CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0152 |
1.0076 |
-0.0076 |
-0.7% |
1.0329 |
| High |
1.0157 |
1.0135 |
-0.0022 |
-0.2% |
1.0464 |
| Low |
1.0047 |
1.0048 |
0.0001 |
0.0% |
1.0047 |
| Close |
1.0069 |
1.0114 |
0.0045 |
0.4% |
1.0069 |
| Range |
0.0110 |
0.0087 |
-0.0023 |
-20.9% |
0.0417 |
| ATR |
0.0146 |
0.0141 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
101,171 |
45,761 |
-55,410 |
-54.8% |
386,452 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0360 |
1.0324 |
1.0162 |
|
| R3 |
1.0273 |
1.0237 |
1.0138 |
|
| R2 |
1.0186 |
1.0186 |
1.0130 |
|
| R1 |
1.0150 |
1.0150 |
1.0122 |
1.0168 |
| PP |
1.0099 |
1.0099 |
1.0099 |
1.0108 |
| S1 |
1.0063 |
1.0063 |
1.0106 |
1.0081 |
| S2 |
1.0012 |
1.0012 |
1.0098 |
|
| S3 |
0.9925 |
0.9976 |
1.0090 |
|
| S4 |
0.9838 |
0.9889 |
1.0066 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1444 |
1.1174 |
1.0298 |
|
| R3 |
1.1027 |
1.0757 |
1.0184 |
|
| R2 |
1.0610 |
1.0610 |
1.0145 |
|
| R1 |
1.0340 |
1.0340 |
1.0107 |
1.0267 |
| PP |
1.0193 |
1.0193 |
1.0193 |
1.0157 |
| S1 |
0.9923 |
0.9923 |
1.0031 |
0.9850 |
| S2 |
0.9776 |
0.9776 |
0.9993 |
|
| S3 |
0.9359 |
0.9506 |
0.9954 |
|
| S4 |
0.8942 |
0.9089 |
0.9840 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0464 |
1.0047 |
0.0417 |
4.1% |
0.0137 |
1.4% |
16% |
False |
False |
69,753 |
| 10 |
1.0464 |
1.0047 |
0.0417 |
4.1% |
0.0124 |
1.2% |
16% |
False |
False |
75,070 |
| 20 |
1.0464 |
0.9867 |
0.0597 |
5.9% |
0.0130 |
1.3% |
41% |
False |
False |
68,474 |
| 40 |
1.0703 |
0.9867 |
0.0836 |
8.3% |
0.0164 |
1.6% |
30% |
False |
False |
61,028 |
| 60 |
1.1206 |
0.9867 |
0.1339 |
13.2% |
0.0165 |
1.6% |
18% |
False |
False |
40,925 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
16.2% |
0.0156 |
1.5% |
15% |
False |
False |
30,723 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
16.2% |
0.0139 |
1.4% |
15% |
False |
False |
24,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0505 |
|
2.618 |
1.0363 |
|
1.618 |
1.0276 |
|
1.000 |
1.0222 |
|
0.618 |
1.0189 |
|
HIGH |
1.0135 |
|
0.618 |
1.0102 |
|
0.500 |
1.0092 |
|
0.382 |
1.0081 |
|
LOW |
1.0048 |
|
0.618 |
0.9994 |
|
1.000 |
0.9961 |
|
1.618 |
0.9907 |
|
2.618 |
0.9820 |
|
4.250 |
0.9678 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0107 |
1.0175 |
| PP |
1.0099 |
1.0155 |
| S1 |
1.0092 |
1.0134 |
|