CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0038 |
1.0038 |
0.0000 |
0.0% |
1.0260 |
| High |
1.0112 |
1.0053 |
-0.0059 |
-0.6% |
1.0425 |
| Low |
1.0038 |
0.9995 |
-0.0043 |
-0.4% |
0.9995 |
| Close |
1.0067 |
1.0006 |
-0.0061 |
-0.6% |
1.0006 |
| Range |
0.0074 |
0.0058 |
-0.0016 |
-21.6% |
0.0430 |
| ATR |
0.0121 |
0.0118 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
171 |
30 |
-141 |
-82.5% |
453 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0192 |
1.0157 |
1.0038 |
|
| R3 |
1.0134 |
1.0099 |
1.0022 |
|
| R2 |
1.0076 |
1.0076 |
1.0017 |
|
| R1 |
1.0041 |
1.0041 |
1.0011 |
1.0030 |
| PP |
1.0018 |
1.0018 |
1.0018 |
1.0012 |
| S1 |
0.9983 |
0.9983 |
1.0001 |
0.9972 |
| S2 |
0.9960 |
0.9960 |
0.9995 |
|
| S3 |
0.9902 |
0.9925 |
0.9990 |
|
| S4 |
0.9844 |
0.9867 |
0.9974 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1432 |
1.1149 |
1.0243 |
|
| R3 |
1.1002 |
1.0719 |
1.0124 |
|
| R2 |
1.0572 |
1.0572 |
1.0085 |
|
| R1 |
1.0289 |
1.0289 |
1.0045 |
1.0216 |
| PP |
1.0142 |
1.0142 |
1.0142 |
1.0105 |
| S1 |
0.9859 |
0.9859 |
0.9967 |
0.9786 |
| S2 |
0.9712 |
0.9712 |
0.9927 |
|
| S3 |
0.9282 |
0.9429 |
0.9888 |
|
| S4 |
0.8852 |
0.8999 |
0.9770 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0300 |
|
2.618 |
1.0205 |
|
1.618 |
1.0147 |
|
1.000 |
1.0111 |
|
0.618 |
1.0089 |
|
HIGH |
1.0053 |
|
0.618 |
1.0031 |
|
0.500 |
1.0024 |
|
0.382 |
1.0017 |
|
LOW |
0.9995 |
|
0.618 |
0.9959 |
|
1.000 |
0.9937 |
|
1.618 |
0.9901 |
|
2.618 |
0.9843 |
|
4.250 |
0.9749 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0024 |
1.0092 |
| PP |
1.0018 |
1.0063 |
| S1 |
1.0012 |
1.0035 |
|