CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0369 |
1.0417 |
0.0048 |
0.5% |
1.0168 |
| High |
1.0431 |
1.0568 |
0.0137 |
1.3% |
1.0558 |
| Low |
1.0356 |
1.0417 |
0.0061 |
0.6% |
1.0168 |
| Close |
1.0413 |
1.0544 |
0.0131 |
1.3% |
1.0532 |
| Range |
0.0075 |
0.0151 |
0.0076 |
101.3% |
0.0390 |
| ATR |
0.0107 |
0.0111 |
0.0003 |
3.2% |
0.0000 |
| Volume |
88 |
810 |
722 |
820.5% |
522 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0963 |
1.0904 |
1.0627 |
|
| R3 |
1.0812 |
1.0753 |
1.0586 |
|
| R2 |
1.0661 |
1.0661 |
1.0572 |
|
| R1 |
1.0602 |
1.0602 |
1.0558 |
1.0632 |
| PP |
1.0510 |
1.0510 |
1.0510 |
1.0524 |
| S1 |
1.0451 |
1.0451 |
1.0530 |
1.0481 |
| S2 |
1.0359 |
1.0359 |
1.0516 |
|
| S3 |
1.0208 |
1.0300 |
1.0502 |
|
| S4 |
1.0057 |
1.0149 |
1.0461 |
|
|
| 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 |
1.1210 |
|
2.618 |
1.0963 |
|
1.618 |
1.0812 |
|
1.000 |
1.0719 |
|
0.618 |
1.0661 |
|
HIGH |
1.0568 |
|
0.618 |
1.0510 |
|
0.500 |
1.0493 |
|
0.382 |
1.0475 |
|
LOW |
1.0417 |
|
0.618 |
1.0324 |
|
1.000 |
1.0266 |
|
1.618 |
1.0173 |
|
2.618 |
1.0022 |
|
4.250 |
0.9775 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0527 |
1.0518 |
| PP |
1.0510 |
1.0491 |
| S1 |
1.0493 |
1.0465 |
|