CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 24-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0215 |
1.0275 |
0.0060 |
0.6% |
1.0138 |
| High |
1.0257 |
1.0349 |
0.0092 |
0.9% |
1.0349 |
| Low |
1.0200 |
1.0275 |
0.0075 |
0.7% |
1.0129 |
| Close |
1.0245 |
1.0330 |
0.0085 |
0.8% |
1.0330 |
| Range |
0.0057 |
0.0074 |
0.0017 |
29.8% |
0.0220 |
| ATR |
0.0103 |
0.0103 |
0.0000 |
0.0% |
0.0000 |
| Volume |
38 |
7 |
-31 |
-81.6% |
227 |
|
| Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0540 |
1.0509 |
1.0371 |
|
| R3 |
1.0466 |
1.0435 |
1.0350 |
|
| R2 |
1.0392 |
1.0392 |
1.0344 |
|
| R1 |
1.0361 |
1.0361 |
1.0337 |
1.0377 |
| PP |
1.0318 |
1.0318 |
1.0318 |
1.0326 |
| S1 |
1.0287 |
1.0287 |
1.0323 |
1.0303 |
| S2 |
1.0244 |
1.0244 |
1.0316 |
|
| S3 |
1.0170 |
1.0213 |
1.0310 |
|
| S4 |
1.0096 |
1.0139 |
1.0289 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0929 |
1.0850 |
1.0451 |
|
| R3 |
1.0709 |
1.0630 |
1.0391 |
|
| R2 |
1.0489 |
1.0489 |
1.0370 |
|
| R1 |
1.0410 |
1.0410 |
1.0350 |
1.0450 |
| PP |
1.0269 |
1.0269 |
1.0269 |
1.0289 |
| S1 |
1.0190 |
1.0190 |
1.0310 |
1.0230 |
| S2 |
1.0049 |
1.0049 |
1.0290 |
|
| S3 |
0.9829 |
0.9970 |
1.0270 |
|
| S4 |
0.9609 |
0.9750 |
1.0209 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0664 |
|
2.618 |
1.0543 |
|
1.618 |
1.0469 |
|
1.000 |
1.0423 |
|
0.618 |
1.0395 |
|
HIGH |
1.0349 |
|
0.618 |
1.0321 |
|
0.500 |
1.0312 |
|
0.382 |
1.0303 |
|
LOW |
1.0275 |
|
0.618 |
1.0229 |
|
1.000 |
1.0201 |
|
1.618 |
1.0155 |
|
2.618 |
1.0081 |
|
4.250 |
0.9961 |
|
|
| Fisher Pivots for day following 24-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0324 |
1.0312 |
| PP |
1.0318 |
1.0293 |
| S1 |
1.0312 |
1.0275 |
|