CME Japanese Yen Future September 2009
Trading Metrics calculated at close of trading on 06-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
Open |
1.0143 |
1.0205 |
0.0062 |
0.6% |
1.0363 |
High |
1.0143 |
1.0212 |
0.0069 |
0.7% |
1.0458 |
Low |
1.0112 |
1.0122 |
0.0010 |
0.1% |
1.0073 |
Close |
1.0122 |
1.0191 |
0.0069 |
0.7% |
1.0084 |
Range |
0.0031 |
0.0090 |
0.0059 |
190.3% |
0.0385 |
ATR |
0.0097 |
0.0096 |
0.0000 |
-0.5% |
0.0000 |
Volume |
25 |
53 |
28 |
112.0% |
324 |
|
Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0445 |
1.0408 |
1.0241 |
|
R3 |
1.0355 |
1.0318 |
1.0216 |
|
R2 |
1.0265 |
1.0265 |
1.0208 |
|
R1 |
1.0228 |
1.0228 |
1.0199 |
1.0202 |
PP |
1.0175 |
1.0175 |
1.0175 |
1.0162 |
S1 |
1.0138 |
1.0138 |
1.0183 |
1.0112 |
S2 |
1.0085 |
1.0085 |
1.0175 |
|
S3 |
0.9995 |
1.0048 |
1.0166 |
|
S4 |
0.9905 |
0.9958 |
1.0142 |
|
|
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 |
1.0595 |
2.618 |
1.0448 |
1.618 |
1.0358 |
1.000 |
1.0302 |
0.618 |
1.0268 |
HIGH |
1.0212 |
0.618 |
1.0178 |
0.500 |
1.0167 |
0.382 |
1.0156 |
LOW |
1.0122 |
0.618 |
1.0066 |
1.000 |
1.0032 |
1.618 |
0.9976 |
2.618 |
0.9886 |
4.250 |
0.9740 |
|
|
Fisher Pivots for day following 06-May-2009 |
Pivot |
1 day |
3 day |
R1 |
1.0183 |
1.0177 |
PP |
1.0175 |
1.0162 |
S1 |
1.0167 |
1.0148 |
|