CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0503 |
1.0418 |
-0.0085 |
-0.8% |
1.0399 |
| High |
1.0518 |
1.0502 |
-0.0016 |
-0.2% |
1.0551 |
| Low |
1.0407 |
1.0368 |
-0.0039 |
-0.4% |
1.0362 |
| Close |
1.0425 |
1.0388 |
-0.0037 |
-0.4% |
1.0515 |
| Range |
0.0111 |
0.0134 |
0.0023 |
20.7% |
0.0189 |
| ATR |
0.0123 |
0.0124 |
0.0001 |
0.6% |
0.0000 |
| Volume |
65,323 |
57,638 |
-7,685 |
-11.8% |
377,772 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0821 |
1.0739 |
1.0462 |
|
| R3 |
1.0687 |
1.0605 |
1.0425 |
|
| R2 |
1.0553 |
1.0553 |
1.0413 |
|
| R1 |
1.0471 |
1.0471 |
1.0400 |
1.0445 |
| PP |
1.0419 |
1.0419 |
1.0419 |
1.0407 |
| S1 |
1.0337 |
1.0337 |
1.0376 |
1.0311 |
| S2 |
1.0285 |
1.0285 |
1.0363 |
|
| S3 |
1.0151 |
1.0203 |
1.0351 |
|
| S4 |
1.0017 |
1.0069 |
1.0314 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1043 |
1.0968 |
1.0619 |
|
| R3 |
1.0854 |
1.0779 |
1.0567 |
|
| R2 |
1.0665 |
1.0665 |
1.0550 |
|
| R1 |
1.0590 |
1.0590 |
1.0532 |
1.0628 |
| PP |
1.0476 |
1.0476 |
1.0476 |
1.0495 |
| S1 |
1.0401 |
1.0401 |
1.0498 |
1.0439 |
| S2 |
1.0287 |
1.0287 |
1.0480 |
|
| S3 |
1.0098 |
1.0212 |
1.0463 |
|
| S4 |
0.9909 |
1.0023 |
1.0411 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0533 |
1.0362 |
0.0171 |
1.6% |
0.0116 |
1.1% |
15% |
False |
False |
76,006 |
| 10 |
1.0551 |
1.0299 |
0.0252 |
2.4% |
0.0114 |
1.1% |
35% |
False |
False |
75,942 |
| 20 |
1.0551 |
1.0125 |
0.0426 |
4.1% |
0.0124 |
1.2% |
62% |
False |
False |
51,310 |
| 40 |
1.0664 |
1.0052 |
0.0612 |
5.9% |
0.0125 |
1.2% |
55% |
False |
False |
25,984 |
| 60 |
1.0664 |
0.9898 |
0.0766 |
7.4% |
0.0109 |
1.0% |
64% |
False |
False |
17,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1072 |
|
2.618 |
1.0853 |
|
1.618 |
1.0719 |
|
1.000 |
1.0636 |
|
0.618 |
1.0585 |
|
HIGH |
1.0502 |
|
0.618 |
1.0451 |
|
0.500 |
1.0435 |
|
0.382 |
1.0419 |
|
LOW |
1.0368 |
|
0.618 |
1.0285 |
|
1.000 |
1.0234 |
|
1.618 |
1.0151 |
|
2.618 |
1.0017 |
|
4.250 |
0.9799 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0435 |
1.0450 |
| PP |
1.0419 |
1.0429 |
| S1 |
1.0404 |
1.0409 |
|