CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0179 |
1.0233 |
0.0054 |
0.5% |
1.0159 |
| High |
1.0257 |
1.0418 |
0.0161 |
1.6% |
1.0308 |
| Low |
1.0154 |
1.0229 |
0.0075 |
0.7% |
1.0127 |
| Close |
1.0250 |
1.0369 |
0.0119 |
1.2% |
1.0190 |
| Range |
0.0103 |
0.0189 |
0.0086 |
83.5% |
0.0181 |
| ATR |
0.0130 |
0.0134 |
0.0004 |
3.2% |
0.0000 |
| Volume |
62,887 |
64,319 |
1,432 |
2.3% |
127,315 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0906 |
1.0826 |
1.0473 |
|
| R3 |
1.0717 |
1.0637 |
1.0421 |
|
| R2 |
1.0528 |
1.0528 |
1.0404 |
|
| R1 |
1.0448 |
1.0448 |
1.0386 |
1.0488 |
| PP |
1.0339 |
1.0339 |
1.0339 |
1.0359 |
| S1 |
1.0259 |
1.0259 |
1.0352 |
1.0299 |
| S2 |
1.0150 |
1.0150 |
1.0334 |
|
| S3 |
0.9961 |
1.0070 |
1.0317 |
|
| S4 |
0.9772 |
0.9881 |
1.0265 |
|
|
| 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 |
1.0418 |
1.0150 |
0.0268 |
2.6% |
0.0135 |
1.3% |
82% |
True |
False |
46,843 |
| 10 |
1.0498 |
1.0125 |
0.0373 |
3.6% |
0.0134 |
1.3% |
65% |
False |
False |
26,677 |
| 20 |
1.0664 |
1.0125 |
0.0539 |
5.2% |
0.0137 |
1.3% |
45% |
False |
False |
13,937 |
| 40 |
1.0664 |
1.0052 |
0.0612 |
5.9% |
0.0115 |
1.1% |
52% |
False |
False |
7,011 |
| 60 |
1.0664 |
0.9898 |
0.0766 |
7.4% |
0.0102 |
1.0% |
61% |
False |
False |
4,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1221 |
|
2.618 |
1.0913 |
|
1.618 |
1.0724 |
|
1.000 |
1.0607 |
|
0.618 |
1.0535 |
|
HIGH |
1.0418 |
|
0.618 |
1.0346 |
|
0.500 |
1.0324 |
|
0.382 |
1.0301 |
|
LOW |
1.0229 |
|
0.618 |
1.0112 |
|
1.000 |
1.0040 |
|
1.618 |
0.9923 |
|
2.618 |
0.9734 |
|
4.250 |
0.9426 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0354 |
1.0341 |
| PP |
1.0339 |
1.0314 |
| S1 |
1.0324 |
1.0286 |
|