CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 07-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9976 |
0.9902 |
-0.0074 |
-0.7% |
1.0218 |
| High |
0.9990 |
1.0024 |
0.0034 |
0.3% |
1.0435 |
| Low |
0.9867 |
0.9902 |
0.0035 |
0.4% |
0.9972 |
| Close |
0.9917 |
0.9965 |
0.0048 |
0.5% |
0.9985 |
| Range |
0.0123 |
0.0122 |
-0.0001 |
-0.8% |
0.0463 |
| ATR |
0.0180 |
0.0176 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
69,334 |
61,168 |
-8,166 |
-11.8% |
326,089 |
|
| Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0330 |
1.0269 |
1.0032 |
|
| R3 |
1.0208 |
1.0147 |
0.9999 |
|
| R2 |
1.0086 |
1.0086 |
0.9987 |
|
| R1 |
1.0025 |
1.0025 |
0.9976 |
1.0056 |
| PP |
0.9964 |
0.9964 |
0.9964 |
0.9979 |
| S1 |
0.9903 |
0.9903 |
0.9954 |
0.9934 |
| S2 |
0.9842 |
0.9842 |
0.9943 |
|
| S3 |
0.9720 |
0.9781 |
0.9931 |
|
| S4 |
0.9598 |
0.9659 |
0.9898 |
|
|
| 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 |
1.0195 |
0.9867 |
0.0328 |
3.3% |
0.0130 |
1.3% |
30% |
False |
False |
66,069 |
| 10 |
1.0435 |
0.9867 |
0.0568 |
5.7% |
0.0161 |
1.6% |
17% |
False |
False |
63,774 |
| 20 |
1.0703 |
0.9867 |
0.0836 |
8.4% |
0.0191 |
1.9% |
12% |
False |
False |
59,855 |
| 40 |
1.1173 |
0.9867 |
0.1306 |
13.1% |
0.0175 |
1.8% |
8% |
False |
False |
30,391 |
| 60 |
1.1510 |
0.9867 |
0.1643 |
16.5% |
0.0164 |
1.6% |
6% |
False |
False |
20,314 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
16.5% |
0.0144 |
1.4% |
6% |
False |
False |
15,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0543 |
|
2.618 |
1.0343 |
|
1.618 |
1.0221 |
|
1.000 |
1.0146 |
|
0.618 |
1.0099 |
|
HIGH |
1.0024 |
|
0.618 |
0.9977 |
|
0.500 |
0.9963 |
|
0.382 |
0.9949 |
|
LOW |
0.9902 |
|
0.618 |
0.9827 |
|
1.000 |
0.9780 |
|
1.618 |
0.9705 |
|
2.618 |
0.9583 |
|
4.250 |
0.9384 |
|
|
| Fisher Pivots for day following 07-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9964 |
0.9973 |
| PP |
0.9964 |
0.9970 |
| S1 |
0.9963 |
0.9968 |
|