CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0411 |
1.0354 |
-0.0057 |
-0.5% |
1.0499 |
| High |
1.0435 |
1.0366 |
-0.0069 |
-0.7% |
1.0598 |
| Low |
1.0323 |
1.0125 |
-0.0198 |
-1.9% |
1.0125 |
| Close |
1.0334 |
1.0178 |
-0.0156 |
-1.5% |
1.0178 |
| Range |
0.0112 |
0.0241 |
0.0129 |
115.2% |
0.0473 |
| ATR |
0.0131 |
0.0139 |
0.0008 |
6.0% |
0.0000 |
| Volume |
3,122 |
3,517 |
395 |
12.7% |
15,424 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0946 |
1.0803 |
1.0311 |
|
| R3 |
1.0705 |
1.0562 |
1.0244 |
|
| R2 |
1.0464 |
1.0464 |
1.0222 |
|
| R1 |
1.0321 |
1.0321 |
1.0200 |
1.0272 |
| PP |
1.0223 |
1.0223 |
1.0223 |
1.0199 |
| S1 |
1.0080 |
1.0080 |
1.0156 |
1.0031 |
| S2 |
0.9982 |
0.9982 |
1.0134 |
|
| S3 |
0.9741 |
0.9839 |
1.0112 |
|
| S4 |
0.9500 |
0.9598 |
1.0045 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1719 |
1.1422 |
1.0438 |
|
| R3 |
1.1246 |
1.0949 |
1.0308 |
|
| R2 |
1.0773 |
1.0773 |
1.0265 |
|
| R1 |
1.0476 |
1.0476 |
1.0221 |
1.0388 |
| PP |
1.0300 |
1.0300 |
1.0300 |
1.0257 |
| S1 |
1.0003 |
1.0003 |
1.0135 |
0.9915 |
| S2 |
0.9827 |
0.9827 |
1.0091 |
|
| S3 |
0.9354 |
0.9530 |
1.0048 |
|
| S4 |
0.8881 |
0.9057 |
0.9918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0598 |
1.0125 |
0.0473 |
4.6% |
0.0171 |
1.7% |
11% |
False |
True |
3,084 |
| 10 |
1.0664 |
1.0125 |
0.0539 |
5.3% |
0.0150 |
1.5% |
10% |
False |
True |
2,291 |
| 20 |
1.0664 |
1.0077 |
0.0587 |
5.8% |
0.0136 |
1.3% |
17% |
False |
False |
1,266 |
| 40 |
1.0664 |
0.9946 |
0.0718 |
7.1% |
0.0106 |
1.0% |
32% |
False |
False |
657 |
| 60 |
1.0664 |
0.9898 |
0.0766 |
7.5% |
0.0097 |
1.0% |
37% |
False |
False |
458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1390 |
|
2.618 |
1.0997 |
|
1.618 |
1.0756 |
|
1.000 |
1.0607 |
|
0.618 |
1.0515 |
|
HIGH |
1.0366 |
|
0.618 |
1.0274 |
|
0.500 |
1.0246 |
|
0.382 |
1.0217 |
|
LOW |
1.0125 |
|
0.618 |
0.9976 |
|
1.000 |
0.9884 |
|
1.618 |
0.9735 |
|
2.618 |
0.9494 |
|
4.250 |
0.9101 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0246 |
1.0312 |
| PP |
1.0223 |
1.0267 |
| S1 |
1.0201 |
1.0223 |
|