CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0165 |
1.0275 |
0.0110 |
1.1% |
1.0499 |
| High |
1.0292 |
1.0308 |
0.0016 |
0.2% |
1.0598 |
| Low |
1.0157 |
1.0167 |
0.0010 |
0.1% |
1.0125 |
| Close |
1.0274 |
1.0193 |
-0.0081 |
-0.8% |
1.0178 |
| Range |
0.0135 |
0.0141 |
0.0006 |
4.4% |
0.0473 |
| ATR |
0.0134 |
0.0134 |
0.0001 |
0.4% |
0.0000 |
| Volume |
14,507 |
15,253 |
746 |
5.1% |
15,424 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0646 |
1.0560 |
1.0271 |
|
| R3 |
1.0505 |
1.0419 |
1.0232 |
|
| R2 |
1.0364 |
1.0364 |
1.0219 |
|
| R1 |
1.0278 |
1.0278 |
1.0206 |
1.0251 |
| PP |
1.0223 |
1.0223 |
1.0223 |
1.0209 |
| S1 |
1.0137 |
1.0137 |
1.0180 |
1.0110 |
| S2 |
1.0082 |
1.0082 |
1.0167 |
|
| S3 |
0.9941 |
0.9996 |
1.0154 |
|
| S4 |
0.9800 |
0.9855 |
1.0115 |
|
|
| 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 |
1.0435 |
1.0125 |
0.0310 |
3.0% |
0.0139 |
1.4% |
22% |
False |
False |
8,439 |
| 10 |
1.0598 |
1.0125 |
0.0473 |
4.6% |
0.0159 |
1.6% |
14% |
False |
False |
5,378 |
| 20 |
1.0664 |
1.0125 |
0.0539 |
5.3% |
0.0133 |
1.3% |
13% |
False |
False |
3,026 |
| 40 |
1.0664 |
1.0052 |
0.0612 |
6.0% |
0.0110 |
1.1% |
23% |
False |
False |
1,542 |
| 60 |
1.0664 |
0.9898 |
0.0766 |
7.5% |
0.0103 |
1.0% |
39% |
False |
False |
1,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0907 |
|
2.618 |
1.0677 |
|
1.618 |
1.0536 |
|
1.000 |
1.0449 |
|
0.618 |
1.0395 |
|
HIGH |
1.0308 |
|
0.618 |
1.0254 |
|
0.500 |
1.0238 |
|
0.382 |
1.0221 |
|
LOW |
1.0167 |
|
0.618 |
1.0080 |
|
1.000 |
1.0026 |
|
1.618 |
0.9939 |
|
2.618 |
0.9798 |
|
4.250 |
0.9568 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0238 |
1.0218 |
| PP |
1.0223 |
1.0209 |
| S1 |
1.0208 |
1.0201 |
|