CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0417 |
1.0580 |
0.0163 |
1.6% |
1.0168 |
| High |
1.0568 |
1.0650 |
0.0082 |
0.8% |
1.0558 |
| Low |
1.0417 |
1.0508 |
0.0091 |
0.9% |
1.0168 |
| Close |
1.0544 |
1.0624 |
0.0080 |
0.8% |
1.0532 |
| Range |
0.0151 |
0.0142 |
-0.0009 |
-6.0% |
0.0390 |
| ATR |
0.0111 |
0.0113 |
0.0002 |
2.0% |
0.0000 |
| Volume |
810 |
421 |
-389 |
-48.0% |
522 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1020 |
1.0964 |
1.0702 |
|
| R3 |
1.0878 |
1.0822 |
1.0663 |
|
| R2 |
1.0736 |
1.0736 |
1.0650 |
|
| R1 |
1.0680 |
1.0680 |
1.0637 |
1.0708 |
| PP |
1.0594 |
1.0594 |
1.0594 |
1.0608 |
| S1 |
1.0538 |
1.0538 |
1.0611 |
1.0566 |
| S2 |
1.0452 |
1.0452 |
1.0598 |
|
| S3 |
1.0310 |
1.0396 |
1.0585 |
|
| S4 |
1.0168 |
1.0254 |
1.0546 |
|
|
| 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 |
1.1254 |
|
2.618 |
1.1022 |
|
1.618 |
1.0880 |
|
1.000 |
1.0792 |
|
0.618 |
1.0738 |
|
HIGH |
1.0650 |
|
0.618 |
1.0596 |
|
0.500 |
1.0579 |
|
0.382 |
1.0562 |
|
LOW |
1.0508 |
|
0.618 |
1.0420 |
|
1.000 |
1.0366 |
|
1.618 |
1.0278 |
|
2.618 |
1.0136 |
|
4.250 |
0.9905 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0609 |
1.0584 |
| PP |
1.0594 |
1.0543 |
| S1 |
1.0579 |
1.0503 |
|