CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0390 |
1.0362 |
-0.0028 |
-0.3% |
1.0399 |
| High |
1.0406 |
1.0457 |
0.0051 |
0.5% |
1.0551 |
| Low |
1.0320 |
1.0328 |
0.0008 |
0.1% |
1.0362 |
| Close |
1.0367 |
1.0447 |
0.0080 |
0.8% |
1.0515 |
| Range |
0.0086 |
0.0129 |
0.0043 |
50.0% |
0.0189 |
| ATR |
0.0121 |
0.0122 |
0.0001 |
0.5% |
0.0000 |
| Volume |
96,228 |
68,262 |
-27,966 |
-29.1% |
377,772 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0798 |
1.0751 |
1.0518 |
|
| R3 |
1.0669 |
1.0622 |
1.0482 |
|
| R2 |
1.0540 |
1.0540 |
1.0471 |
|
| R1 |
1.0493 |
1.0493 |
1.0459 |
1.0517 |
| PP |
1.0411 |
1.0411 |
1.0411 |
1.0422 |
| S1 |
1.0364 |
1.0364 |
1.0435 |
1.0388 |
| S2 |
1.0282 |
1.0282 |
1.0423 |
|
| S3 |
1.0153 |
1.0235 |
1.0412 |
|
| S4 |
1.0024 |
1.0106 |
1.0376 |
|
|
| 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 |
1.0532 |
1.0320 |
0.0212 |
2.0% |
0.0114 |
1.1% |
60% |
False |
False |
73,408 |
| 10 |
1.0551 |
1.0299 |
0.0252 |
2.4% |
0.0111 |
1.1% |
59% |
False |
False |
73,832 |
| 20 |
1.0551 |
1.0125 |
0.0426 |
4.1% |
0.0124 |
1.2% |
76% |
False |
False |
59,097 |
| 40 |
1.0664 |
1.0052 |
0.0612 |
5.9% |
0.0127 |
1.2% |
65% |
False |
False |
30,094 |
| 60 |
1.0664 |
0.9946 |
0.0718 |
6.9% |
0.0110 |
1.1% |
70% |
False |
False |
20,080 |
| 80 |
1.0664 |
0.9898 |
0.0766 |
7.3% |
0.0101 |
1.0% |
72% |
False |
False |
15,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1005 |
|
2.618 |
1.0795 |
|
1.618 |
1.0666 |
|
1.000 |
1.0586 |
|
0.618 |
1.0537 |
|
HIGH |
1.0457 |
|
0.618 |
1.0408 |
|
0.500 |
1.0393 |
|
0.382 |
1.0377 |
|
LOW |
1.0328 |
|
0.618 |
1.0248 |
|
1.000 |
1.0199 |
|
1.618 |
1.0119 |
|
2.618 |
0.9990 |
|
4.250 |
0.9780 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0429 |
1.0435 |
| PP |
1.0411 |
1.0423 |
| S1 |
1.0393 |
1.0411 |
|