CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 01-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0200 |
1.0075 |
-0.0125 |
-1.2% |
1.0366 |
| High |
1.0229 |
1.0189 |
-0.0040 |
-0.4% |
1.0383 |
| Low |
1.0117 |
1.0075 |
-0.0042 |
-0.4% |
1.0188 |
| Close |
1.0125 |
1.0166 |
0.0041 |
0.4% |
1.0234 |
| Range |
0.0112 |
0.0114 |
0.0002 |
1.8% |
0.0195 |
| ATR |
0.0121 |
0.0121 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
70 |
127 |
57 |
81.4% |
314 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0485 |
1.0440 |
1.0229 |
|
| R3 |
1.0371 |
1.0326 |
1.0197 |
|
| R2 |
1.0257 |
1.0257 |
1.0187 |
|
| R1 |
1.0212 |
1.0212 |
1.0176 |
1.0235 |
| PP |
1.0143 |
1.0143 |
1.0143 |
1.0155 |
| S1 |
1.0098 |
1.0098 |
1.0156 |
1.0121 |
| S2 |
1.0029 |
1.0029 |
1.0145 |
|
| S3 |
0.9915 |
0.9984 |
1.0135 |
|
| S4 |
0.9801 |
0.9870 |
1.0103 |
|
|
| 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 |
1.0674 |
|
2.618 |
1.0487 |
|
1.618 |
1.0373 |
|
1.000 |
1.0303 |
|
0.618 |
1.0259 |
|
HIGH |
1.0189 |
|
0.618 |
1.0145 |
|
0.500 |
1.0132 |
|
0.382 |
1.0119 |
|
LOW |
1.0075 |
|
0.618 |
1.0005 |
|
1.000 |
0.9961 |
|
1.618 |
0.9891 |
|
2.618 |
0.9777 |
|
4.250 |
0.9591 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0155 |
1.0250 |
| PP |
1.0143 |
1.0222 |
| S1 |
1.0132 |
1.0194 |
|