CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 24-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0215 |
1.0212 |
-0.0003 |
0.0% |
1.0087 |
| High |
1.0250 |
1.0357 |
0.0107 |
1.0% |
1.0357 |
| Low |
1.0165 |
1.0206 |
0.0041 |
0.4% |
1.0066 |
| Close |
1.0226 |
1.0312 |
0.0086 |
0.8% |
1.0312 |
| Range |
0.0085 |
0.0151 |
0.0066 |
77.6% |
0.0291 |
| ATR |
0.0150 |
0.0150 |
0.0000 |
0.1% |
0.0000 |
| Volume |
78,622 |
69,161 |
-9,461 |
-12.0% |
380,560 |
|
| Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0745 |
1.0679 |
1.0395 |
|
| R3 |
1.0594 |
1.0528 |
1.0354 |
|
| R2 |
1.0443 |
1.0443 |
1.0340 |
|
| R1 |
1.0377 |
1.0377 |
1.0326 |
1.0410 |
| PP |
1.0292 |
1.0292 |
1.0292 |
1.0308 |
| S1 |
1.0226 |
1.0226 |
1.0298 |
1.0259 |
| S2 |
1.0141 |
1.0141 |
1.0284 |
|
| S3 |
0.9990 |
1.0075 |
1.0270 |
|
| S4 |
0.9839 |
0.9924 |
1.0229 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1118 |
1.1006 |
1.0472 |
|
| R3 |
1.0827 |
1.0715 |
1.0392 |
|
| R2 |
1.0536 |
1.0536 |
1.0365 |
|
| R1 |
1.0424 |
1.0424 |
1.0339 |
1.0480 |
| PP |
1.0245 |
1.0245 |
1.0245 |
1.0273 |
| S1 |
1.0133 |
1.0133 |
1.0285 |
1.0189 |
| S2 |
0.9954 |
0.9954 |
1.0259 |
|
| S3 |
0.9663 |
0.9842 |
1.0232 |
|
| S4 |
0.9372 |
0.9551 |
1.0152 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0357 |
1.0066 |
0.0291 |
2.8% |
0.0133 |
1.3% |
85% |
True |
False |
76,112 |
| 10 |
1.0357 |
0.9932 |
0.0425 |
4.1% |
0.0130 |
1.3% |
89% |
True |
False |
67,984 |
| 20 |
1.0435 |
0.9867 |
0.0568 |
5.5% |
0.0146 |
1.4% |
78% |
False |
False |
65,681 |
| 40 |
1.0703 |
0.9867 |
0.0836 |
8.1% |
0.0167 |
1.6% |
53% |
False |
False |
50,419 |
| 60 |
1.1300 |
0.9867 |
0.1433 |
13.9% |
0.0163 |
1.6% |
31% |
False |
False |
33,732 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
15.9% |
0.0151 |
1.5% |
27% |
False |
False |
25,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0999 |
|
2.618 |
1.0752 |
|
1.618 |
1.0601 |
|
1.000 |
1.0508 |
|
0.618 |
1.0450 |
|
HIGH |
1.0357 |
|
0.618 |
1.0299 |
|
0.500 |
1.0282 |
|
0.382 |
1.0264 |
|
LOW |
1.0206 |
|
0.618 |
1.0113 |
|
1.000 |
1.0055 |
|
1.618 |
0.9962 |
|
2.618 |
0.9811 |
|
4.250 |
0.9564 |
|
|
| Fisher Pivots for day following 24-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0302 |
1.0290 |
| PP |
1.0292 |
1.0268 |
| S1 |
1.0282 |
1.0246 |
|