CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 30-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0240 |
1.0260 |
0.0020 |
0.2% |
1.0366 |
| High |
1.0266 |
1.0425 |
0.0159 |
1.5% |
1.0383 |
| Low |
1.0230 |
1.0260 |
0.0030 |
0.3% |
1.0188 |
| Close |
1.0234 |
1.0335 |
0.0101 |
1.0% |
1.0234 |
| Range |
0.0036 |
0.0165 |
0.0129 |
358.3% |
0.0195 |
| ATR |
0.0108 |
0.0114 |
0.0006 |
5.5% |
0.0000 |
| Volume |
20 |
55 |
35 |
175.0% |
314 |
|
| Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0835 |
1.0750 |
1.0426 |
|
| R3 |
1.0670 |
1.0585 |
1.0380 |
|
| R2 |
1.0505 |
1.0505 |
1.0365 |
|
| R1 |
1.0420 |
1.0420 |
1.0350 |
1.0463 |
| PP |
1.0340 |
1.0340 |
1.0340 |
1.0361 |
| S1 |
1.0255 |
1.0255 |
1.0320 |
1.0298 |
| S2 |
1.0175 |
1.0175 |
1.0305 |
|
| S3 |
1.0010 |
1.0090 |
1.0290 |
|
| S4 |
0.9845 |
0.9925 |
1.0244 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0853 |
1.0739 |
1.0341 |
|
| R3 |
1.0658 |
1.0544 |
1.0288 |
|
| R2 |
1.0463 |
1.0463 |
1.0270 |
|
| R1 |
1.0349 |
1.0349 |
1.0252 |
1.0309 |
| PP |
1.0268 |
1.0268 |
1.0268 |
1.0248 |
| S1 |
1.0154 |
1.0154 |
1.0216 |
1.0114 |
| S2 |
1.0073 |
1.0073 |
1.0198 |
|
| S3 |
0.9878 |
0.9959 |
1.0180 |
|
| S4 |
0.9683 |
0.9764 |
1.0127 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1126 |
|
2.618 |
1.0857 |
|
1.618 |
1.0692 |
|
1.000 |
1.0590 |
|
0.618 |
1.0527 |
|
HIGH |
1.0425 |
|
0.618 |
1.0362 |
|
0.500 |
1.0343 |
|
0.382 |
1.0323 |
|
LOW |
1.0260 |
|
0.618 |
1.0158 |
|
1.000 |
1.0095 |
|
1.618 |
0.9993 |
|
2.618 |
0.9828 |
|
4.250 |
0.9559 |
|
|
| Fisher Pivots for day following 30-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0343 |
1.0326 |
| PP |
1.0340 |
1.0316 |
| S1 |
1.0338 |
1.0307 |
|