CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0151 |
1.0051 |
-0.0100 |
-1.0% |
1.0218 |
| High |
1.0177 |
1.0079 |
-0.0098 |
-1.0% |
1.0435 |
| Low |
1.0018 |
0.9972 |
-0.0046 |
-0.5% |
0.9972 |
| Close |
1.0047 |
0.9985 |
-0.0062 |
-0.6% |
0.9985 |
| Range |
0.0159 |
0.0107 |
-0.0052 |
-32.7% |
0.0463 |
| ATR |
0.0190 |
0.0184 |
-0.0006 |
-3.1% |
0.0000 |
| Volume |
57,642 |
66,586 |
8,944 |
15.5% |
326,089 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0333 |
1.0266 |
1.0044 |
|
| R3 |
1.0226 |
1.0159 |
1.0014 |
|
| R2 |
1.0119 |
1.0119 |
1.0005 |
|
| R1 |
1.0052 |
1.0052 |
0.9995 |
1.0032 |
| PP |
1.0012 |
1.0012 |
1.0012 |
1.0002 |
| S1 |
0.9945 |
0.9945 |
0.9975 |
0.9925 |
| S2 |
0.9905 |
0.9905 |
0.9965 |
|
| S3 |
0.9798 |
0.9838 |
0.9956 |
|
| S4 |
0.9691 |
0.9731 |
0.9926 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1520 |
1.1215 |
1.0240 |
|
| R3 |
1.1057 |
1.0752 |
1.0112 |
|
| R2 |
1.0594 |
1.0594 |
1.0070 |
|
| R1 |
1.0289 |
1.0289 |
1.0027 |
1.0210 |
| PP |
1.0131 |
1.0131 |
1.0131 |
1.0091 |
| S1 |
0.9826 |
0.9826 |
0.9943 |
0.9747 |
| S2 |
0.9668 |
0.9668 |
0.9900 |
|
| S3 |
0.9205 |
0.9363 |
0.9858 |
|
| S4 |
0.8742 |
0.8900 |
0.9730 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0435 |
0.9972 |
0.0463 |
4.6% |
0.0175 |
1.8% |
3% |
False |
True |
65,217 |
| 10 |
1.0495 |
0.9972 |
0.0523 |
5.2% |
0.0175 |
1.8% |
2% |
False |
True |
62,645 |
| 20 |
1.0703 |
0.9972 |
0.0731 |
7.3% |
0.0198 |
2.0% |
2% |
False |
True |
53,582 |
| 40 |
1.1206 |
0.9972 |
0.1234 |
12.4% |
0.0182 |
1.8% |
1% |
False |
True |
27,151 |
| 60 |
1.1510 |
0.9972 |
0.1538 |
15.4% |
0.0165 |
1.6% |
1% |
False |
True |
18,139 |
| 80 |
1.1510 |
0.9972 |
0.1538 |
15.4% |
0.0141 |
1.4% |
1% |
False |
True |
13,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0534 |
|
2.618 |
1.0359 |
|
1.618 |
1.0252 |
|
1.000 |
1.0186 |
|
0.618 |
1.0145 |
|
HIGH |
1.0079 |
|
0.618 |
1.0038 |
|
0.500 |
1.0026 |
|
0.382 |
1.0013 |
|
LOW |
0.9972 |
|
0.618 |
0.9906 |
|
1.000 |
0.9865 |
|
1.618 |
0.9799 |
|
2.618 |
0.9692 |
|
4.250 |
0.9517 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0026 |
1.0084 |
| PP |
1.0012 |
1.0051 |
| S1 |
0.9999 |
1.0018 |
|