CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0532 |
1.0369 |
-0.0163 |
-1.5% |
1.0168 |
| High |
1.0574 |
1.0431 |
-0.0143 |
-1.4% |
1.0558 |
| Low |
1.0388 |
1.0356 |
-0.0032 |
-0.3% |
1.0168 |
| Close |
1.0385 |
1.0413 |
0.0028 |
0.3% |
1.0532 |
| Range |
0.0186 |
0.0075 |
-0.0111 |
-59.7% |
0.0390 |
| ATR |
0.0110 |
0.0107 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
419 |
88 |
-331 |
-79.0% |
522 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0625 |
1.0594 |
1.0454 |
|
| R3 |
1.0550 |
1.0519 |
1.0434 |
|
| R2 |
1.0475 |
1.0475 |
1.0427 |
|
| R1 |
1.0444 |
1.0444 |
1.0420 |
1.0460 |
| PP |
1.0400 |
1.0400 |
1.0400 |
1.0408 |
| S1 |
1.0369 |
1.0369 |
1.0406 |
1.0385 |
| S2 |
1.0325 |
1.0325 |
1.0399 |
|
| S3 |
1.0250 |
1.0294 |
1.0392 |
|
| S4 |
1.0175 |
1.0219 |
1.0372 |
|
|
| 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 |
1.0750 |
|
2.618 |
1.0627 |
|
1.618 |
1.0552 |
|
1.000 |
1.0506 |
|
0.618 |
1.0477 |
|
HIGH |
1.0431 |
|
0.618 |
1.0402 |
|
0.500 |
1.0394 |
|
0.382 |
1.0385 |
|
LOW |
1.0356 |
|
0.618 |
1.0310 |
|
1.000 |
1.0281 |
|
1.618 |
1.0235 |
|
2.618 |
1.0160 |
|
4.250 |
1.0037 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0407 |
1.0465 |
| PP |
1.0400 |
1.0448 |
| S1 |
1.0394 |
1.0430 |
|