CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0313 |
1.0414 |
0.0101 |
1.0% |
1.0083 |
| High |
1.0415 |
1.0480 |
0.0065 |
0.6% |
1.0212 |
| Low |
1.0256 |
1.0399 |
0.0143 |
1.4% |
1.0052 |
| Close |
1.0390 |
1.0485 |
0.0095 |
0.9% |
1.0181 |
| Range |
0.0159 |
0.0081 |
-0.0078 |
-49.1% |
0.0160 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
115 |
141 |
26 |
22.6% |
302 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0698 |
1.0672 |
1.0530 |
|
| R3 |
1.0617 |
1.0591 |
1.0507 |
|
| R2 |
1.0536 |
1.0536 |
1.0500 |
|
| R1 |
1.0510 |
1.0510 |
1.0492 |
1.0523 |
| PP |
1.0455 |
1.0455 |
1.0455 |
1.0461 |
| S1 |
1.0429 |
1.0429 |
1.0478 |
1.0442 |
| S2 |
1.0374 |
1.0374 |
1.0470 |
|
| S3 |
1.0293 |
1.0348 |
1.0463 |
|
| S4 |
1.0212 |
1.0267 |
1.0440 |
|
|
| 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 |
1.0824 |
|
2.618 |
1.0692 |
|
1.618 |
1.0611 |
|
1.000 |
1.0561 |
|
0.618 |
1.0530 |
|
HIGH |
1.0480 |
|
0.618 |
1.0449 |
|
0.500 |
1.0440 |
|
0.382 |
1.0430 |
|
LOW |
1.0399 |
|
0.618 |
1.0349 |
|
1.000 |
1.0318 |
|
1.618 |
1.0268 |
|
2.618 |
1.0187 |
|
4.250 |
1.0055 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0470 |
1.0431 |
| PP |
1.0455 |
1.0378 |
| S1 |
1.0440 |
1.0324 |
|