CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9951 |
1.0036 |
0.0085 |
0.9% |
1.0260 |
| High |
1.0086 |
1.0036 |
-0.0050 |
-0.5% |
1.0425 |
| Low |
0.9951 |
0.9976 |
0.0025 |
0.3% |
0.9995 |
| Close |
1.0058 |
0.9983 |
-0.0075 |
-0.7% |
1.0006 |
| Range |
0.0135 |
0.0060 |
-0.0075 |
-55.6% |
0.0430 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
74 |
22 |
-52 |
-70.3% |
453 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0178 |
1.0141 |
1.0016 |
|
| R3 |
1.0118 |
1.0081 |
1.0000 |
|
| R2 |
1.0058 |
1.0058 |
0.9994 |
|
| R1 |
1.0021 |
1.0021 |
0.9989 |
1.0010 |
| PP |
0.9998 |
0.9998 |
0.9998 |
0.9993 |
| S1 |
0.9961 |
0.9961 |
0.9978 |
0.9950 |
| S2 |
0.9938 |
0.9938 |
0.9972 |
|
| S3 |
0.9878 |
0.9901 |
0.9967 |
|
| S4 |
0.9818 |
0.9841 |
0.9950 |
|
|
| 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 |
1.0291 |
|
2.618 |
1.0193 |
|
1.618 |
1.0133 |
|
1.000 |
1.0096 |
|
0.618 |
1.0073 |
|
HIGH |
1.0036 |
|
0.618 |
1.0013 |
|
0.500 |
1.0006 |
|
0.382 |
0.9999 |
|
LOW |
0.9976 |
|
0.618 |
0.9939 |
|
1.000 |
0.9916 |
|
1.618 |
0.9879 |
|
2.618 |
0.9819 |
|
4.250 |
0.9721 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0006 |
1.0019 |
| PP |
0.9998 |
1.0007 |
| S1 |
0.9991 |
0.9995 |
|