CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9946 |
1.0100 |
0.0154 |
1.5% |
0.9964 |
| High |
1.0027 |
1.0147 |
0.0120 |
1.2% |
1.0086 |
| Low |
0.9946 |
1.0093 |
0.0147 |
1.5% |
0.9898 |
| Close |
1.0020 |
1.0148 |
0.0128 |
1.3% |
0.9983 |
| Range |
0.0081 |
0.0054 |
-0.0027 |
-33.3% |
0.0188 |
| ATR |
0.0110 |
0.0112 |
0.0001 |
1.1% |
0.0000 |
| Volume |
144 |
29 |
-115 |
-79.9% |
191 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0291 |
1.0274 |
1.0178 |
|
| R3 |
1.0237 |
1.0220 |
1.0163 |
|
| R2 |
1.0183 |
1.0183 |
1.0158 |
|
| R1 |
1.0166 |
1.0166 |
1.0153 |
1.0175 |
| PP |
1.0129 |
1.0129 |
1.0129 |
1.0134 |
| S1 |
1.0112 |
1.0112 |
1.0143 |
1.0121 |
| S2 |
1.0075 |
1.0075 |
1.0138 |
|
| S3 |
1.0021 |
1.0058 |
1.0133 |
|
| S4 |
0.9967 |
1.0004 |
1.0118 |
|
|
| 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 |
1.0377 |
|
2.618 |
1.0288 |
|
1.618 |
1.0234 |
|
1.000 |
1.0201 |
|
0.618 |
1.0180 |
|
HIGH |
1.0147 |
|
0.618 |
1.0126 |
|
0.500 |
1.0120 |
|
0.382 |
1.0114 |
|
LOW |
1.0093 |
|
0.618 |
1.0060 |
|
1.000 |
1.0039 |
|
1.618 |
1.0006 |
|
2.618 |
0.9952 |
|
4.250 |
0.9864 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0139 |
1.0114 |
| PP |
1.0129 |
1.0080 |
| S1 |
1.0120 |
1.0047 |
|