CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0496 |
1.0420 |
-0.0076 |
-0.7% |
1.0168 |
| High |
1.0509 |
1.0558 |
0.0049 |
0.5% |
1.0558 |
| Low |
1.0460 |
1.0420 |
-0.0040 |
-0.4% |
1.0168 |
| Close |
1.0462 |
1.0532 |
0.0070 |
0.7% |
1.0532 |
| Range |
0.0049 |
0.0138 |
0.0089 |
181.6% |
0.0390 |
| ATR |
0.0101 |
0.0104 |
0.0003 |
2.6% |
0.0000 |
| Volume |
123 |
58 |
-65 |
-52.8% |
522 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0917 |
1.0863 |
1.0608 |
|
| R3 |
1.0779 |
1.0725 |
1.0570 |
|
| R2 |
1.0641 |
1.0641 |
1.0557 |
|
| R1 |
1.0587 |
1.0587 |
1.0545 |
1.0614 |
| PP |
1.0503 |
1.0503 |
1.0503 |
1.0517 |
| S1 |
1.0449 |
1.0449 |
1.0519 |
1.0476 |
| S2 |
1.0365 |
1.0365 |
1.0507 |
|
| S3 |
1.0227 |
1.0311 |
1.0494 |
|
| S4 |
1.0089 |
1.0173 |
1.0456 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1589 |
1.1451 |
1.0747 |
|
| R3 |
1.1199 |
1.1061 |
1.0639 |
|
| R2 |
1.0809 |
1.0809 |
1.0604 |
|
| R1 |
1.0671 |
1.0671 |
1.0568 |
1.0740 |
| PP |
1.0419 |
1.0419 |
1.0419 |
1.0454 |
| S1 |
1.0281 |
1.0281 |
1.0496 |
1.0350 |
| S2 |
1.0029 |
1.0029 |
1.0461 |
|
| S3 |
0.9639 |
0.9891 |
1.0425 |
|
| S4 |
0.9249 |
0.9501 |
1.0318 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1145 |
|
2.618 |
1.0919 |
|
1.618 |
1.0781 |
|
1.000 |
1.0696 |
|
0.618 |
1.0643 |
|
HIGH |
1.0558 |
|
0.618 |
1.0505 |
|
0.500 |
1.0489 |
|
0.382 |
1.0473 |
|
LOW |
1.0420 |
|
0.618 |
1.0335 |
|
1.000 |
1.0282 |
|
1.618 |
1.0197 |
|
2.618 |
1.0059 |
|
4.250 |
0.9834 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0518 |
1.0514 |
| PP |
1.0503 |
1.0496 |
| S1 |
1.0489 |
1.0479 |
|