CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 17-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0075 |
1.0074 |
-0.0001 |
0.0% |
0.9966 |
| High |
1.0160 |
1.0140 |
-0.0020 |
-0.2% |
1.0199 |
| Low |
1.0057 |
1.0030 |
-0.0027 |
-0.3% |
0.9932 |
| Close |
1.0076 |
1.0088 |
0.0012 |
0.1% |
1.0088 |
| Range |
0.0103 |
0.0110 |
0.0007 |
6.8% |
0.0267 |
| ATR |
0.0162 |
0.0158 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
77,289 |
68,373 |
-8,916 |
-11.5% |
299,284 |
|
| Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0416 |
1.0362 |
1.0149 |
|
| R3 |
1.0306 |
1.0252 |
1.0118 |
|
| R2 |
1.0196 |
1.0196 |
1.0108 |
|
| R1 |
1.0142 |
1.0142 |
1.0098 |
1.0169 |
| PP |
1.0086 |
1.0086 |
1.0086 |
1.0100 |
| S1 |
1.0032 |
1.0032 |
1.0078 |
1.0059 |
| S2 |
0.9976 |
0.9976 |
1.0068 |
|
| S3 |
0.9866 |
0.9922 |
1.0058 |
|
| S4 |
0.9756 |
0.9812 |
1.0028 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0874 |
1.0748 |
1.0235 |
|
| R3 |
1.0607 |
1.0481 |
1.0161 |
|
| R2 |
1.0340 |
1.0340 |
1.0137 |
|
| R1 |
1.0214 |
1.0214 |
1.0112 |
1.0277 |
| PP |
1.0073 |
1.0073 |
1.0073 |
1.0105 |
| S1 |
0.9947 |
0.9947 |
1.0064 |
1.0010 |
| S2 |
0.9806 |
0.9806 |
1.0039 |
|
| S3 |
0.9539 |
0.9680 |
1.0015 |
|
| S4 |
0.9272 |
0.9413 |
0.9941 |
|
|
| 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% |
0.0127 |
1.3% |
58% |
False |
False |
59,856 |
| 10 |
1.0199 |
0.9867 |
0.0332 |
3.3% |
0.0129 |
1.3% |
67% |
False |
False |
62,330 |
| 20 |
1.0633 |
0.9867 |
0.0766 |
7.6% |
0.0158 |
1.6% |
29% |
False |
False |
64,063 |
| 40 |
1.0882 |
0.9867 |
0.1015 |
10.1% |
0.0176 |
1.7% |
22% |
False |
False |
41,005 |
| 60 |
1.1510 |
0.9867 |
0.1643 |
16.3% |
0.0164 |
1.6% |
13% |
False |
False |
27,401 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
16.3% |
0.0145 |
1.4% |
13% |
False |
False |
20,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0608 |
|
2.618 |
1.0428 |
|
1.618 |
1.0318 |
|
1.000 |
1.0250 |
|
0.618 |
1.0208 |
|
HIGH |
1.0140 |
|
0.618 |
1.0098 |
|
0.500 |
1.0085 |
|
0.382 |
1.0072 |
|
LOW |
1.0030 |
|
0.618 |
0.9962 |
|
1.000 |
0.9920 |
|
1.618 |
0.9852 |
|
2.618 |
0.9742 |
|
4.250 |
0.9563 |
|
|
| Fisher Pivots for day following 17-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0087 |
1.0115 |
| PP |
1.0086 |
1.0106 |
| S1 |
1.0085 |
1.0097 |
|