CME Japanese Yen Future September 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 |
1.0245 |
1.0179 |
-0.0066 |
-0.6% |
1.0159 |
| High |
1.0268 |
1.0257 |
-0.0011 |
-0.1% |
1.0308 |
| Low |
1.0166 |
1.0154 |
-0.0012 |
-0.1% |
1.0127 |
| Close |
1.0190 |
1.0250 |
0.0060 |
0.6% |
1.0190 |
| Range |
0.0102 |
0.0103 |
0.0001 |
1.0% |
0.0181 |
| ATR |
0.0132 |
0.0130 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
50,188 |
62,887 |
12,699 |
25.3% |
127,315 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0529 |
1.0493 |
1.0307 |
|
| R3 |
1.0426 |
1.0390 |
1.0278 |
|
| R2 |
1.0323 |
1.0323 |
1.0269 |
|
| R1 |
1.0287 |
1.0287 |
1.0259 |
1.0305 |
| PP |
1.0220 |
1.0220 |
1.0220 |
1.0230 |
| S1 |
1.0184 |
1.0184 |
1.0241 |
1.0202 |
| S2 |
1.0117 |
1.0117 |
1.0231 |
|
| S3 |
1.0014 |
1.0081 |
1.0222 |
|
| S4 |
0.9911 |
0.9978 |
1.0193 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0751 |
1.0652 |
1.0290 |
|
| R3 |
1.0570 |
1.0471 |
1.0240 |
|
| R2 |
1.0389 |
1.0389 |
1.0223 |
|
| R1 |
1.0290 |
1.0290 |
1.0207 |
1.0340 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0233 |
| S1 |
1.0109 |
1.0109 |
1.0173 |
1.0159 |
| S2 |
1.0027 |
1.0027 |
1.0157 |
|
| S3 |
0.9846 |
0.9928 |
1.0140 |
|
| S4 |
0.9665 |
0.9747 |
1.0090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0308 |
1.0150 |
0.0158 |
1.5% |
0.0124 |
1.2% |
63% |
False |
False |
36,880 |
| 10 |
1.0501 |
1.0125 |
0.0376 |
3.7% |
0.0129 |
1.3% |
33% |
False |
False |
20,459 |
| 20 |
1.0664 |
1.0125 |
0.0539 |
5.3% |
0.0137 |
1.3% |
23% |
False |
False |
10,742 |
| 40 |
1.0664 |
1.0052 |
0.0612 |
6.0% |
0.0113 |
1.1% |
32% |
False |
False |
5,405 |
| 60 |
1.0664 |
0.9898 |
0.0766 |
7.5% |
0.0102 |
1.0% |
46% |
False |
False |
3,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0695 |
|
2.618 |
1.0527 |
|
1.618 |
1.0424 |
|
1.000 |
1.0360 |
|
0.618 |
1.0321 |
|
HIGH |
1.0257 |
|
0.618 |
1.0218 |
|
0.500 |
1.0206 |
|
0.382 |
1.0193 |
|
LOW |
1.0154 |
|
0.618 |
1.0090 |
|
1.000 |
1.0051 |
|
1.618 |
0.9987 |
|
2.618 |
0.9884 |
|
4.250 |
0.9716 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0235 |
1.0240 |
| PP |
1.0220 |
1.0230 |
| S1 |
1.0206 |
1.0220 |
|