CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0275 |
1.0363 |
0.0088 |
0.9% |
1.0138 |
| High |
1.0349 |
1.0376 |
0.0027 |
0.3% |
1.0349 |
| Low |
1.0275 |
1.0363 |
0.0088 |
0.9% |
1.0129 |
| Close |
1.0330 |
1.0363 |
0.0033 |
0.3% |
1.0330 |
| Range |
0.0074 |
0.0013 |
-0.0061 |
-82.4% |
0.0220 |
| ATR |
0.0103 |
0.0099 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
7 |
33 |
26 |
371.4% |
227 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0406 |
1.0398 |
1.0370 |
|
| R3 |
1.0393 |
1.0385 |
1.0367 |
|
| R2 |
1.0380 |
1.0380 |
1.0365 |
|
| R1 |
1.0372 |
1.0372 |
1.0364 |
1.0370 |
| PP |
1.0367 |
1.0367 |
1.0367 |
1.0366 |
| S1 |
1.0359 |
1.0359 |
1.0362 |
1.0357 |
| S2 |
1.0354 |
1.0354 |
1.0361 |
|
| S3 |
1.0341 |
1.0346 |
1.0359 |
|
| S4 |
1.0328 |
1.0333 |
1.0356 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0929 |
1.0850 |
1.0451 |
|
| R3 |
1.0709 |
1.0630 |
1.0391 |
|
| R2 |
1.0489 |
1.0489 |
1.0370 |
|
| R1 |
1.0410 |
1.0410 |
1.0350 |
1.0450 |
| PP |
1.0269 |
1.0269 |
1.0269 |
1.0289 |
| S1 |
1.0190 |
1.0190 |
1.0310 |
1.0230 |
| S2 |
1.0049 |
1.0049 |
1.0290 |
|
| S3 |
0.9829 |
0.9970 |
1.0270 |
|
| S4 |
0.9609 |
0.9750 |
1.0209 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0431 |
|
2.618 |
1.0410 |
|
1.618 |
1.0397 |
|
1.000 |
1.0389 |
|
0.618 |
1.0384 |
|
HIGH |
1.0376 |
|
0.618 |
1.0371 |
|
0.500 |
1.0370 |
|
0.382 |
1.0368 |
|
LOW |
1.0363 |
|
0.618 |
1.0355 |
|
1.000 |
1.0350 |
|
1.618 |
1.0342 |
|
2.618 |
1.0329 |
|
4.250 |
1.0308 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0370 |
1.0338 |
| PP |
1.0367 |
1.0313 |
| S1 |
1.0365 |
1.0288 |
|