CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0456 |
1.0427 |
-0.0029 |
-0.3% |
1.0561 |
| High |
1.0486 |
1.0435 |
-0.0051 |
-0.5% |
1.0592 |
| Low |
1.0373 |
1.0311 |
-0.0062 |
-0.6% |
1.0285 |
| Close |
1.0435 |
1.0324 |
-0.0111 |
-1.1% |
1.0511 |
| Range |
0.0113 |
0.0124 |
0.0011 |
9.7% |
0.0307 |
| ATR |
0.0151 |
0.0149 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
84,492 |
82,103 |
-2,389 |
-2.8% |
327,039 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0729 |
1.0650 |
1.0392 |
|
| R3 |
1.0605 |
1.0526 |
1.0358 |
|
| R2 |
1.0481 |
1.0481 |
1.0347 |
|
| R1 |
1.0402 |
1.0402 |
1.0335 |
1.0380 |
| PP |
1.0357 |
1.0357 |
1.0357 |
1.0345 |
| S1 |
1.0278 |
1.0278 |
1.0313 |
1.0256 |
| S2 |
1.0233 |
1.0233 |
1.0301 |
|
| S3 |
1.0109 |
1.0154 |
1.0290 |
|
| S4 |
0.9985 |
1.0030 |
1.0256 |
|
|
| 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 |
1.0311 |
0.0279 |
2.7% |
0.0170 |
1.7% |
5% |
False |
True |
92,728 |
| 10 |
1.0657 |
1.0285 |
0.0372 |
3.6% |
0.0152 |
1.5% |
10% |
False |
False |
88,036 |
| 20 |
1.0657 |
1.0025 |
0.0632 |
6.1% |
0.0151 |
1.5% |
47% |
False |
False |
84,338 |
| 40 |
1.0657 |
0.9876 |
0.0781 |
7.6% |
0.0139 |
1.3% |
57% |
False |
False |
75,526 |
| 60 |
1.0703 |
0.9867 |
0.0836 |
8.1% |
0.0156 |
1.5% |
55% |
False |
False |
70,302 |
| 80 |
1.1173 |
0.9867 |
0.1306 |
12.7% |
0.0157 |
1.5% |
35% |
False |
False |
52,958 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
15.9% |
0.0154 |
1.5% |
28% |
False |
False |
42,399 |
| 120 |
1.1510 |
0.9867 |
0.1643 |
15.9% |
0.0142 |
1.4% |
28% |
False |
False |
35,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0962 |
|
2.618 |
1.0760 |
|
1.618 |
1.0636 |
|
1.000 |
1.0559 |
|
0.618 |
1.0512 |
|
HIGH |
1.0435 |
|
0.618 |
1.0388 |
|
0.500 |
1.0373 |
|
0.382 |
1.0358 |
|
LOW |
1.0311 |
|
0.618 |
1.0234 |
|
1.000 |
1.0187 |
|
1.618 |
1.0110 |
|
2.618 |
0.9986 |
|
4.250 |
0.9784 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0373 |
1.0402 |
| PP |
1.0357 |
1.0376 |
| S1 |
1.0340 |
1.0350 |
|