CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0359 |
1.0248 |
-0.0111 |
-1.1% |
1.0138 |
| High |
1.0359 |
1.0283 |
-0.0076 |
-0.7% |
1.0349 |
| Low |
1.0248 |
1.0125 |
-0.0123 |
-1.2% |
1.0129 |
| Close |
1.0263 |
1.0152 |
-0.0111 |
-1.1% |
1.0330 |
| Range |
0.0111 |
0.0158 |
0.0047 |
42.3% |
0.0220 |
| ATR |
0.0102 |
0.0106 |
0.0004 |
3.9% |
0.0000 |
| Volume |
71 |
83 |
12 |
16.9% |
227 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0661 |
1.0564 |
1.0239 |
|
| R3 |
1.0503 |
1.0406 |
1.0195 |
|
| R2 |
1.0345 |
1.0345 |
1.0181 |
|
| R1 |
1.0248 |
1.0248 |
1.0166 |
1.0218 |
| PP |
1.0187 |
1.0187 |
1.0187 |
1.0171 |
| S1 |
1.0090 |
1.0090 |
1.0138 |
1.0060 |
| S2 |
1.0029 |
1.0029 |
1.0123 |
|
| S3 |
0.9871 |
0.9932 |
1.0109 |
|
| S4 |
0.9713 |
0.9774 |
1.0065 |
|
|
| 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 |
1.0955 |
|
2.618 |
1.0697 |
|
1.618 |
1.0539 |
|
1.000 |
1.0441 |
|
0.618 |
1.0381 |
|
HIGH |
1.0283 |
|
0.618 |
1.0223 |
|
0.500 |
1.0204 |
|
0.382 |
1.0185 |
|
LOW |
1.0125 |
|
0.618 |
1.0027 |
|
1.000 |
0.9967 |
|
1.618 |
0.9869 |
|
2.618 |
0.9711 |
|
4.250 |
0.9454 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0204 |
1.0292 |
| PP |
1.0187 |
1.0245 |
| S1 |
1.0169 |
1.0199 |
|