CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0377 |
1.0247 |
-0.0130 |
-1.3% |
1.0087 |
| High |
1.0381 |
1.0303 |
-0.0078 |
-0.8% |
1.0357 |
| Low |
1.0210 |
1.0107 |
-0.0103 |
-1.0% |
1.0066 |
| Close |
1.0247 |
1.0137 |
-0.0110 |
-1.1% |
1.0312 |
| Range |
0.0171 |
0.0196 |
0.0025 |
14.6% |
0.0291 |
| ATR |
0.0145 |
0.0148 |
0.0004 |
2.5% |
0.0000 |
| Volume |
78,392 |
65,576 |
-12,816 |
-16.3% |
380,560 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0770 |
1.0650 |
1.0245 |
|
| R3 |
1.0574 |
1.0454 |
1.0191 |
|
| R2 |
1.0378 |
1.0378 |
1.0173 |
|
| R1 |
1.0258 |
1.0258 |
1.0155 |
1.0220 |
| PP |
1.0182 |
1.0182 |
1.0182 |
1.0164 |
| S1 |
1.0062 |
1.0062 |
1.0119 |
1.0024 |
| S2 |
0.9986 |
0.9986 |
1.0101 |
|
| S3 |
0.9790 |
0.9866 |
1.0083 |
|
| S4 |
0.9594 |
0.9670 |
1.0029 |
|
|
| 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 |
1.0107 |
0.0357 |
3.5% |
0.0142 |
1.4% |
8% |
False |
True |
70,888 |
| 10 |
1.0464 |
1.0030 |
0.0434 |
4.3% |
0.0134 |
1.3% |
25% |
False |
False |
73,421 |
| 20 |
1.0464 |
0.9867 |
0.0597 |
5.9% |
0.0134 |
1.3% |
45% |
False |
False |
67,339 |
| 40 |
1.0703 |
0.9867 |
0.0836 |
8.2% |
0.0167 |
1.6% |
32% |
False |
False |
57,432 |
| 60 |
1.1299 |
0.9867 |
0.1432 |
14.1% |
0.0165 |
1.6% |
19% |
False |
False |
38,482 |
| 80 |
1.1510 |
0.9867 |
0.1643 |
16.2% |
0.0156 |
1.5% |
16% |
False |
False |
28,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1136 |
|
2.618 |
1.0816 |
|
1.618 |
1.0620 |
|
1.000 |
1.0499 |
|
0.618 |
1.0424 |
|
HIGH |
1.0303 |
|
0.618 |
1.0228 |
|
0.500 |
1.0205 |
|
0.382 |
1.0182 |
|
LOW |
1.0107 |
|
0.618 |
0.9986 |
|
1.000 |
0.9911 |
|
1.618 |
0.9790 |
|
2.618 |
0.9594 |
|
4.250 |
0.9274 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0205 |
1.0286 |
| PP |
1.0182 |
1.0236 |
| S1 |
1.0160 |
1.0187 |
|