CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0234 |
1.0160 |
-0.0074 |
-0.7% |
1.0153 |
| High |
1.0259 |
1.0228 |
-0.0031 |
-0.3% |
1.0300 |
| Low |
1.0157 |
1.0146 |
-0.0011 |
-0.1% |
1.0116 |
| Close |
1.0181 |
1.0212 |
0.0031 |
0.3% |
1.0181 |
| Range |
0.0102 |
0.0082 |
-0.0020 |
-19.6% |
0.0184 |
| ATR |
0.0144 |
0.0140 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
46,602 |
19,501 |
-27,101 |
-58.2% |
402,844 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0441 |
1.0409 |
1.0257 |
|
| R3 |
1.0359 |
1.0327 |
1.0235 |
|
| R2 |
1.0277 |
1.0277 |
1.0227 |
|
| R1 |
1.0245 |
1.0245 |
1.0220 |
1.0261 |
| PP |
1.0195 |
1.0195 |
1.0195 |
1.0204 |
| S1 |
1.0163 |
1.0163 |
1.0204 |
1.0179 |
| S2 |
1.0113 |
1.0113 |
1.0197 |
|
| S3 |
1.0031 |
1.0081 |
1.0189 |
|
| S4 |
0.9949 |
0.9999 |
1.0167 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0751 |
1.0650 |
1.0282 |
|
| R3 |
1.0567 |
1.0466 |
1.0232 |
|
| R2 |
1.0383 |
1.0383 |
1.0215 |
|
| R1 |
1.0282 |
1.0282 |
1.0198 |
1.0333 |
| PP |
1.0199 |
1.0199 |
1.0199 |
1.0224 |
| S1 |
1.0098 |
1.0098 |
1.0164 |
1.0149 |
| S2 |
1.0015 |
1.0015 |
1.0147 |
|
| S3 |
0.9831 |
0.9914 |
1.0130 |
|
| S4 |
0.9647 |
0.9730 |
1.0080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0300 |
1.0144 |
0.0156 |
1.5% |
0.0120 |
1.2% |
44% |
False |
False |
62,371 |
| 10 |
1.0493 |
1.0112 |
0.0381 |
3.7% |
0.0130 |
1.3% |
26% |
False |
False |
76,992 |
| 20 |
1.0657 |
1.0112 |
0.0545 |
5.3% |
0.0145 |
1.4% |
18% |
False |
False |
80,725 |
| 40 |
1.0657 |
1.0025 |
0.0632 |
6.2% |
0.0139 |
1.4% |
30% |
False |
False |
77,367 |
| 60 |
1.0657 |
0.9867 |
0.0790 |
7.7% |
0.0145 |
1.4% |
44% |
False |
False |
72,932 |
| 80 |
1.0882 |
0.9867 |
0.1015 |
9.9% |
0.0157 |
1.5% |
34% |
False |
False |
59,186 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
16.1% |
0.0154 |
1.5% |
21% |
False |
False |
47,387 |
| 120 |
1.1510 |
0.9867 |
0.1643 |
16.1% |
0.0143 |
1.4% |
21% |
False |
False |
39,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0577 |
|
2.618 |
1.0443 |
|
1.618 |
1.0361 |
|
1.000 |
1.0310 |
|
0.618 |
1.0279 |
|
HIGH |
1.0228 |
|
0.618 |
1.0197 |
|
0.500 |
1.0187 |
|
0.382 |
1.0177 |
|
LOW |
1.0146 |
|
0.618 |
1.0095 |
|
1.000 |
1.0064 |
|
1.618 |
1.0013 |
|
2.618 |
0.9931 |
|
4.250 |
0.9798 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0204 |
1.0213 |
| PP |
1.0195 |
1.0212 |
| S1 |
1.0187 |
1.0212 |
|