CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 02-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0075 |
1.0038 |
-0.0037 |
-0.4% |
1.0366 |
| High |
1.0189 |
1.0112 |
-0.0077 |
-0.8% |
1.0383 |
| Low |
1.0075 |
1.0038 |
-0.0037 |
-0.4% |
1.0188 |
| Close |
1.0166 |
1.0067 |
-0.0099 |
-1.0% |
1.0234 |
| Range |
0.0114 |
0.0074 |
-0.0040 |
-35.1% |
0.0195 |
| ATR |
0.0121 |
0.0121 |
0.0001 |
0.4% |
0.0000 |
| Volume |
127 |
171 |
44 |
34.6% |
314 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0294 |
1.0255 |
1.0108 |
|
| R3 |
1.0220 |
1.0181 |
1.0087 |
|
| R2 |
1.0146 |
1.0146 |
1.0081 |
|
| R1 |
1.0107 |
1.0107 |
1.0074 |
1.0127 |
| PP |
1.0072 |
1.0072 |
1.0072 |
1.0082 |
| S1 |
1.0033 |
1.0033 |
1.0060 |
1.0053 |
| S2 |
0.9998 |
0.9998 |
1.0053 |
|
| S3 |
0.9924 |
0.9959 |
1.0047 |
|
| S4 |
0.9850 |
0.9885 |
1.0026 |
|
|
| 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 |
1.0427 |
|
2.618 |
1.0306 |
|
1.618 |
1.0232 |
|
1.000 |
1.0186 |
|
0.618 |
1.0158 |
|
HIGH |
1.0112 |
|
0.618 |
1.0084 |
|
0.500 |
1.0075 |
|
0.382 |
1.0066 |
|
LOW |
1.0038 |
|
0.618 |
0.9992 |
|
1.000 |
0.9964 |
|
1.618 |
0.9918 |
|
2.618 |
0.9844 |
|
4.250 |
0.9724 |
|
|
| Fisher Pivots for day following 02-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0075 |
1.0134 |
| PP |
1.0072 |
1.0111 |
| S1 |
1.0070 |
1.0089 |
|