CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0414 |
1.0496 |
0.0082 |
0.8% |
1.0083 |
| High |
1.0480 |
1.0509 |
0.0029 |
0.3% |
1.0212 |
| Low |
1.0399 |
1.0460 |
0.0061 |
0.6% |
1.0052 |
| Close |
1.0485 |
1.0462 |
-0.0023 |
-0.2% |
1.0181 |
| Range |
0.0081 |
0.0049 |
-0.0032 |
-39.5% |
0.0160 |
| ATR |
0.0105 |
0.0101 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
141 |
123 |
-18 |
-12.8% |
302 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0624 |
1.0592 |
1.0489 |
|
| R3 |
1.0575 |
1.0543 |
1.0475 |
|
| R2 |
1.0526 |
1.0526 |
1.0471 |
|
| R1 |
1.0494 |
1.0494 |
1.0466 |
1.0486 |
| PP |
1.0477 |
1.0477 |
1.0477 |
1.0473 |
| S1 |
1.0445 |
1.0445 |
1.0458 |
1.0437 |
| S2 |
1.0428 |
1.0428 |
1.0453 |
|
| S3 |
1.0379 |
1.0396 |
1.0449 |
|
| S4 |
1.0330 |
1.0347 |
1.0435 |
|
|
| 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 |
1.0717 |
|
2.618 |
1.0637 |
|
1.618 |
1.0588 |
|
1.000 |
1.0558 |
|
0.618 |
1.0539 |
|
HIGH |
1.0509 |
|
0.618 |
1.0490 |
|
0.500 |
1.0485 |
|
0.382 |
1.0479 |
|
LOW |
1.0460 |
|
0.618 |
1.0430 |
|
1.000 |
1.0411 |
|
1.618 |
1.0381 |
|
2.618 |
1.0332 |
|
4.250 |
1.0252 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0485 |
1.0436 |
| PP |
1.0477 |
1.0409 |
| S1 |
1.0470 |
1.0383 |
|