CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0512 |
1.0457 |
-0.0055 |
-0.5% |
1.0179 |
| High |
1.0533 |
1.0469 |
-0.0064 |
-0.6% |
1.0478 |
| Low |
1.0419 |
1.0362 |
-0.0057 |
-0.5% |
1.0154 |
| Close |
1.0458 |
1.0438 |
-0.0020 |
-0.2% |
1.0402 |
| Range |
0.0114 |
0.0107 |
-0.0007 |
-6.1% |
0.0324 |
| ATR |
0.0126 |
0.0125 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
105,501 |
71,983 |
-33,518 |
-31.8% |
385,900 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0744 |
1.0698 |
1.0497 |
|
| R3 |
1.0637 |
1.0591 |
1.0467 |
|
| R2 |
1.0530 |
1.0530 |
1.0458 |
|
| R1 |
1.0484 |
1.0484 |
1.0448 |
1.0454 |
| PP |
1.0423 |
1.0423 |
1.0423 |
1.0408 |
| S1 |
1.0377 |
1.0377 |
1.0428 |
1.0347 |
| S2 |
1.0316 |
1.0316 |
1.0418 |
|
| S3 |
1.0209 |
1.0270 |
1.0409 |
|
| S4 |
1.0102 |
1.0163 |
1.0379 |
|
|
| 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 |
1.0551 |
1.0299 |
0.0252 |
2.4% |
0.0107 |
1.0% |
55% |
False |
False |
74,256 |
| 10 |
1.0551 |
1.0154 |
0.0397 |
3.8% |
0.0118 |
1.1% |
72% |
False |
False |
73,427 |
| 20 |
1.0598 |
1.0125 |
0.0473 |
4.5% |
0.0136 |
1.3% |
66% |
False |
False |
41,443 |
| 40 |
1.0664 |
1.0052 |
0.0612 |
5.9% |
0.0122 |
1.2% |
63% |
False |
False |
20,927 |
| 60 |
1.0664 |
0.9898 |
0.0766 |
7.3% |
0.0107 |
1.0% |
70% |
False |
False |
13,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0924 |
|
2.618 |
1.0749 |
|
1.618 |
1.0642 |
|
1.000 |
1.0576 |
|
0.618 |
1.0535 |
|
HIGH |
1.0469 |
|
0.618 |
1.0428 |
|
0.500 |
1.0416 |
|
0.382 |
1.0403 |
|
LOW |
1.0362 |
|
0.618 |
1.0296 |
|
1.000 |
1.0255 |
|
1.618 |
1.0189 |
|
2.618 |
1.0082 |
|
4.250 |
0.9907 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0431 |
1.0457 |
| PP |
1.0423 |
1.0450 |
| S1 |
1.0416 |
1.0444 |
|