CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 24-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0366 |
1.0220 |
-0.0146 |
-1.4% |
1.0225 |
| High |
1.0383 |
1.0268 |
-0.0115 |
-1.1% |
1.0646 |
| Low |
1.0314 |
1.0211 |
-0.0103 |
-1.0% |
1.0160 |
| Close |
1.0355 |
1.0260 |
-0.0095 |
-0.9% |
1.0454 |
| Range |
0.0069 |
0.0057 |
-0.0012 |
-17.4% |
0.0486 |
| ATR |
|
|
|
|
|
| Volume |
13 |
32 |
19 |
146.2% |
108 |
|
| Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0417 |
1.0396 |
1.0291 |
|
| R3 |
1.0360 |
1.0339 |
1.0276 |
|
| R2 |
1.0303 |
1.0303 |
1.0270 |
|
| R1 |
1.0282 |
1.0282 |
1.0265 |
1.0293 |
| PP |
1.0246 |
1.0246 |
1.0246 |
1.0252 |
| S1 |
1.0225 |
1.0225 |
1.0255 |
1.0236 |
| S2 |
1.0189 |
1.0189 |
1.0250 |
|
| S3 |
1.0132 |
1.0168 |
1.0244 |
|
| S4 |
1.0075 |
1.0111 |
1.0229 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1878 |
1.1652 |
1.0721 |
|
| R3 |
1.1392 |
1.1166 |
1.0588 |
|
| R2 |
1.0906 |
1.0906 |
1.0543 |
|
| R1 |
1.0680 |
1.0680 |
1.0499 |
1.0793 |
| PP |
1.0420 |
1.0420 |
1.0420 |
1.0477 |
| S1 |
1.0194 |
1.0194 |
1.0409 |
1.0307 |
| S2 |
0.9934 |
0.9934 |
1.0365 |
|
| S3 |
0.9448 |
0.9708 |
1.0320 |
|
| S4 |
0.8962 |
0.9222 |
1.0187 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0510 |
|
2.618 |
1.0417 |
|
1.618 |
1.0360 |
|
1.000 |
1.0325 |
|
0.618 |
1.0303 |
|
HIGH |
1.0268 |
|
0.618 |
1.0246 |
|
0.500 |
1.0240 |
|
0.382 |
1.0233 |
|
LOW |
1.0211 |
|
0.618 |
1.0176 |
|
1.000 |
1.0154 |
|
1.618 |
1.0119 |
|
2.618 |
1.0062 |
|
4.250 |
0.9969 |
|
|
| Fisher Pivots for day following 24-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0253 |
1.0404 |
| PP |
1.0246 |
1.0356 |
| S1 |
1.0240 |
1.0308 |
|