CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0001 |
1.0128 |
0.0127 |
1.3% |
0.9976 |
| High |
1.0139 |
1.0199 |
0.0060 |
0.6% |
1.0084 |
| Low |
0.9966 |
1.0041 |
0.0075 |
0.8% |
0.9867 |
| Close |
1.0128 |
1.0089 |
-0.0039 |
-0.4% |
0.9964 |
| Range |
0.0173 |
0.0158 |
-0.0015 |
-8.7% |
0.0217 |
| ATR |
0.0167 |
0.0166 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
25,823 |
76,798 |
50,975 |
197.4% |
257,438 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0584 |
1.0494 |
1.0176 |
|
| R3 |
1.0426 |
1.0336 |
1.0132 |
|
| R2 |
1.0268 |
1.0268 |
1.0118 |
|
| R1 |
1.0178 |
1.0178 |
1.0103 |
1.0144 |
| PP |
1.0110 |
1.0110 |
1.0110 |
1.0093 |
| S1 |
1.0020 |
1.0020 |
1.0075 |
0.9986 |
| S2 |
0.9952 |
0.9952 |
1.0060 |
|
| S3 |
0.9794 |
0.9862 |
1.0046 |
|
| S4 |
0.9636 |
0.9704 |
1.0002 |
|
|
| 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 |
1.0199 |
0.9876 |
0.0323 |
3.2% |
0.0145 |
1.4% |
66% |
True |
False |
56,111 |
| 10 |
1.0199 |
0.9867 |
0.0332 |
3.3% |
0.0137 |
1.4% |
67% |
True |
False |
61,090 |
| 20 |
1.0703 |
0.9867 |
0.0836 |
8.3% |
0.0181 |
1.8% |
27% |
False |
False |
63,045 |
| 40 |
1.0954 |
0.9867 |
0.1087 |
10.8% |
0.0176 |
1.7% |
20% |
False |
False |
37,375 |
| 60 |
1.1510 |
0.9867 |
0.1643 |
16.3% |
0.0165 |
1.6% |
14% |
False |
False |
24,977 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
16.3% |
0.0145 |
1.4% |
14% |
False |
False |
18,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0871 |
|
2.618 |
1.0613 |
|
1.618 |
1.0455 |
|
1.000 |
1.0357 |
|
0.618 |
1.0297 |
|
HIGH |
1.0199 |
|
0.618 |
1.0139 |
|
0.500 |
1.0120 |
|
0.382 |
1.0101 |
|
LOW |
1.0041 |
|
0.618 |
0.9943 |
|
1.000 |
0.9883 |
|
1.618 |
0.9785 |
|
2.618 |
0.9627 |
|
4.250 |
0.9370 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0120 |
1.0081 |
| PP |
1.0110 |
1.0073 |
| S1 |
1.0099 |
1.0066 |
|