CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0540 |
1.0515 |
-0.0025 |
-0.2% |
1.0532 |
| High |
1.0585 |
1.0576 |
-0.0009 |
-0.1% |
1.0664 |
| Low |
1.0525 |
1.0487 |
-0.0038 |
-0.4% |
1.0356 |
| Close |
1.0540 |
1.0518 |
-0.0022 |
-0.2% |
1.0604 |
| Range |
0.0060 |
0.0089 |
0.0029 |
48.3% |
0.0308 |
| ATR |
0.0110 |
0.0109 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
1,077 |
1,738 |
661 |
61.4% |
3,607 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0794 |
1.0745 |
1.0567 |
|
| R3 |
1.0705 |
1.0656 |
1.0542 |
|
| R2 |
1.0616 |
1.0616 |
1.0534 |
|
| R1 |
1.0567 |
1.0567 |
1.0526 |
1.0592 |
| PP |
1.0527 |
1.0527 |
1.0527 |
1.0539 |
| S1 |
1.0478 |
1.0478 |
1.0510 |
1.0503 |
| S2 |
1.0438 |
1.0438 |
1.0502 |
|
| S3 |
1.0349 |
1.0389 |
1.0494 |
|
| S4 |
1.0260 |
1.0300 |
1.0469 |
|
|
| 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 |
1.0954 |
|
2.618 |
1.0809 |
|
1.618 |
1.0720 |
|
1.000 |
1.0665 |
|
0.618 |
1.0631 |
|
HIGH |
1.0576 |
|
0.618 |
1.0542 |
|
0.500 |
1.0532 |
|
0.382 |
1.0521 |
|
LOW |
1.0487 |
|
0.618 |
1.0432 |
|
1.000 |
1.0398 |
|
1.618 |
1.0343 |
|
2.618 |
1.0254 |
|
4.250 |
1.0109 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0532 |
1.0576 |
| PP |
1.0527 |
1.0556 |
| S1 |
1.0523 |
1.0537 |
|