CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 13-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0031 |
0.9966 |
-0.0065 |
-0.6% |
0.9976 |
| High |
1.0046 |
1.0024 |
-0.0022 |
-0.2% |
1.0084 |
| Low |
0.9952 |
0.9932 |
-0.0020 |
-0.2% |
0.9867 |
| Close |
0.9964 |
1.0001 |
0.0037 |
0.4% |
0.9964 |
| Range |
0.0094 |
0.0092 |
-0.0002 |
-2.1% |
0.0217 |
| ATR |
0.0172 |
0.0166 |
-0.0006 |
-3.3% |
0.0000 |
| Volume |
64,411 |
51,001 |
-13,410 |
-20.8% |
257,438 |
|
| Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0262 |
1.0223 |
1.0052 |
|
| R3 |
1.0170 |
1.0131 |
1.0026 |
|
| R2 |
1.0078 |
1.0078 |
1.0018 |
|
| R1 |
1.0039 |
1.0039 |
1.0009 |
1.0059 |
| PP |
0.9986 |
0.9986 |
0.9986 |
0.9995 |
| S1 |
0.9947 |
0.9947 |
0.9993 |
0.9967 |
| S2 |
0.9894 |
0.9894 |
0.9984 |
|
| S3 |
0.9802 |
0.9855 |
0.9976 |
|
| S4 |
0.9710 |
0.9763 |
0.9950 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0623 |
1.0510 |
1.0083 |
|
| R3 |
1.0406 |
1.0293 |
1.0024 |
|
| R2 |
1.0189 |
1.0189 |
1.0004 |
|
| R1 |
1.0076 |
1.0076 |
0.9984 |
1.0024 |
| PP |
0.9972 |
0.9972 |
0.9972 |
0.9946 |
| S1 |
0.9859 |
0.9859 |
0.9944 |
0.9807 |
| S2 |
0.9755 |
0.9755 |
0.9924 |
|
| S3 |
0.9538 |
0.9642 |
0.9904 |
|
| S4 |
0.9321 |
0.9425 |
0.9845 |
|
|
| 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% |
0.0128 |
1.3% |
62% |
False |
False |
61,687 |
| 10 |
1.0435 |
0.9867 |
0.0568 |
5.7% |
0.0151 |
1.5% |
24% |
False |
False |
63,452 |
| 20 |
1.0703 |
0.9867 |
0.0836 |
8.4% |
0.0177 |
1.8% |
16% |
False |
False |
64,931 |
| 40 |
1.1155 |
0.9867 |
0.1288 |
12.9% |
0.0175 |
1.7% |
10% |
False |
False |
34,821 |
| 60 |
1.1510 |
0.9867 |
0.1643 |
16.4% |
0.0163 |
1.6% |
8% |
False |
False |
23,273 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
16.4% |
0.0146 |
1.5% |
8% |
False |
False |
17,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0415 |
|
2.618 |
1.0265 |
|
1.618 |
1.0173 |
|
1.000 |
1.0116 |
|
0.618 |
1.0081 |
|
HIGH |
1.0024 |
|
0.618 |
0.9989 |
|
0.500 |
0.9978 |
|
0.382 |
0.9967 |
|
LOW |
0.9932 |
|
0.618 |
0.9875 |
|
1.000 |
0.9840 |
|
1.618 |
0.9783 |
|
2.618 |
0.9691 |
|
4.250 |
0.9541 |
|
|
| Fisher Pivots for day following 13-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9993 |
0.9994 |
| PP |
0.9986 |
0.9987 |
| S1 |
0.9978 |
0.9980 |
|