CME Japanese Yen Future September 2009
Trading Metrics calculated at close of trading on 06-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1.0038 |
0.9964 |
-0.0074 |
-0.7% |
1.0260 |
High |
1.0053 |
0.9972 |
-0.0081 |
-0.8% |
1.0425 |
Low |
0.9995 |
0.9898 |
-0.0097 |
-1.0% |
0.9995 |
Close |
1.0006 |
0.9937 |
-0.0069 |
-0.7% |
1.0006 |
Range |
0.0058 |
0.0074 |
0.0016 |
27.6% |
0.0430 |
ATR |
0.0118 |
0.0117 |
-0.0001 |
-0.6% |
0.0000 |
Volume |
30 |
46 |
16 |
53.3% |
453 |
|
Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0158 |
1.0121 |
0.9978 |
|
R3 |
1.0084 |
1.0047 |
0.9957 |
|
R2 |
1.0010 |
1.0010 |
0.9951 |
|
R1 |
0.9973 |
0.9973 |
0.9944 |
0.9955 |
PP |
0.9936 |
0.9936 |
0.9936 |
0.9926 |
S1 |
0.9899 |
0.9899 |
0.9930 |
0.9881 |
S2 |
0.9862 |
0.9862 |
0.9923 |
|
S3 |
0.9788 |
0.9825 |
0.9917 |
|
S4 |
0.9714 |
0.9751 |
0.9896 |
|
|
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 |
1.0287 |
2.618 |
1.0166 |
1.618 |
1.0092 |
1.000 |
1.0046 |
0.618 |
1.0018 |
HIGH |
0.9972 |
0.618 |
0.9944 |
0.500 |
0.9935 |
0.382 |
0.9926 |
LOW |
0.9898 |
0.618 |
0.9852 |
1.000 |
0.9824 |
1.618 |
0.9778 |
2.618 |
0.9704 |
4.250 |
0.9584 |
|
|
Fisher Pivots for day following 06-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9936 |
1.0005 |
PP |
0.9936 |
0.9982 |
S1 |
0.9935 |
0.9960 |
|