CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 31-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0260 |
1.0200 |
-0.0060 |
-0.6% |
1.0366 |
| High |
1.0425 |
1.0229 |
-0.0196 |
-1.9% |
1.0383 |
| Low |
1.0260 |
1.0117 |
-0.0143 |
-1.4% |
1.0188 |
| Close |
1.0335 |
1.0125 |
-0.0210 |
-2.0% |
1.0234 |
| Range |
0.0165 |
0.0112 |
-0.0053 |
-32.1% |
0.0195 |
| ATR |
0.0114 |
0.0121 |
0.0007 |
6.6% |
0.0000 |
| Volume |
55 |
70 |
15 |
27.3% |
314 |
|
| Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0493 |
1.0421 |
1.0187 |
|
| R3 |
1.0381 |
1.0309 |
1.0156 |
|
| R2 |
1.0269 |
1.0269 |
1.0146 |
|
| R1 |
1.0197 |
1.0197 |
1.0135 |
1.0177 |
| PP |
1.0157 |
1.0157 |
1.0157 |
1.0147 |
| S1 |
1.0085 |
1.0085 |
1.0115 |
1.0065 |
| S2 |
1.0045 |
1.0045 |
1.0104 |
|
| S3 |
0.9933 |
0.9973 |
1.0094 |
|
| S4 |
0.9821 |
0.9861 |
1.0063 |
|
|
| 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 |
1.0705 |
|
2.618 |
1.0522 |
|
1.618 |
1.0410 |
|
1.000 |
1.0341 |
|
0.618 |
1.0298 |
|
HIGH |
1.0229 |
|
0.618 |
1.0186 |
|
0.500 |
1.0173 |
|
0.382 |
1.0160 |
|
LOW |
1.0117 |
|
0.618 |
1.0048 |
|
1.000 |
1.0005 |
|
1.618 |
0.9936 |
|
2.618 |
0.9824 |
|
4.250 |
0.9641 |
|
|
| Fisher Pivots for day following 31-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0173 |
1.0271 |
| PP |
1.0157 |
1.0222 |
| S1 |
1.0141 |
1.0174 |
|