CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0143 |
1.0205 |
0.0062 |
0.6% |
1.0363 |
| High |
1.0143 |
1.0212 |
0.0069 |
0.7% |
1.0458 |
| Low |
1.0112 |
1.0122 |
0.0010 |
0.1% |
1.0073 |
| Close |
1.0122 |
1.0191 |
0.0069 |
0.7% |
1.0084 |
| Range |
0.0031 |
0.0090 |
0.0059 |
190.3% |
0.0385 |
| ATR |
0.0097 |
0.0096 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
25 |
53 |
28 |
112.0% |
324 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0445 |
1.0408 |
1.0241 |
|
| R3 |
1.0355 |
1.0318 |
1.0216 |
|
| R2 |
1.0265 |
1.0265 |
1.0208 |
|
| R1 |
1.0228 |
1.0228 |
1.0199 |
1.0202 |
| PP |
1.0175 |
1.0175 |
1.0175 |
1.0162 |
| S1 |
1.0138 |
1.0138 |
1.0183 |
1.0112 |
| S2 |
1.0085 |
1.0085 |
1.0175 |
|
| S3 |
0.9995 |
1.0048 |
1.0166 |
|
| S4 |
0.9905 |
0.9958 |
1.0142 |
|
|
| 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 |
1.0595 |
|
2.618 |
1.0448 |
|
1.618 |
1.0358 |
|
1.000 |
1.0302 |
|
0.618 |
1.0268 |
|
HIGH |
1.0212 |
|
0.618 |
1.0178 |
|
0.500 |
1.0167 |
|
0.382 |
1.0156 |
|
LOW |
1.0122 |
|
0.618 |
1.0066 |
|
1.000 |
1.0032 |
|
1.618 |
0.9976 |
|
2.618 |
0.9886 |
|
4.250 |
0.9740 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0183 |
1.0177 |
| PP |
1.0175 |
1.0162 |
| S1 |
1.0167 |
1.0148 |
|