CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 23-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0138 |
1.0215 |
0.0077 |
0.8% |
0.9966 |
| High |
1.0257 |
1.0250 |
-0.0007 |
-0.1% |
1.0199 |
| Low |
1.0135 |
1.0165 |
0.0030 |
0.3% |
0.9932 |
| Close |
1.0197 |
1.0226 |
0.0029 |
0.3% |
1.0088 |
| Range |
0.0122 |
0.0085 |
-0.0037 |
-30.3% |
0.0267 |
| ATR |
0.0155 |
0.0150 |
-0.0005 |
-3.2% |
0.0000 |
| Volume |
95,438 |
78,622 |
-16,816 |
-17.6% |
299,284 |
|
| Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0469 |
1.0432 |
1.0273 |
|
| R3 |
1.0384 |
1.0347 |
1.0249 |
|
| R2 |
1.0299 |
1.0299 |
1.0242 |
|
| R1 |
1.0262 |
1.0262 |
1.0234 |
1.0281 |
| PP |
1.0214 |
1.0214 |
1.0214 |
1.0223 |
| S1 |
1.0177 |
1.0177 |
1.0218 |
1.0196 |
| S2 |
1.0129 |
1.0129 |
1.0210 |
|
| S3 |
1.0044 |
1.0092 |
1.0203 |
|
| S4 |
0.9959 |
1.0007 |
1.0179 |
|
|
| 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 |
1.0257 |
1.0030 |
0.0227 |
2.2% |
0.0125 |
1.2% |
86% |
False |
False |
75,954 |
| 10 |
1.0257 |
0.9932 |
0.0325 |
3.2% |
0.0125 |
1.2% |
90% |
False |
False |
67,509 |
| 20 |
1.0435 |
0.9867 |
0.0568 |
5.6% |
0.0146 |
1.4% |
63% |
False |
False |
65,524 |
| 40 |
1.0703 |
0.9867 |
0.0836 |
8.2% |
0.0170 |
1.7% |
43% |
False |
False |
48,697 |
| 60 |
1.1331 |
0.9867 |
0.1464 |
14.3% |
0.0162 |
1.6% |
25% |
False |
False |
32,580 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
16.1% |
0.0150 |
1.5% |
22% |
False |
False |
24,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0611 |
|
2.618 |
1.0473 |
|
1.618 |
1.0388 |
|
1.000 |
1.0335 |
|
0.618 |
1.0303 |
|
HIGH |
1.0250 |
|
0.618 |
1.0218 |
|
0.500 |
1.0208 |
|
0.382 |
1.0197 |
|
LOW |
1.0165 |
|
0.618 |
1.0112 |
|
1.000 |
1.0080 |
|
1.618 |
1.0027 |
|
2.618 |
0.9942 |
|
4.250 |
0.9804 |
|
|
| Fisher Pivots for day following 23-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0220 |
1.0213 |
| PP |
1.0214 |
1.0200 |
| S1 |
1.0208 |
1.0187 |
|