CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0477 |
1.0335 |
-0.0142 |
-1.4% |
1.0540 |
| High |
1.0477 |
1.0539 |
0.0062 |
0.6% |
1.0585 |
| Low |
1.0298 |
1.0331 |
0.0033 |
0.3% |
1.0298 |
| Close |
1.0333 |
1.0521 |
0.0188 |
1.8% |
1.0521 |
| Range |
0.0179 |
0.0208 |
0.0029 |
16.2% |
0.0287 |
| ATR |
0.0117 |
0.0123 |
0.0007 |
5.6% |
0.0000 |
| Volume |
751 |
2,054 |
1,303 |
173.5% |
5,620 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1088 |
1.1012 |
1.0635 |
|
| R3 |
1.0880 |
1.0804 |
1.0578 |
|
| R2 |
1.0672 |
1.0672 |
1.0559 |
|
| R1 |
1.0596 |
1.0596 |
1.0540 |
1.0634 |
| PP |
1.0464 |
1.0464 |
1.0464 |
1.0483 |
| S1 |
1.0388 |
1.0388 |
1.0502 |
1.0426 |
| S2 |
1.0256 |
1.0256 |
1.0483 |
|
| S3 |
1.0048 |
1.0180 |
1.0464 |
|
| S4 |
0.9840 |
0.9972 |
1.0407 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1329 |
1.1212 |
1.0679 |
|
| R3 |
1.1042 |
1.0925 |
1.0600 |
|
| R2 |
1.0755 |
1.0755 |
1.0574 |
|
| R1 |
1.0638 |
1.0638 |
1.0547 |
1.0553 |
| PP |
1.0468 |
1.0468 |
1.0468 |
1.0426 |
| S1 |
1.0351 |
1.0351 |
1.0495 |
1.0266 |
| S2 |
1.0181 |
1.0181 |
1.0468 |
|
| S3 |
0.9894 |
1.0064 |
1.0442 |
|
| S4 |
0.9607 |
0.9777 |
1.0363 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1423 |
|
2.618 |
1.1084 |
|
1.618 |
1.0876 |
|
1.000 |
1.0747 |
|
0.618 |
1.0668 |
|
HIGH |
1.0539 |
|
0.618 |
1.0460 |
|
0.500 |
1.0435 |
|
0.382 |
1.0410 |
|
LOW |
1.0331 |
|
0.618 |
1.0202 |
|
1.000 |
1.0123 |
|
1.618 |
0.9994 |
|
2.618 |
0.9786 |
|
4.250 |
0.9447 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0492 |
1.0493 |
| PP |
1.0464 |
1.0465 |
| S1 |
1.0435 |
1.0437 |
|