CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 16-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0128 |
1.0075 |
-0.0053 |
-0.5% |
0.9976 |
| High |
1.0199 |
1.0160 |
-0.0039 |
-0.4% |
1.0084 |
| Low |
1.0041 |
1.0057 |
0.0016 |
0.2% |
0.9867 |
| Close |
1.0089 |
1.0076 |
-0.0013 |
-0.1% |
0.9964 |
| Range |
0.0158 |
0.0103 |
-0.0055 |
-34.8% |
0.0217 |
| ATR |
0.0166 |
0.0162 |
-0.0005 |
-2.7% |
0.0000 |
| Volume |
76,798 |
77,289 |
491 |
0.6% |
257,438 |
|
| Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0407 |
1.0344 |
1.0133 |
|
| R3 |
1.0304 |
1.0241 |
1.0104 |
|
| R2 |
1.0201 |
1.0201 |
1.0095 |
|
| R1 |
1.0138 |
1.0138 |
1.0085 |
1.0170 |
| PP |
1.0098 |
1.0098 |
1.0098 |
1.0113 |
| S1 |
1.0035 |
1.0035 |
1.0067 |
1.0067 |
| S2 |
0.9995 |
0.9995 |
1.0057 |
|
| S3 |
0.9892 |
0.9932 |
1.0048 |
|
| S4 |
0.9789 |
0.9829 |
1.0019 |
|
|
| 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 |
1.0199 |
0.9932 |
0.0267 |
2.6% |
0.0124 |
1.2% |
54% |
False |
False |
59,064 |
| 10 |
1.0199 |
0.9867 |
0.0332 |
3.3% |
0.0134 |
1.3% |
63% |
False |
False |
61,257 |
| 20 |
1.0703 |
0.9867 |
0.0836 |
8.3% |
0.0170 |
1.7% |
25% |
False |
False |
64,482 |
| 40 |
1.0954 |
0.9867 |
0.1087 |
10.8% |
0.0177 |
1.8% |
19% |
False |
False |
39,303 |
| 60 |
1.1510 |
0.9867 |
0.1643 |
16.3% |
0.0165 |
1.6% |
13% |
False |
False |
26,262 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
16.3% |
0.0144 |
1.4% |
13% |
False |
False |
19,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0598 |
|
2.618 |
1.0430 |
|
1.618 |
1.0327 |
|
1.000 |
1.0263 |
|
0.618 |
1.0224 |
|
HIGH |
1.0160 |
|
0.618 |
1.0121 |
|
0.500 |
1.0109 |
|
0.382 |
1.0096 |
|
LOW |
1.0057 |
|
0.618 |
0.9993 |
|
1.000 |
0.9954 |
|
1.618 |
0.9890 |
|
2.618 |
0.9787 |
|
4.250 |
0.9619 |
|
|
| Fisher Pivots for day following 16-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0109 |
1.0083 |
| PP |
1.0098 |
1.0080 |
| S1 |
1.0087 |
1.0078 |
|