CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0381 |
1.0460 |
0.0079 |
0.8% |
1.0159 |
| High |
1.0478 |
1.0468 |
-0.0010 |
-0.1% |
1.0308 |
| Low |
1.0342 |
1.0352 |
0.0010 |
0.1% |
1.0127 |
| Close |
1.0458 |
1.0359 |
-0.0099 |
-0.9% |
1.0190 |
| Range |
0.0136 |
0.0116 |
-0.0020 |
-14.7% |
0.0181 |
| ATR |
0.0134 |
0.0133 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
101,333 |
84,263 |
-17,070 |
-16.8% |
127,315 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0741 |
1.0666 |
1.0423 |
|
| R3 |
1.0625 |
1.0550 |
1.0391 |
|
| R2 |
1.0509 |
1.0509 |
1.0380 |
|
| R1 |
1.0434 |
1.0434 |
1.0370 |
1.0414 |
| PP |
1.0393 |
1.0393 |
1.0393 |
1.0383 |
| S1 |
1.0318 |
1.0318 |
1.0348 |
1.0298 |
| S2 |
1.0277 |
1.0277 |
1.0338 |
|
| S3 |
1.0161 |
1.0202 |
1.0327 |
|
| S4 |
1.0045 |
1.0086 |
1.0295 |
|
|
| 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 |
1.0154 |
0.0324 |
3.1% |
0.0129 |
1.2% |
63% |
False |
False |
72,598 |
| 10 |
1.0478 |
1.0125 |
0.0353 |
3.4% |
0.0137 |
1.3% |
66% |
False |
False |
44,363 |
| 20 |
1.0664 |
1.0125 |
0.0539 |
5.2% |
0.0139 |
1.3% |
43% |
False |
False |
23,172 |
| 40 |
1.0664 |
1.0052 |
0.0612 |
5.9% |
0.0117 |
1.1% |
50% |
False |
False |
11,649 |
| 60 |
1.0664 |
0.9898 |
0.0766 |
7.4% |
0.0104 |
1.0% |
60% |
False |
False |
7,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0961 |
|
2.618 |
1.0772 |
|
1.618 |
1.0656 |
|
1.000 |
1.0584 |
|
0.618 |
1.0540 |
|
HIGH |
1.0468 |
|
0.618 |
1.0424 |
|
0.500 |
1.0410 |
|
0.382 |
1.0396 |
|
LOW |
1.0352 |
|
0.618 |
1.0280 |
|
1.000 |
1.0236 |
|
1.618 |
1.0164 |
|
2.618 |
1.0048 |
|
4.250 |
0.9859 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0410 |
1.0357 |
| PP |
1.0393 |
1.0355 |
| S1 |
1.0376 |
1.0354 |
|