CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0168 |
1.0313 |
0.0145 |
1.4% |
1.0083 |
| High |
1.0297 |
1.0415 |
0.0118 |
1.1% |
1.0212 |
| Low |
1.0168 |
1.0256 |
0.0088 |
0.9% |
1.0052 |
| Close |
1.0280 |
1.0390 |
0.0110 |
1.1% |
1.0181 |
| Range |
0.0129 |
0.0159 |
0.0030 |
23.3% |
0.0160 |
| ATR |
0.0102 |
0.0106 |
0.0004 |
4.0% |
0.0000 |
| Volume |
85 |
115 |
30 |
35.3% |
302 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0831 |
1.0769 |
1.0477 |
|
| R3 |
1.0672 |
1.0610 |
1.0434 |
|
| R2 |
1.0513 |
1.0513 |
1.0419 |
|
| R1 |
1.0451 |
1.0451 |
1.0405 |
1.0482 |
| PP |
1.0354 |
1.0354 |
1.0354 |
1.0369 |
| S1 |
1.0292 |
1.0292 |
1.0375 |
1.0323 |
| S2 |
1.0195 |
1.0195 |
1.0361 |
|
| S3 |
1.0036 |
1.0133 |
1.0346 |
|
| S4 |
0.9877 |
0.9974 |
1.0303 |
|
|
| 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 |
1.1091 |
|
2.618 |
1.0831 |
|
1.618 |
1.0672 |
|
1.000 |
1.0574 |
|
0.618 |
1.0513 |
|
HIGH |
1.0415 |
|
0.618 |
1.0354 |
|
0.500 |
1.0336 |
|
0.382 |
1.0317 |
|
LOW |
1.0256 |
|
0.618 |
1.0158 |
|
1.000 |
1.0097 |
|
1.618 |
0.9999 |
|
2.618 |
0.9840 |
|
4.250 |
0.9580 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0372 |
1.0342 |
| PP |
1.0354 |
1.0294 |
| S1 |
1.0336 |
1.0246 |
|