CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0635 |
1.0540 |
-0.0095 |
-0.9% |
1.0532 |
| High |
1.0664 |
1.0585 |
-0.0079 |
-0.7% |
1.0664 |
| Low |
1.0554 |
1.0525 |
-0.0029 |
-0.3% |
1.0356 |
| Close |
1.0604 |
1.0540 |
-0.0064 |
-0.6% |
1.0604 |
| Range |
0.0110 |
0.0060 |
-0.0050 |
-45.5% |
0.0308 |
| ATR |
0.0113 |
0.0110 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
1,869 |
1,077 |
-792 |
-42.4% |
3,607 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0730 |
1.0695 |
1.0573 |
|
| R3 |
1.0670 |
1.0635 |
1.0557 |
|
| R2 |
1.0610 |
1.0610 |
1.0551 |
|
| R1 |
1.0575 |
1.0575 |
1.0546 |
1.0570 |
| PP |
1.0550 |
1.0550 |
1.0550 |
1.0548 |
| S1 |
1.0515 |
1.0515 |
1.0535 |
1.0510 |
| S2 |
1.0490 |
1.0490 |
1.0529 |
|
| S3 |
1.0430 |
1.0455 |
1.0524 |
|
| S4 |
1.0370 |
1.0395 |
1.0507 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1465 |
1.1343 |
1.0773 |
|
| R3 |
1.1157 |
1.1035 |
1.0689 |
|
| R2 |
1.0849 |
1.0849 |
1.0660 |
|
| R1 |
1.0727 |
1.0727 |
1.0632 |
1.0788 |
| PP |
1.0541 |
1.0541 |
1.0541 |
1.0572 |
| S1 |
1.0419 |
1.0419 |
1.0576 |
1.0480 |
| S2 |
1.0233 |
1.0233 |
1.0548 |
|
| S3 |
0.9925 |
1.0111 |
1.0519 |
|
| S4 |
0.9617 |
0.9803 |
1.0435 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0840 |
|
2.618 |
1.0742 |
|
1.618 |
1.0682 |
|
1.000 |
1.0645 |
|
0.618 |
1.0622 |
|
HIGH |
1.0585 |
|
0.618 |
1.0562 |
|
0.500 |
1.0555 |
|
0.382 |
1.0548 |
|
LOW |
1.0525 |
|
0.618 |
1.0488 |
|
1.000 |
1.0465 |
|
1.618 |
1.0428 |
|
2.618 |
1.0368 |
|
4.250 |
1.0270 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0555 |
1.0586 |
| PP |
1.0550 |
1.0571 |
| S1 |
1.0545 |
1.0555 |
|