CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0057 |
1.0138 |
0.0081 |
0.8% |
0.9946 |
| High |
1.0130 |
1.0260 |
0.0130 |
1.3% |
1.0170 |
| Low |
1.0053 |
1.0129 |
0.0076 |
0.8% |
0.9946 |
| Close |
1.0107 |
1.0250 |
0.0143 |
1.4% |
1.0107 |
| Range |
0.0077 |
0.0131 |
0.0054 |
70.1% |
0.0224 |
| ATR |
0.0104 |
0.0108 |
0.0003 |
3.4% |
0.0000 |
| Volume |
48 |
89 |
41 |
85.4% |
270 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0606 |
1.0559 |
1.0322 |
|
| R3 |
1.0475 |
1.0428 |
1.0286 |
|
| R2 |
1.0344 |
1.0344 |
1.0274 |
|
| R1 |
1.0297 |
1.0297 |
1.0262 |
1.0321 |
| PP |
1.0213 |
1.0213 |
1.0213 |
1.0225 |
| S1 |
1.0166 |
1.0166 |
1.0238 |
1.0190 |
| S2 |
1.0082 |
1.0082 |
1.0226 |
|
| S3 |
0.9951 |
1.0035 |
1.0214 |
|
| S4 |
0.9820 |
0.9904 |
1.0178 |
|
|
| 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 |
1.0817 |
|
2.618 |
1.0603 |
|
1.618 |
1.0472 |
|
1.000 |
1.0391 |
|
0.618 |
1.0341 |
|
HIGH |
1.0260 |
|
0.618 |
1.0210 |
|
0.500 |
1.0195 |
|
0.382 |
1.0179 |
|
LOW |
1.0129 |
|
0.618 |
1.0048 |
|
1.000 |
0.9998 |
|
1.618 |
0.9917 |
|
2.618 |
0.9786 |
|
4.250 |
0.9572 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0232 |
1.0219 |
| PP |
1.0213 |
1.0188 |
| S1 |
1.0195 |
1.0157 |
|