CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9960 |
1.0031 |
0.0071 |
0.7% |
1.0218 |
| High |
1.0084 |
1.0046 |
-0.0038 |
-0.4% |
1.0435 |
| Low |
0.9876 |
0.9952 |
0.0076 |
0.8% |
0.9972 |
| Close |
1.0039 |
0.9964 |
-0.0075 |
-0.7% |
0.9985 |
| Range |
0.0208 |
0.0094 |
-0.0114 |
-54.8% |
0.0463 |
| ATR |
0.0178 |
0.0172 |
-0.0006 |
-3.4% |
0.0000 |
| Volume |
62,525 |
64,411 |
1,886 |
3.0% |
326,089 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0269 |
1.0211 |
1.0016 |
|
| R3 |
1.0175 |
1.0117 |
0.9990 |
|
| R2 |
1.0081 |
1.0081 |
0.9981 |
|
| R1 |
1.0023 |
1.0023 |
0.9973 |
1.0005 |
| PP |
0.9987 |
0.9987 |
0.9987 |
0.9979 |
| S1 |
0.9929 |
0.9929 |
0.9955 |
0.9911 |
| S2 |
0.9893 |
0.9893 |
0.9947 |
|
| S3 |
0.9799 |
0.9835 |
0.9938 |
|
| S4 |
0.9705 |
0.9741 |
0.9912 |
|
|
| 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 |
1.0084 |
0.9867 |
0.0217 |
2.2% |
0.0131 |
1.3% |
45% |
False |
False |
64,804 |
| 10 |
1.0435 |
0.9867 |
0.0568 |
5.7% |
0.0161 |
1.6% |
17% |
False |
False |
63,378 |
| 20 |
1.0703 |
0.9867 |
0.0836 |
8.4% |
0.0188 |
1.9% |
12% |
False |
False |
64,596 |
| 40 |
1.1173 |
0.9867 |
0.1306 |
13.1% |
0.0176 |
1.8% |
7% |
False |
False |
33,557 |
| 60 |
1.1510 |
0.9867 |
0.1643 |
16.5% |
0.0164 |
1.6% |
6% |
False |
False |
22,428 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
16.5% |
0.0146 |
1.5% |
6% |
False |
False |
16,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0446 |
|
2.618 |
1.0292 |
|
1.618 |
1.0198 |
|
1.000 |
1.0140 |
|
0.618 |
1.0104 |
|
HIGH |
1.0046 |
|
0.618 |
1.0010 |
|
0.500 |
0.9999 |
|
0.382 |
0.9988 |
|
LOW |
0.9952 |
|
0.618 |
0.9894 |
|
1.000 |
0.9858 |
|
1.618 |
0.9800 |
|
2.618 |
0.9706 |
|
4.250 |
0.9553 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9999 |
0.9980 |
| PP |
0.9987 |
0.9975 |
| S1 |
0.9976 |
0.9969 |
|