CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 08-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9902 |
0.9960 |
0.0058 |
0.6% |
1.0218 |
| High |
1.0024 |
1.0084 |
0.0060 |
0.6% |
1.0435 |
| Low |
0.9902 |
0.9876 |
-0.0026 |
-0.3% |
0.9972 |
| Close |
0.9965 |
1.0039 |
0.0074 |
0.7% |
0.9985 |
| Range |
0.0122 |
0.0208 |
0.0086 |
70.5% |
0.0463 |
| ATR |
0.0176 |
0.0178 |
0.0002 |
1.3% |
0.0000 |
| Volume |
61,168 |
62,525 |
1,357 |
2.2% |
326,089 |
|
| Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0624 |
1.0539 |
1.0153 |
|
| R3 |
1.0416 |
1.0331 |
1.0096 |
|
| R2 |
1.0208 |
1.0208 |
1.0077 |
|
| R1 |
1.0123 |
1.0123 |
1.0058 |
1.0166 |
| PP |
1.0000 |
1.0000 |
1.0000 |
1.0021 |
| S1 |
0.9915 |
0.9915 |
1.0020 |
0.9958 |
| S2 |
0.9792 |
0.9792 |
1.0001 |
|
| S3 |
0.9584 |
0.9707 |
0.9982 |
|
| S4 |
0.9376 |
0.9499 |
0.9925 |
|
|
| 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 |
1.0177 |
0.9867 |
0.0310 |
3.1% |
0.0144 |
1.4% |
55% |
False |
False |
63,451 |
| 10 |
1.0435 |
0.9867 |
0.0568 |
5.7% |
0.0167 |
1.7% |
30% |
False |
False |
63,540 |
| 20 |
1.0703 |
0.9867 |
0.0836 |
8.3% |
0.0195 |
1.9% |
21% |
False |
False |
62,675 |
| 40 |
1.1173 |
0.9867 |
0.1306 |
13.0% |
0.0177 |
1.8% |
13% |
False |
False |
31,950 |
| 60 |
1.1510 |
0.9867 |
0.1643 |
16.4% |
0.0165 |
1.6% |
10% |
False |
False |
21,355 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
16.4% |
0.0146 |
1.5% |
10% |
False |
False |
16,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0968 |
|
2.618 |
1.0629 |
|
1.618 |
1.0421 |
|
1.000 |
1.0292 |
|
0.618 |
1.0213 |
|
HIGH |
1.0084 |
|
0.618 |
1.0005 |
|
0.500 |
0.9980 |
|
0.382 |
0.9955 |
|
LOW |
0.9876 |
|
0.618 |
0.9747 |
|
1.000 |
0.9668 |
|
1.618 |
0.9539 |
|
2.618 |
0.9331 |
|
4.250 |
0.8992 |
|
|
| Fisher Pivots for day following 08-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0019 |
1.0018 |
| PP |
1.0000 |
0.9997 |
| S1 |
0.9980 |
0.9976 |
|