CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0329 |
1.0347 |
0.0018 |
0.2% |
1.0087 |
| High |
1.0377 |
1.0464 |
0.0087 |
0.8% |
1.0357 |
| Low |
1.0303 |
1.0344 |
0.0041 |
0.4% |
1.0066 |
| Close |
1.0346 |
1.0378 |
0.0032 |
0.3% |
1.0312 |
| Range |
0.0074 |
0.0120 |
0.0046 |
62.2% |
0.0291 |
| ATR |
0.0144 |
0.0143 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
83,448 |
57,865 |
-25,583 |
-30.7% |
380,560 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0755 |
1.0687 |
1.0444 |
|
| R3 |
1.0635 |
1.0567 |
1.0411 |
|
| R2 |
1.0515 |
1.0515 |
1.0400 |
|
| R1 |
1.0447 |
1.0447 |
1.0389 |
1.0481 |
| PP |
1.0395 |
1.0395 |
1.0395 |
1.0413 |
| S1 |
1.0327 |
1.0327 |
1.0367 |
1.0361 |
| S2 |
1.0275 |
1.0275 |
1.0356 |
|
| S3 |
1.0155 |
1.0207 |
1.0345 |
|
| S4 |
1.0035 |
1.0087 |
1.0312 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1118 |
1.1006 |
1.0472 |
|
| R3 |
1.0827 |
1.0715 |
1.0392 |
|
| R2 |
1.0536 |
1.0536 |
1.0365 |
|
| R1 |
1.0424 |
1.0424 |
1.0339 |
1.0480 |
| PP |
1.0245 |
1.0245 |
1.0245 |
1.0273 |
| S1 |
1.0133 |
1.0133 |
1.0285 |
1.0189 |
| S2 |
0.9954 |
0.9954 |
1.0259 |
|
| S3 |
0.9663 |
0.9842 |
1.0232 |
|
| S4 |
0.9372 |
0.9551 |
1.0152 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0464 |
1.0135 |
0.0329 |
3.2% |
0.0110 |
1.1% |
74% |
True |
False |
76,906 |
| 10 |
1.0464 |
1.0030 |
0.0434 |
4.2% |
0.0123 |
1.2% |
80% |
True |
False |
74,433 |
| 20 |
1.0464 |
0.9867 |
0.0597 |
5.8% |
0.0133 |
1.3% |
86% |
True |
False |
67,118 |
| 40 |
1.0703 |
0.9867 |
0.0836 |
8.1% |
0.0164 |
1.6% |
61% |
False |
False |
53,919 |
| 60 |
1.1300 |
0.9867 |
0.1433 |
13.8% |
0.0162 |
1.6% |
36% |
False |
False |
36,085 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
15.8% |
0.0154 |
1.5% |
31% |
False |
False |
27,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0974 |
|
2.618 |
1.0778 |
|
1.618 |
1.0658 |
|
1.000 |
1.0584 |
|
0.618 |
1.0538 |
|
HIGH |
1.0464 |
|
0.618 |
1.0418 |
|
0.500 |
1.0404 |
|
0.382 |
1.0390 |
|
LOW |
1.0344 |
|
0.618 |
1.0270 |
|
1.000 |
1.0224 |
|
1.618 |
1.0150 |
|
2.618 |
1.0030 |
|
4.250 |
0.9834 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0404 |
1.0364 |
| PP |
1.0395 |
1.0349 |
| S1 |
1.0387 |
1.0335 |
|