CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0363 |
1.0400 |
0.0037 |
0.4% |
1.0138 |
| High |
1.0376 |
1.0458 |
0.0082 |
0.8% |
1.0349 |
| Low |
1.0363 |
1.0380 |
0.0017 |
0.2% |
1.0129 |
| Close |
1.0363 |
1.0395 |
0.0032 |
0.3% |
1.0330 |
| Range |
0.0013 |
0.0078 |
0.0065 |
500.0% |
0.0220 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
33 |
10 |
-23 |
-69.7% |
227 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0645 |
1.0598 |
1.0438 |
|
| R3 |
1.0567 |
1.0520 |
1.0416 |
|
| R2 |
1.0489 |
1.0489 |
1.0409 |
|
| R1 |
1.0442 |
1.0442 |
1.0402 |
1.0427 |
| PP |
1.0411 |
1.0411 |
1.0411 |
1.0403 |
| S1 |
1.0364 |
1.0364 |
1.0388 |
1.0349 |
| S2 |
1.0333 |
1.0333 |
1.0381 |
|
| S3 |
1.0255 |
1.0286 |
1.0374 |
|
| S4 |
1.0177 |
1.0208 |
1.0352 |
|
|
| 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 |
1.0790 |
|
2.618 |
1.0662 |
|
1.618 |
1.0584 |
|
1.000 |
1.0536 |
|
0.618 |
1.0506 |
|
HIGH |
1.0458 |
|
0.618 |
1.0428 |
|
0.500 |
1.0419 |
|
0.382 |
1.0410 |
|
LOW |
1.0380 |
|
0.618 |
1.0332 |
|
1.000 |
1.0302 |
|
1.618 |
1.0254 |
|
2.618 |
1.0176 |
|
4.250 |
1.0049 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0419 |
1.0386 |
| PP |
1.0411 |
1.0376 |
| S1 |
1.0403 |
1.0367 |
|