CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0495 |
1.0425 |
-0.0070 |
-0.7% |
1.0137 |
| High |
1.0517 |
1.0560 |
0.0043 |
0.4% |
1.0560 |
| Low |
1.0434 |
1.0399 |
-0.0035 |
-0.3% |
1.0122 |
| Close |
1.0452 |
1.0522 |
0.0070 |
0.7% |
1.0522 |
| Range |
0.0083 |
0.0161 |
0.0078 |
94.0% |
0.0438 |
| ATR |
0.0139 |
0.0140 |
0.0002 |
1.1% |
0.0000 |
| Volume |
91,766 |
75,720 |
-16,046 |
-17.5% |
392,297 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0977 |
1.0910 |
1.0611 |
|
| R3 |
1.0816 |
1.0749 |
1.0566 |
|
| R2 |
1.0655 |
1.0655 |
1.0552 |
|
| R1 |
1.0588 |
1.0588 |
1.0537 |
1.0622 |
| PP |
1.0494 |
1.0494 |
1.0494 |
1.0510 |
| S1 |
1.0427 |
1.0427 |
1.0507 |
1.0461 |
| S2 |
1.0333 |
1.0333 |
1.0492 |
|
| S3 |
1.0172 |
1.0266 |
1.0478 |
|
| S4 |
1.0011 |
1.0105 |
1.0433 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1715 |
1.1557 |
1.0763 |
|
| R3 |
1.1277 |
1.1119 |
1.0642 |
|
| R2 |
1.0839 |
1.0839 |
1.0602 |
|
| R1 |
1.0681 |
1.0681 |
1.0562 |
1.0760 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0441 |
| S1 |
1.0243 |
1.0243 |
1.0482 |
1.0322 |
| S2 |
0.9963 |
0.9963 |
1.0442 |
|
| S3 |
0.9525 |
0.9805 |
1.0402 |
|
| S4 |
0.9087 |
0.9367 |
1.0281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0560 |
1.0122 |
0.0438 |
4.2% |
0.0152 |
1.4% |
91% |
True |
False |
78,459 |
| 10 |
1.0560 |
1.0025 |
0.0535 |
5.1% |
0.0132 |
1.3% |
93% |
True |
False |
71,319 |
| 20 |
1.0560 |
1.0025 |
0.0535 |
5.1% |
0.0133 |
1.3% |
93% |
True |
False |
74,010 |
| 40 |
1.0633 |
0.9867 |
0.0766 |
7.3% |
0.0146 |
1.4% |
86% |
False |
False |
69,036 |
| 60 |
1.0882 |
0.9867 |
0.1015 |
9.6% |
0.0162 |
1.5% |
65% |
False |
False |
52,007 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
15.6% |
0.0156 |
1.5% |
40% |
False |
False |
39,053 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
15.6% |
0.0142 |
1.4% |
40% |
False |
False |
31,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1244 |
|
2.618 |
1.0981 |
|
1.618 |
1.0820 |
|
1.000 |
1.0721 |
|
0.618 |
1.0659 |
|
HIGH |
1.0560 |
|
0.618 |
1.0498 |
|
0.500 |
1.0480 |
|
0.382 |
1.0461 |
|
LOW |
1.0399 |
|
0.618 |
1.0300 |
|
1.000 |
1.0238 |
|
1.618 |
1.0139 |
|
2.618 |
0.9978 |
|
4.250 |
0.9715 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0508 |
1.0499 |
| PP |
1.0494 |
1.0476 |
| S1 |
1.0480 |
1.0453 |
|