CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0233 |
1.0381 |
0.0148 |
1.4% |
1.0159 |
| High |
1.0418 |
1.0478 |
0.0060 |
0.6% |
1.0308 |
| Low |
1.0229 |
1.0342 |
0.0113 |
1.1% |
1.0127 |
| Close |
1.0369 |
1.0458 |
0.0089 |
0.9% |
1.0190 |
| Range |
0.0189 |
0.0136 |
-0.0053 |
-28.0% |
0.0181 |
| ATR |
0.0134 |
0.0134 |
0.0000 |
0.1% |
0.0000 |
| Volume |
64,319 |
101,333 |
37,014 |
57.5% |
127,315 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0834 |
1.0782 |
1.0533 |
|
| R3 |
1.0698 |
1.0646 |
1.0495 |
|
| R2 |
1.0562 |
1.0562 |
1.0483 |
|
| R1 |
1.0510 |
1.0510 |
1.0470 |
1.0536 |
| PP |
1.0426 |
1.0426 |
1.0426 |
1.0439 |
| S1 |
1.0374 |
1.0374 |
1.0446 |
1.0400 |
| S2 |
1.0290 |
1.0290 |
1.0433 |
|
| S3 |
1.0154 |
1.0238 |
1.0421 |
|
| S4 |
1.0018 |
1.0102 |
1.0383 |
|
|
| 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 |
1.0478 |
1.0150 |
0.0328 |
3.1% |
0.0134 |
1.3% |
94% |
True |
False |
64,059 |
| 10 |
1.0478 |
1.0125 |
0.0353 |
3.4% |
0.0137 |
1.3% |
94% |
True |
False |
36,249 |
| 20 |
1.0664 |
1.0125 |
0.0539 |
5.2% |
0.0140 |
1.3% |
62% |
False |
False |
18,999 |
| 40 |
1.0664 |
1.0052 |
0.0612 |
5.9% |
0.0116 |
1.1% |
66% |
False |
False |
9,543 |
| 60 |
1.0664 |
0.9898 |
0.0766 |
7.3% |
0.0103 |
1.0% |
73% |
False |
False |
6,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1056 |
|
2.618 |
1.0834 |
|
1.618 |
1.0698 |
|
1.000 |
1.0614 |
|
0.618 |
1.0562 |
|
HIGH |
1.0478 |
|
0.618 |
1.0426 |
|
0.500 |
1.0410 |
|
0.382 |
1.0394 |
|
LOW |
1.0342 |
|
0.618 |
1.0258 |
|
1.000 |
1.0206 |
|
1.618 |
1.0122 |
|
2.618 |
0.9986 |
|
4.250 |
0.9764 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0442 |
1.0411 |
| PP |
1.0426 |
1.0363 |
| S1 |
1.0410 |
1.0316 |
|