CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0093 |
1.0083 |
-0.0010 |
-0.1% |
1.0363 |
| High |
1.0113 |
1.0147 |
0.0034 |
0.3% |
1.0458 |
| Low |
1.0073 |
1.0083 |
0.0010 |
0.1% |
1.0073 |
| Close |
1.0084 |
1.0130 |
0.0046 |
0.5% |
1.0084 |
| Range |
0.0040 |
0.0064 |
0.0024 |
60.0% |
0.0385 |
| ATR |
0.0104 |
0.0102 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
127 |
38 |
-89 |
-70.1% |
324 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0312 |
1.0285 |
1.0165 |
|
| R3 |
1.0248 |
1.0221 |
1.0148 |
|
| R2 |
1.0184 |
1.0184 |
1.0142 |
|
| R1 |
1.0157 |
1.0157 |
1.0136 |
1.0171 |
| PP |
1.0120 |
1.0120 |
1.0120 |
1.0127 |
| S1 |
1.0093 |
1.0093 |
1.0124 |
1.0107 |
| S2 |
1.0056 |
1.0056 |
1.0118 |
|
| S3 |
0.9992 |
1.0029 |
1.0112 |
|
| S4 |
0.9928 |
0.9965 |
1.0095 |
|
|
| 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 |
1.0419 |
|
2.618 |
1.0315 |
|
1.618 |
1.0251 |
|
1.000 |
1.0211 |
|
0.618 |
1.0187 |
|
HIGH |
1.0147 |
|
0.618 |
1.0123 |
|
0.500 |
1.0115 |
|
0.382 |
1.0107 |
|
LOW |
1.0083 |
|
0.618 |
1.0043 |
|
1.000 |
1.0019 |
|
1.618 |
0.9979 |
|
2.618 |
0.9915 |
|
4.250 |
0.9811 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0125 |
1.0178 |
| PP |
1.0120 |
1.0162 |
| S1 |
1.0115 |
1.0146 |
|