CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0420 |
1.0532 |
0.0112 |
1.1% |
1.0168 |
| High |
1.0558 |
1.0574 |
0.0016 |
0.2% |
1.0558 |
| Low |
1.0420 |
1.0388 |
-0.0032 |
-0.3% |
1.0168 |
| Close |
1.0532 |
1.0385 |
-0.0147 |
-1.4% |
1.0532 |
| Range |
0.0138 |
0.0186 |
0.0048 |
34.8% |
0.0390 |
| ATR |
0.0104 |
0.0110 |
0.0006 |
5.7% |
0.0000 |
| Volume |
58 |
419 |
361 |
622.4% |
522 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1007 |
1.0882 |
1.0487 |
|
| R3 |
1.0821 |
1.0696 |
1.0436 |
|
| R2 |
1.0635 |
1.0635 |
1.0419 |
|
| R1 |
1.0510 |
1.0510 |
1.0402 |
1.0480 |
| PP |
1.0449 |
1.0449 |
1.0449 |
1.0434 |
| S1 |
1.0324 |
1.0324 |
1.0368 |
1.0294 |
| S2 |
1.0263 |
1.0263 |
1.0351 |
|
| S3 |
1.0077 |
1.0138 |
1.0334 |
|
| S4 |
0.9891 |
0.9952 |
1.0283 |
|
|
| 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 |
1.1365 |
|
2.618 |
1.1061 |
|
1.618 |
1.0875 |
|
1.000 |
1.0760 |
|
0.618 |
1.0689 |
|
HIGH |
1.0574 |
|
0.618 |
1.0503 |
|
0.500 |
1.0481 |
|
0.382 |
1.0459 |
|
LOW |
1.0388 |
|
0.618 |
1.0273 |
|
1.000 |
1.0202 |
|
1.618 |
1.0087 |
|
2.618 |
0.9901 |
|
4.250 |
0.9598 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0481 |
1.0481 |
| PP |
1.0449 |
1.0449 |
| S1 |
1.0417 |
1.0417 |
|