CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0205 |
1.0145 |
-0.0060 |
-0.6% |
1.0363 |
| High |
1.0212 |
1.0173 |
-0.0039 |
-0.4% |
1.0458 |
| Low |
1.0122 |
1.0052 |
-0.0070 |
-0.7% |
1.0073 |
| Close |
1.0191 |
1.0118 |
-0.0073 |
-0.7% |
1.0084 |
| Range |
0.0090 |
0.0121 |
0.0031 |
34.4% |
0.0385 |
| ATR |
0.0096 |
0.0099 |
0.0003 |
3.2% |
0.0000 |
| Volume |
53 |
32 |
-21 |
-39.6% |
324 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0477 |
1.0419 |
1.0185 |
|
| R3 |
1.0356 |
1.0298 |
1.0151 |
|
| R2 |
1.0235 |
1.0235 |
1.0140 |
|
| R1 |
1.0177 |
1.0177 |
1.0129 |
1.0146 |
| PP |
1.0114 |
1.0114 |
1.0114 |
1.0099 |
| S1 |
1.0056 |
1.0056 |
1.0107 |
1.0025 |
| S2 |
0.9993 |
0.9993 |
1.0096 |
|
| S3 |
0.9872 |
0.9935 |
1.0085 |
|
| S4 |
0.9751 |
0.9814 |
1.0051 |
|
|
| 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 |
1.0687 |
|
2.618 |
1.0490 |
|
1.618 |
1.0369 |
|
1.000 |
1.0294 |
|
0.618 |
1.0248 |
|
HIGH |
1.0173 |
|
0.618 |
1.0127 |
|
0.500 |
1.0113 |
|
0.382 |
1.0098 |
|
LOW |
1.0052 |
|
0.618 |
0.9977 |
|
1.000 |
0.9931 |
|
1.618 |
0.9856 |
|
2.618 |
0.9735 |
|
4.250 |
0.9538 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0116 |
1.0132 |
| PP |
1.0114 |
1.0127 |
| S1 |
1.0113 |
1.0123 |
|