CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 13-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0036 |
0.9946 |
-0.0090 |
-0.9% |
0.9964 |
| High |
1.0036 |
1.0027 |
-0.0009 |
-0.1% |
1.0086 |
| Low |
0.9976 |
0.9946 |
-0.0030 |
-0.3% |
0.9898 |
| Close |
0.9983 |
1.0020 |
0.0037 |
0.4% |
0.9983 |
| Range |
0.0060 |
0.0081 |
0.0021 |
35.0% |
0.0188 |
| ATR |
0.0113 |
0.0110 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
22 |
144 |
122 |
554.5% |
191 |
|
| Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0241 |
1.0211 |
1.0065 |
|
| R3 |
1.0160 |
1.0130 |
1.0042 |
|
| R2 |
1.0079 |
1.0079 |
1.0035 |
|
| R1 |
1.0049 |
1.0049 |
1.0027 |
1.0064 |
| PP |
0.9998 |
0.9998 |
0.9998 |
1.0005 |
| S1 |
0.9968 |
0.9968 |
1.0013 |
0.9983 |
| S2 |
0.9917 |
0.9917 |
1.0005 |
|
| S3 |
0.9836 |
0.9887 |
0.9998 |
|
| S4 |
0.9755 |
0.9806 |
0.9975 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0553 |
1.0456 |
1.0086 |
|
| R3 |
1.0365 |
1.0268 |
1.0035 |
|
| R2 |
1.0177 |
1.0177 |
1.0017 |
|
| R1 |
1.0080 |
1.0080 |
1.0000 |
1.0129 |
| PP |
0.9989 |
0.9989 |
0.9989 |
1.0013 |
| S1 |
0.9892 |
0.9892 |
0.9966 |
0.9941 |
| S2 |
0.9801 |
0.9801 |
0.9949 |
|
| S3 |
0.9613 |
0.9704 |
0.9931 |
|
| S4 |
0.9425 |
0.9516 |
0.9880 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0371 |
|
2.618 |
1.0239 |
|
1.618 |
1.0158 |
|
1.000 |
1.0108 |
|
0.618 |
1.0077 |
|
HIGH |
1.0027 |
|
0.618 |
0.9996 |
|
0.500 |
0.9987 |
|
0.382 |
0.9977 |
|
LOW |
0.9946 |
|
0.618 |
0.9896 |
|
1.000 |
0.9865 |
|
1.618 |
0.9815 |
|
2.618 |
0.9734 |
|
4.250 |
0.9602 |
|
|
| Fisher Pivots for day following 13-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0009 |
1.0019 |
| PP |
0.9998 |
1.0017 |
| S1 |
0.9987 |
1.0016 |
|