CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0359 |
1.0456 |
0.0097 |
0.9% |
1.0561 |
| High |
1.0493 |
1.0486 |
-0.0007 |
-0.1% |
1.0592 |
| Low |
1.0347 |
1.0373 |
0.0026 |
0.3% |
1.0285 |
| Close |
1.0456 |
1.0435 |
-0.0021 |
-0.2% |
1.0511 |
| Range |
0.0146 |
0.0113 |
-0.0033 |
-22.6% |
0.0307 |
| ATR |
0.0153 |
0.0151 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
103,457 |
84,492 |
-18,965 |
-18.3% |
327,039 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0770 |
1.0716 |
1.0497 |
|
| R3 |
1.0657 |
1.0603 |
1.0466 |
|
| R2 |
1.0544 |
1.0544 |
1.0456 |
|
| R1 |
1.0490 |
1.0490 |
1.0445 |
1.0461 |
| PP |
1.0431 |
1.0431 |
1.0431 |
1.0417 |
| S1 |
1.0377 |
1.0377 |
1.0425 |
1.0348 |
| S2 |
1.0318 |
1.0318 |
1.0414 |
|
| S3 |
1.0205 |
1.0264 |
1.0404 |
|
| S4 |
1.0092 |
1.0151 |
1.0373 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1384 |
1.1254 |
1.0680 |
|
| R3 |
1.1077 |
1.0947 |
1.0595 |
|
| R2 |
1.0770 |
1.0770 |
1.0567 |
|
| R1 |
1.0640 |
1.0640 |
1.0539 |
1.0552 |
| PP |
1.0463 |
1.0463 |
1.0463 |
1.0418 |
| S1 |
1.0333 |
1.0333 |
1.0483 |
1.0245 |
| S2 |
1.0156 |
1.0156 |
1.0455 |
|
| S3 |
0.9849 |
1.0026 |
1.0427 |
|
| S4 |
0.9542 |
0.9719 |
1.0342 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0590 |
1.0285 |
0.0305 |
2.9% |
0.0189 |
1.8% |
49% |
False |
False |
91,401 |
| 10 |
1.0657 |
1.0285 |
0.0372 |
3.6% |
0.0156 |
1.5% |
40% |
False |
False |
86,684 |
| 20 |
1.0657 |
1.0025 |
0.0632 |
6.1% |
0.0151 |
1.4% |
65% |
False |
False |
82,769 |
| 40 |
1.0657 |
0.9876 |
0.0781 |
7.5% |
0.0139 |
1.3% |
72% |
False |
False |
75,003 |
| 60 |
1.0703 |
0.9867 |
0.0836 |
8.0% |
0.0158 |
1.5% |
68% |
False |
False |
69,000 |
| 80 |
1.1173 |
0.9867 |
0.1306 |
12.5% |
0.0158 |
1.5% |
43% |
False |
False |
51,942 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
15.7% |
0.0154 |
1.5% |
35% |
False |
False |
41,578 |
| 120 |
1.1510 |
0.9867 |
0.1643 |
15.7% |
0.0141 |
1.4% |
35% |
False |
False |
34,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0966 |
|
2.618 |
1.0782 |
|
1.618 |
1.0669 |
|
1.000 |
1.0599 |
|
0.618 |
1.0556 |
|
HIGH |
1.0486 |
|
0.618 |
1.0443 |
|
0.500 |
1.0430 |
|
0.382 |
1.0416 |
|
LOW |
1.0373 |
|
0.618 |
1.0303 |
|
1.000 |
1.0260 |
|
1.618 |
1.0190 |
|
2.618 |
1.0077 |
|
4.250 |
0.9893 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0433 |
1.0461 |
| PP |
1.0431 |
1.0452 |
| S1 |
1.0430 |
1.0444 |
|