CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 22-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0214 |
1.0138 |
-0.0076 |
-0.7% |
0.9966 |
| High |
1.0242 |
1.0257 |
0.0015 |
0.1% |
1.0199 |
| Low |
1.0116 |
1.0135 |
0.0019 |
0.2% |
0.9932 |
| Close |
1.0137 |
1.0197 |
0.0060 |
0.6% |
1.0088 |
| Range |
0.0126 |
0.0122 |
-0.0004 |
-3.2% |
0.0267 |
| ATR |
0.0157 |
0.0155 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
75,268 |
95,438 |
20,170 |
26.8% |
299,284 |
|
| Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0562 |
1.0502 |
1.0264 |
|
| R3 |
1.0440 |
1.0380 |
1.0231 |
|
| R2 |
1.0318 |
1.0318 |
1.0219 |
|
| R1 |
1.0258 |
1.0258 |
1.0208 |
1.0288 |
| PP |
1.0196 |
1.0196 |
1.0196 |
1.0212 |
| S1 |
1.0136 |
1.0136 |
1.0186 |
1.0166 |
| S2 |
1.0074 |
1.0074 |
1.0175 |
|
| S3 |
0.9952 |
1.0014 |
1.0163 |
|
| S4 |
0.9830 |
0.9892 |
1.0130 |
|
|
| 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 |
1.0257 |
1.0030 |
0.0227 |
2.2% |
0.0129 |
1.3% |
74% |
True |
False |
75,687 |
| 10 |
1.0257 |
0.9876 |
0.0381 |
3.7% |
0.0137 |
1.3% |
84% |
True |
False |
65,899 |
| 20 |
1.0435 |
0.9867 |
0.0568 |
5.6% |
0.0149 |
1.5% |
58% |
False |
False |
64,836 |
| 40 |
1.0804 |
0.9867 |
0.0937 |
9.2% |
0.0174 |
1.7% |
35% |
False |
False |
46,737 |
| 60 |
1.1350 |
0.9867 |
0.1483 |
14.5% |
0.0161 |
1.6% |
22% |
False |
False |
31,272 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
16.1% |
0.0149 |
1.5% |
20% |
False |
False |
23,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0776 |
|
2.618 |
1.0576 |
|
1.618 |
1.0454 |
|
1.000 |
1.0379 |
|
0.618 |
1.0332 |
|
HIGH |
1.0257 |
|
0.618 |
1.0210 |
|
0.500 |
1.0196 |
|
0.382 |
1.0182 |
|
LOW |
1.0135 |
|
0.618 |
1.0060 |
|
1.000 |
1.0013 |
|
1.618 |
0.9938 |
|
2.618 |
0.9816 |
|
4.250 |
0.9617 |
|
|
| Fisher Pivots for day following 22-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0197 |
1.0185 |
| PP |
1.0196 |
1.0173 |
| S1 |
1.0196 |
1.0162 |
|