CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 23-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0240 |
1.0215 |
-0.0025 |
-0.2% |
0.9946 |
| High |
1.0265 |
1.0257 |
-0.0008 |
-0.1% |
1.0170 |
| Low |
1.0208 |
1.0200 |
-0.0008 |
-0.1% |
0.9946 |
| Close |
1.0216 |
1.0245 |
0.0029 |
0.3% |
1.0107 |
| Range |
0.0057 |
0.0057 |
0.0000 |
0.0% |
0.0224 |
| ATR |
0.0107 |
0.0103 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
56 |
38 |
-18 |
-32.1% |
270 |
|
| Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0405 |
1.0382 |
1.0276 |
|
| R3 |
1.0348 |
1.0325 |
1.0261 |
|
| R2 |
1.0291 |
1.0291 |
1.0255 |
|
| R1 |
1.0268 |
1.0268 |
1.0250 |
1.0280 |
| PP |
1.0234 |
1.0234 |
1.0234 |
1.0240 |
| S1 |
1.0211 |
1.0211 |
1.0240 |
1.0223 |
| S2 |
1.0177 |
1.0177 |
1.0235 |
|
| S3 |
1.0120 |
1.0154 |
1.0229 |
|
| S4 |
1.0063 |
1.0097 |
1.0214 |
|
|
| 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 |
1.0499 |
|
2.618 |
1.0406 |
|
1.618 |
1.0349 |
|
1.000 |
1.0314 |
|
0.618 |
1.0292 |
|
HIGH |
1.0257 |
|
0.618 |
1.0235 |
|
0.500 |
1.0229 |
|
0.382 |
1.0222 |
|
LOW |
1.0200 |
|
0.618 |
1.0165 |
|
1.000 |
1.0143 |
|
1.618 |
1.0108 |
|
2.618 |
1.0051 |
|
4.250 |
0.9958 |
|
|
| Fisher Pivots for day following 23-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0240 |
1.0233 |
| PP |
1.0234 |
1.0221 |
| S1 |
1.0229 |
1.0209 |
|