.618 |
1.0791 |
|
1.000 |
1.0686 |
|
0.618 |
1.0621 |
|
HIGH |
1.0516 |
|
0.618 |
1.0451 |
|
0.500 |
1.0431 |
|
0.382 |
1.0411 |
|
LOW |
1.0346 |
|
0.618 |
1.0241 |
|
1.000 |
1.0176 |
|
1.618 |
1.0071 |
|
2.618 |
0.9901 |
|
4.250 |
0.9624 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0460 |
1.0423 |
| PP |
1.0446 |
1.0371 |
| S1 |
1.0431 |
1.0319 |
|