CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0074 |
1.0087 |
0.0013 |
0.1% |
0.9966 |
| High |
1.0140 |
1.0249 |
0.0109 |
1.1% |
1.0199 |
| Low |
1.0030 |
1.0066 |
0.0036 |
0.4% |
0.9932 |
| Close |
1.0088 |
1.0232 |
0.0144 |
1.4% |
1.0088 |
| Range |
0.0110 |
0.0183 |
0.0073 |
66.4% |
0.0267 |
| ATR |
0.0158 |
0.0160 |
0.0002 |
1.1% |
0.0000 |
| Volume |
68,373 |
62,071 |
-6,302 |
-9.2% |
299,284 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0731 |
1.0665 |
1.0333 |
|
| R3 |
1.0548 |
1.0482 |
1.0282 |
|
| R2 |
1.0365 |
1.0365 |
1.0266 |
|
| R1 |
1.0299 |
1.0299 |
1.0249 |
1.0332 |
| PP |
1.0182 |
1.0182 |
1.0182 |
1.0199 |
| S1 |
1.0116 |
1.0116 |
1.0215 |
1.0149 |
| S2 |
0.9999 |
0.9999 |
1.0198 |
|
| S3 |
0.9816 |
0.9933 |
1.0182 |
|
| S4 |
0.9633 |
0.9750 |
1.0131 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0874 |
1.0748 |
1.0235 |
|
| R3 |
1.0607 |
1.0481 |
1.0161 |
|
| R2 |
1.0340 |
1.0340 |
1.0137 |
|
| R1 |
1.0214 |
1.0214 |
1.0112 |
1.0277 |
| PP |
1.0073 |
1.0073 |
1.0073 |
1.0105 |
| S1 |
0.9947 |
0.9947 |
1.0064 |
1.0010 |
| S2 |
0.9806 |
0.9806 |
1.0039 |
|
| S3 |
0.9539 |
0.9680 |
1.0015 |
|
| S4 |
0.9272 |
0.9413 |
0.9941 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0249 |
0.9966 |
0.0283 |
2.8% |
0.0145 |
1.4% |
94% |
True |
False |
62,070 |
| 10 |
1.0249 |
0.9867 |
0.0382 |
3.7% |
0.0137 |
1.3% |
96% |
True |
False |
61,879 |
| 20 |
1.0495 |
0.9867 |
0.0628 |
6.1% |
0.0156 |
1.5% |
58% |
False |
False |
62,262 |
| 40 |
1.0822 |
0.9867 |
0.0955 |
9.3% |
0.0176 |
1.7% |
38% |
False |
False |
42,491 |
| 60 |
1.1399 |
0.9867 |
0.1532 |
15.0% |
0.0161 |
1.6% |
24% |
False |
False |
28,430 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
16.1% |
0.0147 |
1.4% |
22% |
False |
False |
21,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1027 |
|
2.618 |
1.0728 |
|
1.618 |
1.0545 |
|
1.000 |
1.0432 |
|
0.618 |
1.0362 |
|
HIGH |
1.0249 |
|
0.618 |
1.0179 |
|
0.500 |
1.0158 |
|
0.382 |
1.0136 |
|
LOW |
1.0066 |
|
0.618 |
0.9953 |
|
1.000 |
0.9883 |
|
1.618 |
0.9770 |
|
2.618 |
0.9587 |
|
4.250 |
0.9288 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0207 |
1.0201 |
| PP |
1.0182 |
1.0170 |
| S1 |
1.0158 |
1.0140 |
|