CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0515 |
1.0477 |
-0.0038 |
-0.4% |
1.0532 |
| High |
1.0576 |
1.0477 |
-0.0099 |
-0.9% |
1.0664 |
| Low |
1.0487 |
1.0298 |
-0.0189 |
-1.8% |
1.0356 |
| Close |
1.0518 |
1.0333 |
-0.0185 |
-1.8% |
1.0604 |
| Range |
0.0089 |
0.0179 |
0.0090 |
101.1% |
0.0308 |
| ATR |
0.0109 |
0.0117 |
0.0008 |
7.3% |
0.0000 |
| Volume |
1,738 |
751 |
-987 |
-56.8% |
3,607 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0906 |
1.0799 |
1.0431 |
|
| R3 |
1.0727 |
1.0620 |
1.0382 |
|
| R2 |
1.0548 |
1.0548 |
1.0366 |
|
| R1 |
1.0441 |
1.0441 |
1.0349 |
1.0405 |
| PP |
1.0369 |
1.0369 |
1.0369 |
1.0352 |
| S1 |
1.0262 |
1.0262 |
1.0317 |
1.0226 |
| S2 |
1.0190 |
1.0190 |
1.0300 |
|
| S3 |
1.0011 |
1.0083 |
1.0284 |
|
| S4 |
0.9832 |
0.9904 |
1.0235 |
|
|
| 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 |
1.1238 |
|
2.618 |
1.0946 |
|
1.618 |
1.0767 |
|
1.000 |
1.0656 |
|
0.618 |
1.0588 |
|
HIGH |
1.0477 |
|
0.618 |
1.0409 |
|
0.500 |
1.0388 |
|
0.382 |
1.0366 |
|
LOW |
1.0298 |
|
0.618 |
1.0187 |
|
1.000 |
1.0119 |
|
1.618 |
1.0008 |
|
2.618 |
0.9829 |
|
4.250 |
0.9537 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0388 |
1.0442 |
| PP |
1.0369 |
1.0405 |
| S1 |
1.0351 |
1.0369 |
|