CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0100 |
1.0132 |
0.0032 |
0.3% |
0.9964 |
| High |
1.0147 |
1.0139 |
-0.0008 |
-0.1% |
1.0086 |
| Low |
1.0093 |
1.0080 |
-0.0013 |
-0.1% |
0.9898 |
| Close |
1.0148 |
1.0109 |
-0.0039 |
-0.4% |
0.9983 |
| Range |
0.0054 |
0.0059 |
0.0005 |
9.3% |
0.0188 |
| ATR |
0.0112 |
0.0108 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
29 |
18 |
-11 |
-37.9% |
191 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0286 |
1.0257 |
1.0141 |
|
| R3 |
1.0227 |
1.0198 |
1.0125 |
|
| R2 |
1.0168 |
1.0168 |
1.0120 |
|
| R1 |
1.0139 |
1.0139 |
1.0114 |
1.0124 |
| PP |
1.0109 |
1.0109 |
1.0109 |
1.0102 |
| S1 |
1.0080 |
1.0080 |
1.0104 |
1.0065 |
| S2 |
1.0050 |
1.0050 |
1.0098 |
|
| S3 |
0.9991 |
1.0021 |
1.0093 |
|
| S4 |
0.9932 |
0.9962 |
1.0077 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0553 |
1.0456 |
1.0086 |
|
| R3 |
1.0365 |
1.0268 |
1.0035 |
|
| R2 |
1.0177 |
1.0177 |
1.0017 |
|
| R1 |
1.0080 |
1.0080 |
1.0000 |
1.0129 |
| PP |
0.9989 |
0.9989 |
0.9989 |
1.0013 |
| S1 |
0.9892 |
0.9892 |
0.9966 |
0.9941 |
| S2 |
0.9801 |
0.9801 |
0.9949 |
|
| S3 |
0.9613 |
0.9704 |
0.9931 |
|
| S4 |
0.9425 |
0.9516 |
0.9880 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0390 |
|
2.618 |
1.0293 |
|
1.618 |
1.0234 |
|
1.000 |
1.0198 |
|
0.618 |
1.0175 |
|
HIGH |
1.0139 |
|
0.618 |
1.0116 |
|
0.500 |
1.0110 |
|
0.382 |
1.0103 |
|
LOW |
1.0080 |
|
0.618 |
1.0044 |
|
1.000 |
1.0021 |
|
1.618 |
0.9985 |
|
2.618 |
0.9926 |
|
4.250 |
0.9829 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0110 |
1.0088 |
| PP |
1.0109 |
1.0067 |
| S1 |
1.0109 |
1.0047 |
|