CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0268 |
1.0178 |
-0.0090 |
-0.9% |
1.0494 |
| High |
1.0300 |
1.0281 |
-0.0019 |
-0.2% |
1.0590 |
| Low |
1.0158 |
1.0144 |
-0.0014 |
-0.1% |
1.0112 |
| Close |
1.0183 |
1.0253 |
0.0070 |
0.7% |
1.0167 |
| Range |
0.0142 |
0.0137 |
-0.0005 |
-3.5% |
0.0478 |
| ATR |
0.0148 |
0.0147 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
86,149 |
86,058 |
-91 |
-0.1% |
438,721 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0637 |
1.0582 |
1.0328 |
|
| R3 |
1.0500 |
1.0445 |
1.0291 |
|
| R2 |
1.0363 |
1.0363 |
1.0278 |
|
| R1 |
1.0308 |
1.0308 |
1.0266 |
1.0336 |
| PP |
1.0226 |
1.0226 |
1.0226 |
1.0240 |
| S1 |
1.0171 |
1.0171 |
1.0240 |
1.0199 |
| S2 |
1.0089 |
1.0089 |
1.0228 |
|
| S3 |
0.9952 |
1.0034 |
1.0215 |
|
| S4 |
0.9815 |
0.9897 |
1.0178 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1724 |
1.1423 |
1.0430 |
|
| R3 |
1.1246 |
1.0945 |
1.0298 |
|
| R2 |
1.0768 |
1.0768 |
1.0255 |
|
| R1 |
1.0467 |
1.0467 |
1.0211 |
1.0379 |
| PP |
1.0290 |
1.0290 |
1.0290 |
1.0245 |
| S1 |
0.9989 |
0.9989 |
1.0123 |
0.9901 |
| S2 |
0.9812 |
0.9812 |
1.0079 |
|
| S3 |
0.9334 |
0.9511 |
1.0036 |
|
| S4 |
0.8856 |
0.9033 |
0.9904 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0356 |
1.0112 |
0.0244 |
2.4% |
0.0146 |
1.4% |
58% |
False |
False |
86,753 |
| 10 |
1.0590 |
1.0112 |
0.0478 |
4.7% |
0.0158 |
1.5% |
29% |
False |
False |
89,740 |
| 20 |
1.0657 |
1.0112 |
0.0545 |
5.3% |
0.0148 |
1.4% |
26% |
False |
False |
85,794 |
| 40 |
1.0657 |
1.0025 |
0.0632 |
6.2% |
0.0139 |
1.4% |
36% |
False |
False |
79,356 |
| 60 |
1.0703 |
0.9867 |
0.0836 |
8.2% |
0.0153 |
1.5% |
46% |
False |
False |
73,919 |
| 80 |
1.0954 |
0.9867 |
0.1087 |
10.6% |
0.0158 |
1.5% |
36% |
False |
False |
58,366 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
16.0% |
0.0155 |
1.5% |
23% |
False |
False |
46,728 |
| 120 |
1.1510 |
0.9867 |
0.1643 |
16.0% |
0.0143 |
1.4% |
23% |
False |
False |
38,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0863 |
|
2.618 |
1.0640 |
|
1.618 |
1.0503 |
|
1.000 |
1.0418 |
|
0.618 |
1.0366 |
|
HIGH |
1.0281 |
|
0.618 |
1.0229 |
|
0.500 |
1.0213 |
|
0.382 |
1.0196 |
|
LOW |
1.0144 |
|
0.618 |
1.0059 |
|
1.000 |
1.0007 |
|
1.618 |
0.9922 |
|
2.618 |
0.9785 |
|
4.250 |
0.9562 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0240 |
1.0243 |
| PP |
1.0226 |
1.0232 |
| S1 |
1.0213 |
1.0222 |
|