CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0077 |
1.0168 |
0.0091 |
0.9% |
1.0083 |
| High |
1.0190 |
1.0297 |
0.0107 |
1.1% |
1.0212 |
| Low |
1.0077 |
1.0168 |
0.0091 |
0.9% |
1.0052 |
| Close |
1.0181 |
1.0280 |
0.0099 |
1.0% |
1.0181 |
| Range |
0.0113 |
0.0129 |
0.0016 |
14.2% |
0.0160 |
| ATR |
0.0100 |
0.0102 |
0.0002 |
2.1% |
0.0000 |
| Volume |
154 |
85 |
-69 |
-44.8% |
302 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0635 |
1.0587 |
1.0351 |
|
| R3 |
1.0506 |
1.0458 |
1.0315 |
|
| R2 |
1.0377 |
1.0377 |
1.0304 |
|
| R1 |
1.0329 |
1.0329 |
1.0292 |
1.0353 |
| PP |
1.0248 |
1.0248 |
1.0248 |
1.0261 |
| S1 |
1.0200 |
1.0200 |
1.0268 |
1.0224 |
| S2 |
1.0119 |
1.0119 |
1.0256 |
|
| S3 |
0.9990 |
1.0071 |
1.0245 |
|
| S4 |
0.9861 |
0.9942 |
1.0209 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0628 |
1.0565 |
1.0269 |
|
| R3 |
1.0468 |
1.0405 |
1.0225 |
|
| R2 |
1.0308 |
1.0308 |
1.0210 |
|
| R1 |
1.0245 |
1.0245 |
1.0196 |
1.0277 |
| PP |
1.0148 |
1.0148 |
1.0148 |
1.0164 |
| S1 |
1.0085 |
1.0085 |
1.0166 |
1.0117 |
| S2 |
0.9988 |
0.9988 |
1.0152 |
|
| S3 |
0.9828 |
0.9925 |
1.0137 |
|
| S4 |
0.9668 |
0.9765 |
1.0093 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0845 |
|
2.618 |
1.0635 |
|
1.618 |
1.0506 |
|
1.000 |
1.0426 |
|
0.618 |
1.0377 |
|
HIGH |
1.0297 |
|
0.618 |
1.0248 |
|
0.500 |
1.0233 |
|
0.382 |
1.0217 |
|
LOW |
1.0168 |
|
0.618 |
1.0088 |
|
1.000 |
1.0039 |
|
1.618 |
0.9959 |
|
2.618 |
0.9830 |
|
4.250 |
0.9620 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0264 |
1.0245 |
| PP |
1.0248 |
1.0210 |
| S1 |
1.0233 |
1.0175 |
|