CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0354 |
1.0159 |
-0.0195 |
-1.9% |
1.0499 |
| High |
1.0366 |
1.0194 |
-0.0172 |
-1.7% |
1.0598 |
| Low |
1.0125 |
1.0127 |
0.0002 |
0.0% |
1.0125 |
| Close |
1.0178 |
1.0176 |
-0.0002 |
0.0% |
1.0178 |
| Range |
0.0241 |
0.0067 |
-0.0174 |
-72.2% |
0.0473 |
| ATR |
0.0139 |
0.0133 |
-0.0005 |
-3.7% |
0.0000 |
| Volume |
3,517 |
5,799 |
2,282 |
64.9% |
15,424 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0367 |
1.0338 |
1.0213 |
|
| R3 |
1.0300 |
1.0271 |
1.0194 |
|
| R2 |
1.0233 |
1.0233 |
1.0188 |
|
| R1 |
1.0204 |
1.0204 |
1.0182 |
1.0219 |
| PP |
1.0166 |
1.0166 |
1.0166 |
1.0173 |
| S1 |
1.0137 |
1.0137 |
1.0170 |
1.0152 |
| S2 |
1.0099 |
1.0099 |
1.0164 |
|
| S3 |
1.0032 |
1.0070 |
1.0158 |
|
| S4 |
0.9965 |
1.0003 |
1.0139 |
|
|
| 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 |
1.0501 |
1.0125 |
0.0376 |
3.7% |
0.0134 |
1.3% |
14% |
False |
False |
4,038 |
| 10 |
1.0598 |
1.0125 |
0.0473 |
4.6% |
0.0146 |
1.4% |
11% |
False |
False |
2,684 |
| 20 |
1.0664 |
1.0125 |
0.0539 |
5.3% |
0.0134 |
1.3% |
9% |
False |
False |
1,548 |
| 40 |
1.0664 |
0.9946 |
0.0718 |
7.1% |
0.0107 |
1.0% |
32% |
False |
False |
802 |
| 60 |
1.0664 |
0.9898 |
0.0766 |
7.5% |
0.0098 |
1.0% |
36% |
False |
False |
555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0479 |
|
2.618 |
1.0369 |
|
1.618 |
1.0302 |
|
1.000 |
1.0261 |
|
0.618 |
1.0235 |
|
HIGH |
1.0194 |
|
0.618 |
1.0168 |
|
0.500 |
1.0161 |
|
0.382 |
1.0153 |
|
LOW |
1.0127 |
|
0.618 |
1.0086 |
|
1.000 |
1.0060 |
|
1.618 |
1.0019 |
|
2.618 |
0.9952 |
|
4.250 |
0.9842 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0171 |
1.0280 |
| PP |
1.0166 |
1.0245 |
| S1 |
1.0161 |
1.0211 |
|