CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0460 |
1.0370 |
-0.0090 |
-0.9% |
1.0179 |
| High |
1.0468 |
1.0428 |
-0.0040 |
-0.4% |
1.0478 |
| Low |
1.0352 |
1.0299 |
-0.0053 |
-0.5% |
1.0154 |
| Close |
1.0359 |
1.0402 |
0.0043 |
0.4% |
1.0402 |
| Range |
0.0116 |
0.0129 |
0.0013 |
11.2% |
0.0324 |
| ATR |
0.0133 |
0.0133 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
84,263 |
73,098 |
-11,165 |
-13.3% |
385,900 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0763 |
1.0712 |
1.0473 |
|
| R3 |
1.0634 |
1.0583 |
1.0437 |
|
| R2 |
1.0505 |
1.0505 |
1.0426 |
|
| R1 |
1.0454 |
1.0454 |
1.0414 |
1.0480 |
| PP |
1.0376 |
1.0376 |
1.0376 |
1.0389 |
| S1 |
1.0325 |
1.0325 |
1.0390 |
1.0351 |
| S2 |
1.0247 |
1.0247 |
1.0378 |
|
| S3 |
1.0118 |
1.0196 |
1.0367 |
|
| S4 |
0.9989 |
1.0067 |
1.0331 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1317 |
1.1183 |
1.0580 |
|
| R3 |
1.0993 |
1.0859 |
1.0491 |
|
| R2 |
1.0669 |
1.0669 |
1.0461 |
|
| R1 |
1.0535 |
1.0535 |
1.0432 |
1.0602 |
| PP |
1.0345 |
1.0345 |
1.0345 |
1.0378 |
| S1 |
1.0211 |
1.0211 |
1.0372 |
1.0278 |
| S2 |
1.0021 |
1.0021 |
1.0343 |
|
| S3 |
0.9697 |
0.9887 |
1.0313 |
|
| S4 |
0.9373 |
0.9563 |
1.0224 |
|
|
| 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% |
0.0135 |
1.3% |
77% |
False |
False |
77,180 |
| 10 |
1.0478 |
1.0127 |
0.0351 |
3.4% |
0.0126 |
1.2% |
78% |
False |
False |
51,321 |
| 20 |
1.0664 |
1.0125 |
0.0539 |
5.2% |
0.0138 |
1.3% |
51% |
False |
False |
26,806 |
| 40 |
1.0664 |
1.0052 |
0.0612 |
5.9% |
0.0119 |
1.1% |
57% |
False |
False |
13,475 |
| 60 |
1.0664 |
0.9898 |
0.0766 |
7.4% |
0.0105 |
1.0% |
66% |
False |
False |
9,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0976 |
|
2.618 |
1.0766 |
|
1.618 |
1.0637 |
|
1.000 |
1.0557 |
|
0.618 |
1.0508 |
|
HIGH |
1.0428 |
|
0.618 |
1.0379 |
|
0.500 |
1.0364 |
|
0.382 |
1.0348 |
|
LOW |
1.0299 |
|
0.618 |
1.0219 |
|
1.000 |
1.0170 |
|
1.618 |
1.0090 |
|
2.618 |
0.9961 |
|
4.250 |
0.9751 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0389 |
1.0398 |
| PP |
1.0376 |
1.0393 |
| S1 |
1.0364 |
1.0389 |
|