CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 21-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0087 |
1.0214 |
0.0127 |
1.3% |
0.9966 |
| High |
1.0249 |
1.0242 |
-0.0007 |
-0.1% |
1.0199 |
| Low |
1.0066 |
1.0116 |
0.0050 |
0.5% |
0.9932 |
| Close |
1.0232 |
1.0137 |
-0.0095 |
-0.9% |
1.0088 |
| Range |
0.0183 |
0.0126 |
-0.0057 |
-31.1% |
0.0267 |
| ATR |
0.0160 |
0.0157 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
62,071 |
75,268 |
13,197 |
21.3% |
299,284 |
|
| Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0543 |
1.0466 |
1.0206 |
|
| R3 |
1.0417 |
1.0340 |
1.0172 |
|
| R2 |
1.0291 |
1.0291 |
1.0160 |
|
| R1 |
1.0214 |
1.0214 |
1.0149 |
1.0190 |
| PP |
1.0165 |
1.0165 |
1.0165 |
1.0153 |
| S1 |
1.0088 |
1.0088 |
1.0125 |
1.0064 |
| S2 |
1.0039 |
1.0039 |
1.0114 |
|
| S3 |
0.9913 |
0.9962 |
1.0102 |
|
| S4 |
0.9787 |
0.9836 |
1.0068 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0874 |
1.0748 |
1.0235 |
|
| R3 |
1.0607 |
1.0481 |
1.0161 |
|
| R2 |
1.0340 |
1.0340 |
1.0137 |
|
| R1 |
1.0214 |
1.0214 |
1.0112 |
1.0277 |
| PP |
1.0073 |
1.0073 |
1.0073 |
1.0105 |
| S1 |
0.9947 |
0.9947 |
1.0064 |
1.0010 |
| S2 |
0.9806 |
0.9806 |
1.0039 |
|
| S3 |
0.9539 |
0.9680 |
1.0015 |
|
| S4 |
0.9272 |
0.9413 |
0.9941 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0249 |
1.0030 |
0.0219 |
2.2% |
0.0136 |
1.3% |
49% |
False |
False |
71,959 |
| 10 |
1.0249 |
0.9876 |
0.0373 |
3.7% |
0.0137 |
1.4% |
70% |
False |
False |
62,472 |
| 20 |
1.0435 |
0.9867 |
0.0568 |
5.6% |
0.0151 |
1.5% |
48% |
False |
False |
63,193 |
| 40 |
1.0822 |
0.9867 |
0.0955 |
9.4% |
0.0176 |
1.7% |
28% |
False |
False |
44,361 |
| 60 |
1.1350 |
0.9867 |
0.1483 |
14.6% |
0.0160 |
1.6% |
18% |
False |
False |
29,682 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
16.2% |
0.0147 |
1.5% |
16% |
False |
False |
22,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0778 |
|
2.618 |
1.0572 |
|
1.618 |
1.0446 |
|
1.000 |
1.0368 |
|
0.618 |
1.0320 |
|
HIGH |
1.0242 |
|
0.618 |
1.0194 |
|
0.500 |
1.0179 |
|
0.382 |
1.0164 |
|
LOW |
1.0116 |
|
0.618 |
1.0038 |
|
1.000 |
0.9990 |
|
1.618 |
0.9912 |
|
2.618 |
0.9786 |
|
4.250 |
0.9581 |
|
|
| Fisher Pivots for day following 21-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0179 |
1.0140 |
| PP |
1.0165 |
1.0139 |
| S1 |
1.0151 |
1.0138 |
|