CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0083 |
1.0143 |
0.0060 |
0.6% |
1.0363 |
| High |
1.0147 |
1.0143 |
-0.0004 |
0.0% |
1.0458 |
| Low |
1.0083 |
1.0112 |
0.0029 |
0.3% |
1.0073 |
| Close |
1.0130 |
1.0122 |
-0.0008 |
-0.1% |
1.0084 |
| Range |
0.0064 |
0.0031 |
-0.0033 |
-51.6% |
0.0385 |
| ATR |
0.0102 |
0.0097 |
-0.0005 |
-5.0% |
0.0000 |
| Volume |
38 |
25 |
-13 |
-34.2% |
324 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0219 |
1.0201 |
1.0139 |
|
| R3 |
1.0188 |
1.0170 |
1.0131 |
|
| R2 |
1.0157 |
1.0157 |
1.0128 |
|
| R1 |
1.0139 |
1.0139 |
1.0125 |
1.0133 |
| PP |
1.0126 |
1.0126 |
1.0126 |
1.0122 |
| S1 |
1.0108 |
1.0108 |
1.0119 |
1.0102 |
| S2 |
1.0095 |
1.0095 |
1.0116 |
|
| S3 |
1.0064 |
1.0077 |
1.0113 |
|
| S4 |
1.0033 |
1.0046 |
1.0105 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1360 |
1.1107 |
1.0296 |
|
| R3 |
1.0975 |
1.0722 |
1.0190 |
|
| R2 |
1.0590 |
1.0590 |
1.0155 |
|
| R1 |
1.0337 |
1.0337 |
1.0119 |
1.0271 |
| PP |
1.0205 |
1.0205 |
1.0205 |
1.0172 |
| S1 |
0.9952 |
0.9952 |
1.0049 |
0.9886 |
| S2 |
0.9820 |
0.9820 |
1.0013 |
|
| S3 |
0.9435 |
0.9567 |
0.9978 |
|
| S4 |
0.9050 |
0.9182 |
0.9872 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0275 |
|
2.618 |
1.0224 |
|
1.618 |
1.0193 |
|
1.000 |
1.0174 |
|
0.618 |
1.0162 |
|
HIGH |
1.0143 |
|
0.618 |
1.0131 |
|
0.500 |
1.0128 |
|
0.382 |
1.0124 |
|
LOW |
1.0112 |
|
0.618 |
1.0093 |
|
1.000 |
1.0081 |
|
1.618 |
1.0062 |
|
2.618 |
1.0031 |
|
4.250 |
0.9980 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0128 |
1.0118 |
| PP |
1.0126 |
1.0114 |
| S1 |
1.0124 |
1.0110 |
|