CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0145 |
1.0077 |
-0.0068 |
-0.7% |
1.0083 |
| High |
1.0173 |
1.0190 |
0.0017 |
0.2% |
1.0212 |
| Low |
1.0052 |
1.0077 |
0.0025 |
0.2% |
1.0052 |
| Close |
1.0118 |
1.0181 |
0.0063 |
0.6% |
1.0181 |
| Range |
0.0121 |
0.0113 |
-0.0008 |
-6.6% |
0.0160 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
1.0% |
0.0000 |
| Volume |
32 |
154 |
122 |
381.3% |
302 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0488 |
1.0448 |
1.0243 |
|
| R3 |
1.0375 |
1.0335 |
1.0212 |
|
| R2 |
1.0262 |
1.0262 |
1.0202 |
|
| R1 |
1.0222 |
1.0222 |
1.0191 |
1.0242 |
| PP |
1.0149 |
1.0149 |
1.0149 |
1.0160 |
| S1 |
1.0109 |
1.0109 |
1.0171 |
1.0129 |
| S2 |
1.0036 |
1.0036 |
1.0160 |
|
| S3 |
0.9923 |
0.9996 |
1.0150 |
|
| S4 |
0.9810 |
0.9883 |
1.0119 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0628 |
1.0565 |
1.0269 |
|
| R3 |
1.0468 |
1.0405 |
1.0225 |
|
| R2 |
1.0308 |
1.0308 |
1.0210 |
|
| R1 |
1.0245 |
1.0245 |
1.0196 |
1.0277 |
| PP |
1.0148 |
1.0148 |
1.0148 |
1.0164 |
| S1 |
1.0085 |
1.0085 |
1.0166 |
1.0117 |
| S2 |
0.9988 |
0.9988 |
1.0152 |
|
| S3 |
0.9828 |
0.9925 |
1.0137 |
|
| S4 |
0.9668 |
0.9765 |
1.0093 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0670 |
|
2.618 |
1.0486 |
|
1.618 |
1.0373 |
|
1.000 |
1.0303 |
|
0.618 |
1.0260 |
|
HIGH |
1.0190 |
|
0.618 |
1.0147 |
|
0.500 |
1.0134 |
|
0.382 |
1.0120 |
|
LOW |
1.0077 |
|
0.618 |
1.0007 |
|
1.000 |
0.9964 |
|
1.618 |
0.9894 |
|
2.618 |
0.9781 |
|
4.250 |
0.9597 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0165 |
1.0165 |
| PP |
1.0149 |
1.0148 |
| S1 |
1.0134 |
1.0132 |
|