CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 16-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0132 |
1.0124 |
-0.0008 |
-0.1% |
0.9964 |
| High |
1.0139 |
1.0170 |
0.0031 |
0.3% |
1.0086 |
| Low |
1.0080 |
1.0093 |
0.0013 |
0.1% |
0.9898 |
| Close |
1.0109 |
1.0095 |
-0.0014 |
-0.1% |
0.9983 |
| Range |
0.0059 |
0.0077 |
0.0018 |
30.5% |
0.0188 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
18 |
31 |
13 |
72.2% |
191 |
|
| Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0350 |
1.0300 |
1.0137 |
|
| R3 |
1.0273 |
1.0223 |
1.0116 |
|
| R2 |
1.0196 |
1.0196 |
1.0109 |
|
| R1 |
1.0146 |
1.0146 |
1.0102 |
1.0133 |
| PP |
1.0119 |
1.0119 |
1.0119 |
1.0113 |
| S1 |
1.0069 |
1.0069 |
1.0088 |
1.0056 |
| S2 |
1.0042 |
1.0042 |
1.0081 |
|
| S3 |
0.9965 |
0.9992 |
1.0074 |
|
| S4 |
0.9888 |
0.9915 |
1.0053 |
|
|
| 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 |
1.0497 |
|
2.618 |
1.0372 |
|
1.618 |
1.0295 |
|
1.000 |
1.0247 |
|
0.618 |
1.0218 |
|
HIGH |
1.0170 |
|
0.618 |
1.0141 |
|
0.500 |
1.0132 |
|
0.382 |
1.0122 |
|
LOW |
1.0093 |
|
0.618 |
1.0045 |
|
1.000 |
1.0016 |
|
1.618 |
0.9968 |
|
2.618 |
0.9891 |
|
4.250 |
0.9766 |
|
|
| Fisher Pivots for day following 16-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0132 |
1.0125 |
| PP |
1.0119 |
1.0115 |
| S1 |
1.0107 |
1.0105 |
|