CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0400 |
1.0359 |
-0.0041 |
-0.4% |
1.0138 |
| High |
1.0458 |
1.0359 |
-0.0099 |
-0.9% |
1.0349 |
| Low |
1.0380 |
1.0248 |
-0.0132 |
-1.3% |
1.0129 |
| Close |
1.0395 |
1.0263 |
-0.0132 |
-1.3% |
1.0330 |
| Range |
0.0078 |
0.0111 |
0.0033 |
42.3% |
0.0220 |
| ATR |
0.0099 |
0.0102 |
0.0003 |
3.5% |
0.0000 |
| Volume |
10 |
71 |
61 |
610.0% |
227 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0623 |
1.0554 |
1.0324 |
|
| R3 |
1.0512 |
1.0443 |
1.0294 |
|
| R2 |
1.0401 |
1.0401 |
1.0283 |
|
| R1 |
1.0332 |
1.0332 |
1.0273 |
1.0311 |
| PP |
1.0290 |
1.0290 |
1.0290 |
1.0280 |
| S1 |
1.0221 |
1.0221 |
1.0253 |
1.0200 |
| S2 |
1.0179 |
1.0179 |
1.0243 |
|
| S3 |
1.0068 |
1.0110 |
1.0232 |
|
| S4 |
0.9957 |
0.9999 |
1.0202 |
|
|
| 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 |
1.0831 |
|
2.618 |
1.0650 |
|
1.618 |
1.0539 |
|
1.000 |
1.0470 |
|
0.618 |
1.0428 |
|
HIGH |
1.0359 |
|
0.618 |
1.0317 |
|
0.500 |
1.0304 |
|
0.382 |
1.0290 |
|
LOW |
1.0248 |
|
0.618 |
1.0179 |
|
1.000 |
1.0137 |
|
1.618 |
1.0068 |
|
2.618 |
0.9957 |
|
4.250 |
0.9776 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0304 |
1.0353 |
| PP |
1.0290 |
1.0323 |
| S1 |
1.0277 |
1.0293 |
|