CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 06-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0051 |
0.9976 |
-0.0075 |
-0.7% |
1.0218 |
| High |
1.0079 |
0.9990 |
-0.0089 |
-0.9% |
1.0435 |
| Low |
0.9972 |
0.9867 |
-0.0105 |
-1.1% |
0.9972 |
| Close |
0.9985 |
0.9917 |
-0.0068 |
-0.7% |
0.9985 |
| Range |
0.0107 |
0.0123 |
0.0016 |
15.0% |
0.0463 |
| ATR |
0.0184 |
0.0180 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
66,586 |
69,334 |
2,748 |
4.1% |
326,089 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0294 |
1.0228 |
0.9985 |
|
| R3 |
1.0171 |
1.0105 |
0.9951 |
|
| R2 |
1.0048 |
1.0048 |
0.9940 |
|
| R1 |
0.9982 |
0.9982 |
0.9928 |
0.9954 |
| PP |
0.9925 |
0.9925 |
0.9925 |
0.9910 |
| S1 |
0.9859 |
0.9859 |
0.9906 |
0.9831 |
| S2 |
0.9802 |
0.9802 |
0.9894 |
|
| S3 |
0.9679 |
0.9736 |
0.9883 |
|
| S4 |
0.9556 |
0.9613 |
0.9849 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1520 |
1.1215 |
1.0240 |
|
| R3 |
1.1057 |
1.0752 |
1.0112 |
|
| R2 |
1.0594 |
1.0594 |
1.0070 |
|
| R1 |
1.0289 |
1.0289 |
1.0027 |
1.0210 |
| PP |
1.0131 |
1.0131 |
1.0131 |
1.0091 |
| S1 |
0.9826 |
0.9826 |
0.9943 |
0.9747 |
| S2 |
0.9668 |
0.9668 |
0.9900 |
|
| S3 |
0.9205 |
0.9363 |
0.9858 |
|
| S4 |
0.8742 |
0.8900 |
0.9730 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0292 |
0.9867 |
0.0425 |
4.3% |
0.0149 |
1.5% |
12% |
False |
True |
66,620 |
| 10 |
1.0435 |
0.9867 |
0.0568 |
5.7% |
0.0166 |
1.7% |
9% |
False |
True |
63,913 |
| 20 |
1.0703 |
0.9867 |
0.0836 |
8.4% |
0.0194 |
2.0% |
6% |
False |
True |
56,994 |
| 40 |
1.1173 |
0.9867 |
0.1306 |
13.2% |
0.0177 |
1.8% |
4% |
False |
True |
28,881 |
| 60 |
1.1510 |
0.9867 |
0.1643 |
16.6% |
0.0164 |
1.7% |
3% |
False |
True |
19,294 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
16.6% |
0.0142 |
1.4% |
3% |
False |
True |
14,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0513 |
|
2.618 |
1.0312 |
|
1.618 |
1.0189 |
|
1.000 |
1.0113 |
|
0.618 |
1.0066 |
|
HIGH |
0.9990 |
|
0.618 |
0.9943 |
|
0.500 |
0.9929 |
|
0.382 |
0.9914 |
|
LOW |
0.9867 |
|
0.618 |
0.9791 |
|
1.000 |
0.9744 |
|
1.618 |
0.9668 |
|
2.618 |
0.9545 |
|
4.250 |
0.9344 |
|
|
| Fisher Pivots for day following 06-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9929 |
1.0022 |
| PP |
0.9925 |
0.9987 |
| S1 |
0.9921 |
0.9952 |
|