CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0370 |
1.0399 |
0.0029 |
0.3% |
1.0179 |
| High |
1.0428 |
1.0458 |
0.0030 |
0.3% |
1.0478 |
| Low |
1.0299 |
1.0393 |
0.0094 |
0.9% |
1.0154 |
| Close |
1.0402 |
1.0437 |
0.0035 |
0.3% |
1.0402 |
| Range |
0.0129 |
0.0065 |
-0.0064 |
-49.6% |
0.0324 |
| ATR |
0.0133 |
0.0128 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
73,098 |
63,476 |
-9,622 |
-13.2% |
385,900 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0624 |
1.0596 |
1.0473 |
|
| R3 |
1.0559 |
1.0531 |
1.0455 |
|
| R2 |
1.0494 |
1.0494 |
1.0449 |
|
| R1 |
1.0466 |
1.0466 |
1.0443 |
1.0480 |
| PP |
1.0429 |
1.0429 |
1.0429 |
1.0437 |
| S1 |
1.0401 |
1.0401 |
1.0431 |
1.0415 |
| S2 |
1.0364 |
1.0364 |
1.0425 |
|
| S3 |
1.0299 |
1.0336 |
1.0419 |
|
| S4 |
1.0234 |
1.0271 |
1.0401 |
|
|
| 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 |
1.0229 |
0.0249 |
2.4% |
0.0127 |
1.2% |
84% |
False |
False |
77,297 |
| 10 |
1.0478 |
1.0150 |
0.0328 |
3.1% |
0.0126 |
1.2% |
88% |
False |
False |
57,089 |
| 20 |
1.0598 |
1.0125 |
0.0473 |
4.5% |
0.0136 |
1.3% |
66% |
False |
False |
29,886 |
| 40 |
1.0664 |
1.0052 |
0.0612 |
5.9% |
0.0119 |
1.1% |
63% |
False |
False |
15,062 |
| 60 |
1.0664 |
0.9898 |
0.0766 |
7.3% |
0.0106 |
1.0% |
70% |
False |
False |
10,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0734 |
|
2.618 |
1.0628 |
|
1.618 |
1.0563 |
|
1.000 |
1.0523 |
|
0.618 |
1.0498 |
|
HIGH |
1.0458 |
|
0.618 |
1.0433 |
|
0.500 |
1.0426 |
|
0.382 |
1.0418 |
|
LOW |
1.0393 |
|
0.618 |
1.0353 |
|
1.000 |
1.0328 |
|
1.618 |
1.0288 |
|
2.618 |
1.0223 |
|
4.250 |
1.0117 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0433 |
1.0419 |
| PP |
1.0429 |
1.0401 |
| S1 |
1.0426 |
1.0384 |
|