CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 27-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0188 |
1.0240 |
0.0052 |
0.5% |
1.0366 |
| High |
1.0190 |
1.0266 |
0.0076 |
0.7% |
1.0383 |
| Low |
1.0188 |
1.0230 |
0.0042 |
0.4% |
1.0188 |
| Close |
1.0186 |
1.0234 |
0.0048 |
0.5% |
1.0234 |
| Range |
0.0002 |
0.0036 |
0.0034 |
1,700.0% |
0.0195 |
| ATR |
0.0000 |
0.0108 |
0.0108 |
|
0.0000 |
| Volume |
13 |
20 |
7 |
53.8% |
314 |
|
| Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0351 |
1.0329 |
1.0254 |
|
| R3 |
1.0315 |
1.0293 |
1.0244 |
|
| R2 |
1.0279 |
1.0279 |
1.0241 |
|
| R1 |
1.0257 |
1.0257 |
1.0237 |
1.0250 |
| PP |
1.0243 |
1.0243 |
1.0243 |
1.0240 |
| S1 |
1.0221 |
1.0221 |
1.0231 |
1.0214 |
| S2 |
1.0207 |
1.0207 |
1.0227 |
|
| S3 |
1.0171 |
1.0185 |
1.0224 |
|
| S4 |
1.0135 |
1.0149 |
1.0214 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0853 |
1.0739 |
1.0341 |
|
| R3 |
1.0658 |
1.0544 |
1.0288 |
|
| R2 |
1.0463 |
1.0463 |
1.0270 |
|
| R1 |
1.0349 |
1.0349 |
1.0252 |
1.0309 |
| PP |
1.0268 |
1.0268 |
1.0268 |
1.0248 |
| S1 |
1.0154 |
1.0154 |
1.0216 |
1.0114 |
| S2 |
1.0073 |
1.0073 |
1.0198 |
|
| S3 |
0.9878 |
0.9959 |
1.0180 |
|
| S4 |
0.9683 |
0.9764 |
1.0127 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0419 |
|
2.618 |
1.0360 |
|
1.618 |
1.0324 |
|
1.000 |
1.0302 |
|
0.618 |
1.0288 |
|
HIGH |
1.0266 |
|
0.618 |
1.0252 |
|
0.500 |
1.0248 |
|
0.382 |
1.0244 |
|
LOW |
1.0230 |
|
0.618 |
1.0208 |
|
1.000 |
1.0194 |
|
1.618 |
1.0172 |
|
2.618 |
1.0136 |
|
4.250 |
1.0077 |
|
|
| Fisher Pivots for day following 27-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0248 |
1.0255 |
| PP |
1.0243 |
1.0248 |
| S1 |
1.0239 |
1.0241 |
|