CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 22-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0226 |
1.0240 |
0.0014 |
0.1% |
0.9946 |
| High |
1.0250 |
1.0265 |
0.0015 |
0.1% |
1.0170 |
| Low |
1.0153 |
1.0208 |
0.0055 |
0.5% |
0.9946 |
| Close |
1.0157 |
1.0216 |
0.0059 |
0.6% |
1.0107 |
| Range |
0.0097 |
0.0057 |
-0.0040 |
-41.2% |
0.0224 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
0.1% |
0.0000 |
| Volume |
37 |
56 |
19 |
51.4% |
270 |
|
| Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0401 |
1.0365 |
1.0247 |
|
| R3 |
1.0344 |
1.0308 |
1.0232 |
|
| R2 |
1.0287 |
1.0287 |
1.0226 |
|
| R1 |
1.0251 |
1.0251 |
1.0221 |
1.0241 |
| PP |
1.0230 |
1.0230 |
1.0230 |
1.0224 |
| S1 |
1.0194 |
1.0194 |
1.0211 |
1.0184 |
| S2 |
1.0173 |
1.0173 |
1.0206 |
|
| S3 |
1.0116 |
1.0137 |
1.0200 |
|
| S4 |
1.0059 |
1.0080 |
1.0185 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0746 |
1.0651 |
1.0230 |
|
| R3 |
1.0522 |
1.0427 |
1.0169 |
|
| R2 |
1.0298 |
1.0298 |
1.0148 |
|
| R1 |
1.0203 |
1.0203 |
1.0128 |
1.0251 |
| PP |
1.0074 |
1.0074 |
1.0074 |
1.0098 |
| S1 |
0.9979 |
0.9979 |
1.0086 |
1.0027 |
| S2 |
0.9850 |
0.9850 |
1.0066 |
|
| S3 |
0.9626 |
0.9755 |
1.0045 |
|
| S4 |
0.9402 |
0.9531 |
0.9984 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0507 |
|
2.618 |
1.0414 |
|
1.618 |
1.0357 |
|
1.000 |
1.0322 |
|
0.618 |
1.0300 |
|
HIGH |
1.0265 |
|
0.618 |
1.0243 |
|
0.500 |
1.0237 |
|
0.382 |
1.0230 |
|
LOW |
1.0208 |
|
0.618 |
1.0173 |
|
1.000 |
1.0151 |
|
1.618 |
1.0116 |
|
2.618 |
1.0059 |
|
4.250 |
0.9966 |
|
|
| Fisher Pivots for day following 22-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0237 |
1.0210 |
| PP |
1.0230 |
1.0203 |
| S1 |
1.0223 |
1.0197 |
|