CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9966 |
1.0001 |
0.0035 |
0.4% |
0.9976 |
| High |
1.0024 |
1.0139 |
0.0115 |
1.1% |
1.0084 |
| Low |
0.9932 |
0.9966 |
0.0034 |
0.3% |
0.9867 |
| Close |
1.0001 |
1.0128 |
0.0127 |
1.3% |
0.9964 |
| Range |
0.0092 |
0.0173 |
0.0081 |
88.0% |
0.0217 |
| ATR |
0.0166 |
0.0167 |
0.0000 |
0.3% |
0.0000 |
| Volume |
51,001 |
25,823 |
-25,178 |
-49.4% |
257,438 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0597 |
1.0535 |
1.0223 |
|
| R3 |
1.0424 |
1.0362 |
1.0176 |
|
| R2 |
1.0251 |
1.0251 |
1.0160 |
|
| R1 |
1.0189 |
1.0189 |
1.0144 |
1.0220 |
| PP |
1.0078 |
1.0078 |
1.0078 |
1.0093 |
| S1 |
1.0016 |
1.0016 |
1.0112 |
1.0047 |
| S2 |
0.9905 |
0.9905 |
1.0096 |
|
| S3 |
0.9732 |
0.9843 |
1.0080 |
|
| S4 |
0.9559 |
0.9670 |
1.0033 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0623 |
1.0510 |
1.0083 |
|
| R3 |
1.0406 |
1.0293 |
1.0024 |
|
| R2 |
1.0189 |
1.0189 |
1.0004 |
|
| R1 |
1.0076 |
1.0076 |
0.9984 |
1.0024 |
| PP |
0.9972 |
0.9972 |
0.9972 |
0.9946 |
| S1 |
0.9859 |
0.9859 |
0.9944 |
0.9807 |
| S2 |
0.9755 |
0.9755 |
0.9924 |
|
| S3 |
0.9538 |
0.9642 |
0.9904 |
|
| S4 |
0.9321 |
0.9425 |
0.9845 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0139 |
0.9876 |
0.0263 |
2.6% |
0.0138 |
1.4% |
96% |
True |
False |
52,985 |
| 10 |
1.0292 |
0.9867 |
0.0425 |
4.2% |
0.0143 |
1.4% |
61% |
False |
False |
59,803 |
| 20 |
1.0703 |
0.9867 |
0.0836 |
8.3% |
0.0178 |
1.8% |
31% |
False |
False |
61,591 |
| 40 |
1.1084 |
0.9867 |
0.1217 |
12.0% |
0.0176 |
1.7% |
21% |
False |
False |
35,460 |
| 60 |
1.1510 |
0.9867 |
0.1643 |
16.2% |
0.0164 |
1.6% |
16% |
False |
False |
23,699 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
16.2% |
0.0146 |
1.4% |
16% |
False |
False |
17,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0874 |
|
2.618 |
1.0592 |
|
1.618 |
1.0419 |
|
1.000 |
1.0312 |
|
0.618 |
1.0246 |
|
HIGH |
1.0139 |
|
0.618 |
1.0073 |
|
0.500 |
1.0053 |
|
0.382 |
1.0032 |
|
LOW |
0.9966 |
|
0.618 |
0.9859 |
|
1.000 |
0.9793 |
|
1.618 |
0.9686 |
|
2.618 |
0.9513 |
|
4.250 |
0.9231 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0103 |
1.0097 |
| PP |
1.0078 |
1.0066 |
| S1 |
1.0053 |
1.0036 |
|