CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0335 |
1.0499 |
0.0164 |
1.6% |
1.0540 |
| High |
1.0539 |
1.0598 |
0.0059 |
0.6% |
1.0585 |
| Low |
1.0331 |
1.0346 |
0.0015 |
0.1% |
1.0298 |
| Close |
1.0521 |
1.0375 |
-0.0146 |
-1.4% |
1.0521 |
| Range |
0.0208 |
0.0252 |
0.0044 |
21.2% |
0.0287 |
| ATR |
0.0123 |
0.0132 |
0.0009 |
7.5% |
0.0000 |
| Volume |
2,054 |
1,030 |
-1,024 |
-49.9% |
5,620 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1196 |
1.1037 |
1.0514 |
|
| R3 |
1.0944 |
1.0785 |
1.0444 |
|
| R2 |
1.0692 |
1.0692 |
1.0421 |
|
| R1 |
1.0533 |
1.0533 |
1.0398 |
1.0487 |
| PP |
1.0440 |
1.0440 |
1.0440 |
1.0416 |
| S1 |
1.0281 |
1.0281 |
1.0352 |
1.0235 |
| S2 |
1.0188 |
1.0188 |
1.0329 |
|
| S3 |
0.9936 |
1.0029 |
1.0306 |
|
| S4 |
0.9684 |
0.9777 |
1.0236 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1329 |
1.1212 |
1.0679 |
|
| R3 |
1.1042 |
1.0925 |
1.0600 |
|
| R2 |
1.0755 |
1.0755 |
1.0574 |
|
| R1 |
1.0638 |
1.0638 |
1.0547 |
1.0553 |
| PP |
1.0468 |
1.0468 |
1.0468 |
1.0426 |
| S1 |
1.0351 |
1.0351 |
1.0495 |
1.0266 |
| S2 |
1.0181 |
1.0181 |
1.0468 |
|
| S3 |
0.9894 |
1.0064 |
1.0442 |
|
| S4 |
0.9607 |
0.9777 |
1.0363 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1669 |
|
2.618 |
1.1258 |
|
1.618 |
1.1006 |
|
1.000 |
1.0850 |
|
0.618 |
1.0754 |
|
HIGH |
1.0598 |
|
0.618 |
1.0502 |
|
0.500 |
1.0472 |
|
0.382 |
1.0442 |
|
LOW |
1.0346 |
|
0.618 |
1.0190 |
|
1.000 |
1.0094 |
|
1.618 |
0.9938 |
|
2.618 |
0.9686 |
|
4.250 |
0.9275 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0472 |
1.0448 |
| PP |
1.0440 |
1.0424 |
| S1 |
1.0407 |
1.0399 |
|