CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 25-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0220 |
1.0250 |
0.0030 |
0.3% |
1.0225 |
| High |
1.0268 |
1.0321 |
0.0053 |
0.5% |
1.0646 |
| Low |
1.0211 |
1.0250 |
0.0039 |
0.4% |
1.0160 |
| Close |
1.0260 |
1.0313 |
0.0053 |
0.5% |
1.0454 |
| Range |
0.0057 |
0.0071 |
0.0014 |
24.6% |
0.0486 |
| ATR |
|
|
|
|
|
| Volume |
32 |
236 |
204 |
637.5% |
108 |
|
| Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0508 |
1.0481 |
1.0352 |
|
| R3 |
1.0437 |
1.0410 |
1.0333 |
|
| R2 |
1.0366 |
1.0366 |
1.0326 |
|
| R1 |
1.0339 |
1.0339 |
1.0320 |
1.0353 |
| PP |
1.0295 |
1.0295 |
1.0295 |
1.0301 |
| S1 |
1.0268 |
1.0268 |
1.0306 |
1.0282 |
| S2 |
1.0224 |
1.0224 |
1.0300 |
|
| S3 |
1.0153 |
1.0197 |
1.0293 |
|
| S4 |
1.0082 |
1.0126 |
1.0274 |
|
|
| 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 |
1.0623 |
|
2.618 |
1.0507 |
|
1.618 |
1.0436 |
|
1.000 |
1.0392 |
|
0.618 |
1.0365 |
|
HIGH |
1.0321 |
|
0.618 |
1.0294 |
|
0.500 |
1.0286 |
|
0.382 |
1.0277 |
|
LOW |
1.0250 |
|
0.618 |
1.0206 |
|
1.000 |
1.0179 |
|
1.618 |
1.0135 |
|
2.618 |
1.0064 |
|
4.250 |
0.9948 |
|
|
| Fisher Pivots for day following 25-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0304 |
1.0308 |
| PP |
1.0295 |
1.0302 |
| S1 |
1.0286 |
1.0297 |
|