CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0212 |
1.0329 |
0.0117 |
1.1% |
1.0087 |
| High |
1.0357 |
1.0377 |
0.0020 |
0.2% |
1.0357 |
| Low |
1.0206 |
1.0303 |
0.0097 |
1.0% |
1.0066 |
| Close |
1.0312 |
1.0346 |
0.0034 |
0.3% |
1.0312 |
| Range |
0.0151 |
0.0074 |
-0.0077 |
-51.0% |
0.0291 |
| ATR |
0.0150 |
0.0144 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
69,161 |
83,448 |
14,287 |
20.7% |
380,560 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0564 |
1.0529 |
1.0387 |
|
| R3 |
1.0490 |
1.0455 |
1.0366 |
|
| R2 |
1.0416 |
1.0416 |
1.0360 |
|
| R1 |
1.0381 |
1.0381 |
1.0353 |
1.0399 |
| PP |
1.0342 |
1.0342 |
1.0342 |
1.0351 |
| S1 |
1.0307 |
1.0307 |
1.0339 |
1.0325 |
| S2 |
1.0268 |
1.0268 |
1.0332 |
|
| S3 |
1.0194 |
1.0233 |
1.0326 |
|
| S4 |
1.0120 |
1.0159 |
1.0305 |
|
|
| 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 |
1.0377 |
1.0116 |
0.0261 |
2.5% |
0.0112 |
1.1% |
88% |
True |
False |
80,387 |
| 10 |
1.0377 |
0.9966 |
0.0411 |
4.0% |
0.0129 |
1.2% |
92% |
True |
False |
71,229 |
| 20 |
1.0435 |
0.9867 |
0.0568 |
5.5% |
0.0140 |
1.4% |
84% |
False |
False |
67,340 |
| 40 |
1.0703 |
0.9867 |
0.0836 |
8.1% |
0.0165 |
1.6% |
57% |
False |
False |
52,489 |
| 60 |
1.1300 |
0.9867 |
0.1433 |
13.9% |
0.0161 |
1.6% |
33% |
False |
False |
35,122 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
15.9% |
0.0152 |
1.5% |
29% |
False |
False |
26,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0692 |
|
2.618 |
1.0571 |
|
1.618 |
1.0497 |
|
1.000 |
1.0451 |
|
0.618 |
1.0423 |
|
HIGH |
1.0377 |
|
0.618 |
1.0349 |
|
0.500 |
1.0340 |
|
0.382 |
1.0331 |
|
LOW |
1.0303 |
|
0.618 |
1.0257 |
|
1.000 |
1.0229 |
|
1.618 |
1.0183 |
|
2.618 |
1.0109 |
|
4.250 |
0.9989 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0344 |
1.0321 |
| PP |
1.0342 |
1.0296 |
| S1 |
1.0340 |
1.0271 |
|