CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0580 |
1.0635 |
0.0055 |
0.5% |
1.0532 |
| High |
1.0650 |
1.0664 |
0.0014 |
0.1% |
1.0664 |
| Low |
1.0508 |
1.0554 |
0.0046 |
0.4% |
1.0356 |
| Close |
1.0624 |
1.0604 |
-0.0020 |
-0.2% |
1.0604 |
| Range |
0.0142 |
0.0110 |
-0.0032 |
-22.5% |
0.0308 |
| ATR |
0.0113 |
0.0113 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
421 |
1,869 |
1,448 |
343.9% |
3,607 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0937 |
1.0881 |
1.0665 |
|
| R3 |
1.0827 |
1.0771 |
1.0634 |
|
| R2 |
1.0717 |
1.0717 |
1.0624 |
|
| R1 |
1.0661 |
1.0661 |
1.0614 |
1.0634 |
| PP |
1.0607 |
1.0607 |
1.0607 |
1.0594 |
| S1 |
1.0551 |
1.0551 |
1.0594 |
1.0524 |
| S2 |
1.0497 |
1.0497 |
1.0584 |
|
| S3 |
1.0387 |
1.0441 |
1.0574 |
|
| S4 |
1.0277 |
1.0331 |
1.0544 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1465 |
1.1343 |
1.0773 |
|
| R3 |
1.1157 |
1.1035 |
1.0689 |
|
| R2 |
1.0849 |
1.0849 |
1.0660 |
|
| R1 |
1.0727 |
1.0727 |
1.0632 |
1.0788 |
| PP |
1.0541 |
1.0541 |
1.0541 |
1.0572 |
| S1 |
1.0419 |
1.0419 |
1.0576 |
1.0480 |
| S2 |
1.0233 |
1.0233 |
1.0548 |
|
| S3 |
0.9925 |
1.0111 |
1.0519 |
|
| S4 |
0.9617 |
0.9803 |
1.0435 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1132 |
|
2.618 |
1.0952 |
|
1.618 |
1.0842 |
|
1.000 |
1.0774 |
|
0.618 |
1.0732 |
|
HIGH |
1.0664 |
|
0.618 |
1.0622 |
|
0.500 |
1.0609 |
|
0.382 |
1.0596 |
|
LOW |
1.0554 |
|
0.618 |
1.0486 |
|
1.000 |
1.0444 |
|
1.618 |
1.0376 |
|
2.618 |
1.0266 |
|
4.250 |
1.0087 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0609 |
1.0583 |
| PP |
1.0607 |
1.0562 |
| S1 |
1.0606 |
1.0541 |
|