CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 08-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9983 |
0.9951 |
-0.0032 |
-0.3% |
1.0260 |
| High |
1.0006 |
1.0086 |
0.0080 |
0.8% |
1.0425 |
| Low |
0.9963 |
0.9951 |
-0.0012 |
-0.1% |
0.9995 |
| Close |
0.9985 |
1.0058 |
0.0073 |
0.7% |
1.0006 |
| Range |
0.0043 |
0.0135 |
0.0092 |
214.0% |
0.0430 |
| ATR |
0.0113 |
0.0115 |
0.0002 |
1.4% |
0.0000 |
| Volume |
49 |
74 |
25 |
51.0% |
453 |
|
| Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0437 |
1.0382 |
1.0132 |
|
| R3 |
1.0302 |
1.0247 |
1.0095 |
|
| R2 |
1.0167 |
1.0167 |
1.0083 |
|
| R1 |
1.0112 |
1.0112 |
1.0070 |
1.0140 |
| PP |
1.0032 |
1.0032 |
1.0032 |
1.0045 |
| S1 |
0.9977 |
0.9977 |
1.0046 |
1.0005 |
| S2 |
0.9897 |
0.9897 |
1.0033 |
|
| S3 |
0.9762 |
0.9842 |
1.0021 |
|
| S4 |
0.9627 |
0.9707 |
0.9984 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1432 |
1.1149 |
1.0243 |
|
| R3 |
1.1002 |
1.0719 |
1.0124 |
|
| R2 |
1.0572 |
1.0572 |
1.0085 |
|
| R1 |
1.0289 |
1.0289 |
1.0045 |
1.0216 |
| PP |
1.0142 |
1.0142 |
1.0142 |
1.0105 |
| S1 |
0.9859 |
0.9859 |
0.9967 |
0.9786 |
| S2 |
0.9712 |
0.9712 |
0.9927 |
|
| S3 |
0.9282 |
0.9429 |
0.9888 |
|
| S4 |
0.8852 |
0.8999 |
0.9770 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0660 |
|
2.618 |
1.0439 |
|
1.618 |
1.0304 |
|
1.000 |
1.0221 |
|
0.618 |
1.0169 |
|
HIGH |
1.0086 |
|
0.618 |
1.0034 |
|
0.500 |
1.0019 |
|
0.382 |
1.0003 |
|
LOW |
0.9951 |
|
0.618 |
0.9868 |
|
1.000 |
0.9816 |
|
1.618 |
0.9733 |
|
2.618 |
0.9598 |
|
4.250 |
0.9377 |
|
|
| Fisher Pivots for day following 08-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0045 |
1.0036 |
| PP |
1.0032 |
1.0014 |
| S1 |
1.0019 |
0.9992 |
|