CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 01-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0278 |
1.0118 |
-0.0160 |
-1.6% |
1.0474 |
| High |
1.0292 |
1.0195 |
-0.0097 |
-0.9% |
1.0495 |
| Low |
1.0074 |
1.0057 |
-0.0017 |
-0.2% |
1.0125 |
| Close |
1.0104 |
1.0145 |
0.0041 |
0.4% |
1.0212 |
| Range |
0.0218 |
0.0138 |
-0.0080 |
-36.7% |
0.0370 |
| ATR |
0.0197 |
0.0193 |
-0.0004 |
-2.1% |
0.0000 |
| Volume |
63,923 |
75,619 |
11,696 |
18.3% |
300,369 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0546 |
1.0484 |
1.0221 |
|
| R3 |
1.0408 |
1.0346 |
1.0183 |
|
| R2 |
1.0270 |
1.0270 |
1.0170 |
|
| R1 |
1.0208 |
1.0208 |
1.0158 |
1.0239 |
| PP |
1.0132 |
1.0132 |
1.0132 |
1.0148 |
| S1 |
1.0070 |
1.0070 |
1.0132 |
1.0101 |
| S2 |
0.9994 |
0.9994 |
1.0120 |
|
| S3 |
0.9856 |
0.9932 |
1.0107 |
|
| S4 |
0.9718 |
0.9794 |
1.0069 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1387 |
1.1170 |
1.0416 |
|
| R3 |
1.1017 |
1.0800 |
1.0314 |
|
| R2 |
1.0647 |
1.0647 |
1.0280 |
|
| R1 |
1.0430 |
1.0430 |
1.0246 |
1.0354 |
| PP |
1.0277 |
1.0277 |
1.0277 |
1.0239 |
| S1 |
1.0060 |
1.0060 |
1.0178 |
0.9984 |
| S2 |
0.9907 |
0.9907 |
1.0144 |
|
| S3 |
0.9537 |
0.9690 |
1.0110 |
|
| S4 |
0.9167 |
0.9320 |
1.0009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0435 |
1.0057 |
0.0378 |
3.7% |
0.0189 |
1.9% |
23% |
False |
True |
63,629 |
| 10 |
1.0703 |
1.0057 |
0.0646 |
6.4% |
0.0206 |
2.0% |
14% |
False |
True |
67,708 |
| 20 |
1.0703 |
1.0054 |
0.0649 |
6.4% |
0.0200 |
2.0% |
14% |
False |
False |
47,526 |
| 40 |
1.1299 |
1.0054 |
0.1245 |
12.3% |
0.0180 |
1.8% |
7% |
False |
False |
24,053 |
| 60 |
1.1510 |
1.0054 |
0.1456 |
14.4% |
0.0163 |
1.6% |
6% |
False |
False |
16,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0782 |
|
2.618 |
1.0556 |
|
1.618 |
1.0418 |
|
1.000 |
1.0333 |
|
0.618 |
1.0280 |
|
HIGH |
1.0195 |
|
0.618 |
1.0142 |
|
0.500 |
1.0126 |
|
0.382 |
1.0110 |
|
LOW |
1.0057 |
|
0.618 |
0.9972 |
|
1.000 |
0.9919 |
|
1.618 |
0.9834 |
|
2.618 |
0.9696 |
|
4.250 |
0.9471 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0139 |
1.0246 |
| PP |
1.0132 |
1.0212 |
| S1 |
1.0126 |
1.0179 |
|