CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 17-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0124 |
1.0057 |
-0.0067 |
-0.7% |
0.9946 |
| High |
1.0170 |
1.0130 |
-0.0040 |
-0.4% |
1.0170 |
| Low |
1.0093 |
1.0053 |
-0.0040 |
-0.4% |
0.9946 |
| Close |
1.0095 |
1.0107 |
0.0012 |
0.1% |
1.0107 |
| Range |
0.0077 |
0.0077 |
0.0000 |
0.0% |
0.0224 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
31 |
48 |
17 |
54.8% |
270 |
|
| Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0328 |
1.0294 |
1.0149 |
|
| R3 |
1.0251 |
1.0217 |
1.0128 |
|
| R2 |
1.0174 |
1.0174 |
1.0121 |
|
| R1 |
1.0140 |
1.0140 |
1.0114 |
1.0157 |
| PP |
1.0097 |
1.0097 |
1.0097 |
1.0105 |
| S1 |
1.0063 |
1.0063 |
1.0100 |
1.0080 |
| S2 |
1.0020 |
1.0020 |
1.0093 |
|
| S3 |
0.9943 |
0.9986 |
1.0086 |
|
| S4 |
0.9866 |
0.9909 |
1.0065 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0746 |
1.0651 |
1.0230 |
|
| R3 |
1.0522 |
1.0427 |
1.0169 |
|
| R2 |
1.0298 |
1.0298 |
1.0148 |
|
| R1 |
1.0203 |
1.0203 |
1.0128 |
1.0251 |
| PP |
1.0074 |
1.0074 |
1.0074 |
1.0098 |
| S1 |
0.9979 |
0.9979 |
1.0086 |
1.0027 |
| S2 |
0.9850 |
0.9850 |
1.0066 |
|
| S3 |
0.9626 |
0.9755 |
1.0045 |
|
| S4 |
0.9402 |
0.9531 |
0.9984 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0457 |
|
2.618 |
1.0332 |
|
1.618 |
1.0255 |
|
1.000 |
1.0207 |
|
0.618 |
1.0178 |
|
HIGH |
1.0130 |
|
0.618 |
1.0101 |
|
0.500 |
1.0092 |
|
0.382 |
1.0082 |
|
LOW |
1.0053 |
|
0.618 |
1.0005 |
|
1.000 |
0.9976 |
|
1.618 |
0.9928 |
|
2.618 |
0.9851 |
|
4.250 |
0.9726 |
|
|
| Fisher Pivots for day following 17-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0102 |
1.0112 |
| PP |
1.0097 |
1.0110 |
| S1 |
1.0092 |
1.0109 |
|