CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0520 |
1.0389 |
-0.0131 |
-1.2% |
1.0137 |
| High |
1.0580 |
1.0429 |
-0.0151 |
-1.4% |
1.0560 |
| Low |
1.0370 |
1.0344 |
-0.0026 |
-0.3% |
1.0122 |
| Close |
1.0375 |
1.0404 |
0.0029 |
0.3% |
1.0522 |
| Range |
0.0210 |
0.0085 |
-0.0125 |
-59.5% |
0.0438 |
| ATR |
0.0145 |
0.0141 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
92,847 |
72,842 |
-20,005 |
-21.5% |
392,297 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0647 |
1.0611 |
1.0451 |
|
| R3 |
1.0562 |
1.0526 |
1.0427 |
|
| R2 |
1.0477 |
1.0477 |
1.0420 |
|
| R1 |
1.0441 |
1.0441 |
1.0412 |
1.0459 |
| PP |
1.0392 |
1.0392 |
1.0392 |
1.0402 |
| S1 |
1.0356 |
1.0356 |
1.0396 |
1.0374 |
| S2 |
1.0307 |
1.0307 |
1.0388 |
|
| S3 |
1.0222 |
1.0271 |
1.0381 |
|
| S4 |
1.0137 |
1.0186 |
1.0357 |
|
|
| 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 |
1.0580 |
1.0344 |
0.0236 |
2.3% |
0.0142 |
1.4% |
25% |
False |
True |
84,718 |
| 10 |
1.0580 |
1.0025 |
0.0555 |
5.3% |
0.0146 |
1.4% |
68% |
False |
False |
78,855 |
| 20 |
1.0580 |
1.0025 |
0.0555 |
5.3% |
0.0132 |
1.3% |
68% |
False |
False |
75,427 |
| 40 |
1.0580 |
0.9867 |
0.0713 |
6.9% |
0.0142 |
1.4% |
75% |
False |
False |
69,310 |
| 60 |
1.0822 |
0.9867 |
0.0955 |
9.2% |
0.0161 |
1.6% |
56% |
False |
False |
54,716 |
| 80 |
1.1350 |
0.9867 |
0.1483 |
14.3% |
0.0153 |
1.5% |
36% |
False |
False |
41,118 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
15.8% |
0.0144 |
1.4% |
33% |
False |
False |
32,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0790 |
|
2.618 |
1.0652 |
|
1.618 |
1.0567 |
|
1.000 |
1.0514 |
|
0.618 |
1.0482 |
|
HIGH |
1.0429 |
|
0.618 |
1.0397 |
|
0.500 |
1.0387 |
|
0.382 |
1.0376 |
|
LOW |
1.0344 |
|
0.618 |
1.0291 |
|
1.000 |
1.0259 |
|
1.618 |
1.0206 |
|
2.618 |
1.0121 |
|
4.250 |
0.9983 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0398 |
1.0462 |
| PP |
1.0392 |
1.0443 |
| S1 |
1.0387 |
1.0423 |
|