CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0347 |
1.0377 |
0.0030 |
0.3% |
1.0087 |
| High |
1.0464 |
1.0381 |
-0.0083 |
-0.8% |
1.0357 |
| Low |
1.0344 |
1.0210 |
-0.0134 |
-1.3% |
1.0066 |
| Close |
1.0378 |
1.0247 |
-0.0131 |
-1.3% |
1.0312 |
| Range |
0.0120 |
0.0171 |
0.0051 |
42.5% |
0.0291 |
| ATR |
0.0143 |
0.0145 |
0.0002 |
1.4% |
0.0000 |
| Volume |
57,865 |
78,392 |
20,527 |
35.5% |
380,560 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0792 |
1.0691 |
1.0341 |
|
| R3 |
1.0621 |
1.0520 |
1.0294 |
|
| R2 |
1.0450 |
1.0450 |
1.0278 |
|
| R1 |
1.0349 |
1.0349 |
1.0263 |
1.0314 |
| PP |
1.0279 |
1.0279 |
1.0279 |
1.0262 |
| S1 |
1.0178 |
1.0178 |
1.0231 |
1.0143 |
| S2 |
1.0108 |
1.0108 |
1.0216 |
|
| S3 |
0.9937 |
1.0007 |
1.0200 |
|
| S4 |
0.9766 |
0.9836 |
1.0153 |
|
|
| 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 |
1.0464 |
1.0165 |
0.0299 |
2.9% |
0.0120 |
1.2% |
27% |
False |
False |
73,497 |
| 10 |
1.0464 |
1.0030 |
0.0434 |
4.2% |
0.0125 |
1.2% |
50% |
False |
False |
74,592 |
| 20 |
1.0464 |
0.9867 |
0.0597 |
5.8% |
0.0131 |
1.3% |
64% |
False |
False |
67,841 |
| 40 |
1.0703 |
0.9867 |
0.0836 |
8.2% |
0.0164 |
1.6% |
45% |
False |
False |
55,811 |
| 60 |
1.1300 |
0.9867 |
0.1433 |
14.0% |
0.0164 |
1.6% |
27% |
False |
False |
37,390 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
16.0% |
0.0156 |
1.5% |
23% |
False |
False |
28,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1108 |
|
2.618 |
1.0829 |
|
1.618 |
1.0658 |
|
1.000 |
1.0552 |
|
0.618 |
1.0487 |
|
HIGH |
1.0381 |
|
0.618 |
1.0316 |
|
0.500 |
1.0296 |
|
0.382 |
1.0275 |
|
LOW |
1.0210 |
|
0.618 |
1.0104 |
|
1.000 |
1.0039 |
|
1.618 |
0.9933 |
|
2.618 |
0.9762 |
|
4.250 |
0.9483 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0296 |
1.0337 |
| PP |
1.0279 |
1.0307 |
| S1 |
1.0263 |
1.0277 |
|