CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 02-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0118 |
1.0151 |
0.0033 |
0.3% |
1.0474 |
| High |
1.0195 |
1.0177 |
-0.0018 |
-0.2% |
1.0495 |
| Low |
1.0057 |
1.0018 |
-0.0039 |
-0.4% |
1.0125 |
| Close |
1.0145 |
1.0047 |
-0.0098 |
-1.0% |
1.0212 |
| Range |
0.0138 |
0.0159 |
0.0021 |
15.2% |
0.0370 |
| ATR |
0.0193 |
0.0190 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
75,619 |
57,642 |
-17,977 |
-23.8% |
300,369 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0558 |
1.0461 |
1.0134 |
|
| R3 |
1.0399 |
1.0302 |
1.0091 |
|
| R2 |
1.0240 |
1.0240 |
1.0076 |
|
| R1 |
1.0143 |
1.0143 |
1.0062 |
1.0112 |
| PP |
1.0081 |
1.0081 |
1.0081 |
1.0065 |
| S1 |
0.9984 |
0.9984 |
1.0032 |
0.9953 |
| S2 |
0.9922 |
0.9922 |
1.0018 |
|
| S3 |
0.9763 |
0.9825 |
1.0003 |
|
| S4 |
0.9604 |
0.9666 |
0.9960 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1387 |
1.1170 |
1.0416 |
|
| R3 |
1.1017 |
1.0800 |
1.0314 |
|
| R2 |
1.0647 |
1.0647 |
1.0280 |
|
| R1 |
1.0430 |
1.0430 |
1.0246 |
1.0354 |
| PP |
1.0277 |
1.0277 |
1.0277 |
1.0239 |
| S1 |
1.0060 |
1.0060 |
1.0178 |
0.9984 |
| S2 |
0.9907 |
0.9907 |
1.0144 |
|
| S3 |
0.9537 |
0.9690 |
1.0110 |
|
| S4 |
0.9167 |
0.9320 |
1.0009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0435 |
1.0018 |
0.0417 |
4.2% |
0.0191 |
1.9% |
7% |
False |
True |
61,952 |
| 10 |
1.0633 |
1.0018 |
0.0615 |
6.1% |
0.0188 |
1.9% |
5% |
False |
True |
65,795 |
| 20 |
1.0703 |
1.0018 |
0.0685 |
6.8% |
0.0199 |
2.0% |
4% |
False |
True |
50,337 |
| 40 |
1.1278 |
1.0018 |
0.1260 |
12.5% |
0.0181 |
1.8% |
2% |
False |
True |
25,489 |
| 60 |
1.1510 |
1.0018 |
0.1492 |
14.9% |
0.0165 |
1.6% |
2% |
False |
True |
17,031 |
| 80 |
1.1510 |
1.0018 |
0.1492 |
14.9% |
0.0141 |
1.4% |
2% |
False |
True |
12,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0853 |
|
2.618 |
1.0593 |
|
1.618 |
1.0434 |
|
1.000 |
1.0336 |
|
0.618 |
1.0275 |
|
HIGH |
1.0177 |
|
0.618 |
1.0116 |
|
0.500 |
1.0098 |
|
0.382 |
1.0079 |
|
LOW |
1.0018 |
|
0.618 |
0.9920 |
|
1.000 |
0.9859 |
|
1.618 |
0.9761 |
|
2.618 |
0.9602 |
|
4.250 |
0.9342 |
|
|
| Fisher Pivots for day following 02-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0098 |
1.0155 |
| PP |
1.0081 |
1.0119 |
| S1 |
1.0064 |
1.0083 |
|