CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0248 |
1.0093 |
-0.0155 |
-1.5% |
1.0363 |
| High |
1.0283 |
1.0113 |
-0.0170 |
-1.7% |
1.0458 |
| Low |
1.0125 |
1.0073 |
-0.0052 |
-0.5% |
1.0073 |
| Close |
1.0152 |
1.0084 |
-0.0068 |
-0.7% |
1.0084 |
| Range |
0.0158 |
0.0040 |
-0.0118 |
-74.7% |
0.0385 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
83 |
127 |
44 |
53.0% |
324 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0210 |
1.0187 |
1.0106 |
|
| R3 |
1.0170 |
1.0147 |
1.0095 |
|
| R2 |
1.0130 |
1.0130 |
1.0091 |
|
| R1 |
1.0107 |
1.0107 |
1.0088 |
1.0099 |
| PP |
1.0090 |
1.0090 |
1.0090 |
1.0086 |
| S1 |
1.0067 |
1.0067 |
1.0080 |
1.0059 |
| S2 |
1.0050 |
1.0050 |
1.0077 |
|
| S3 |
1.0010 |
1.0027 |
1.0073 |
|
| S4 |
0.9970 |
0.9987 |
1.0062 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1360 |
1.1107 |
1.0296 |
|
| R3 |
1.0975 |
1.0722 |
1.0190 |
|
| R2 |
1.0590 |
1.0590 |
1.0155 |
|
| R1 |
1.0337 |
1.0337 |
1.0119 |
1.0271 |
| PP |
1.0205 |
1.0205 |
1.0205 |
1.0172 |
| S1 |
0.9952 |
0.9952 |
1.0049 |
0.9886 |
| S2 |
0.9820 |
0.9820 |
1.0013 |
|
| S3 |
0.9435 |
0.9567 |
0.9978 |
|
| S4 |
0.9050 |
0.9182 |
0.9872 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0283 |
|
2.618 |
1.0218 |
|
1.618 |
1.0178 |
|
1.000 |
1.0153 |
|
0.618 |
1.0138 |
|
HIGH |
1.0113 |
|
0.618 |
1.0098 |
|
0.500 |
1.0093 |
|
0.382 |
1.0088 |
|
LOW |
1.0073 |
|
0.618 |
1.0048 |
|
1.000 |
1.0033 |
|
1.618 |
1.0008 |
|
2.618 |
0.9968 |
|
4.250 |
0.9903 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0093 |
1.0216 |
| PP |
1.0090 |
1.0172 |
| S1 |
1.0087 |
1.0128 |
|