CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 05-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0998 |
1.0876 |
-0.0122 |
-1.1% |
1.1043 |
| High |
1.1030 |
1.0905 |
-0.0125 |
-1.1% |
1.1162 |
| Low |
1.0832 |
1.0696 |
-0.0136 |
-1.3% |
1.0832 |
| Close |
1.0858 |
1.0744 |
-0.0114 |
-1.0% |
1.0858 |
| Range |
0.0198 |
0.0209 |
0.0011 |
5.6% |
0.0330 |
| ATR |
0.0175 |
0.0178 |
0.0002 |
1.4% |
0.0000 |
| Volume |
20,361 |
32,876 |
12,515 |
61.5% |
86,858 |
|
| Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1409 |
1.1285 |
1.0859 |
|
| R3 |
1.1200 |
1.1076 |
1.0801 |
|
| R2 |
1.0991 |
1.0991 |
1.0782 |
|
| R1 |
1.0867 |
1.0867 |
1.0763 |
1.0825 |
| PP |
1.0782 |
1.0782 |
1.0782 |
1.0760 |
| S1 |
1.0658 |
1.0658 |
1.0725 |
1.0616 |
| S2 |
1.0573 |
1.0573 |
1.0706 |
|
| S3 |
1.0364 |
1.0449 |
1.0687 |
|
| S4 |
1.0155 |
1.0240 |
1.0629 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1941 |
1.1729 |
1.1040 |
|
| R3 |
1.1611 |
1.1399 |
1.0949 |
|
| R2 |
1.1281 |
1.1281 |
1.0919 |
|
| R1 |
1.1069 |
1.1069 |
1.0888 |
1.1010 |
| PP |
1.0951 |
1.0951 |
1.0951 |
1.0921 |
| S1 |
1.0739 |
1.0739 |
1.0828 |
1.0680 |
| S2 |
1.0621 |
1.0621 |
1.0798 |
|
| S3 |
1.0291 |
1.0409 |
1.0767 |
|
| S4 |
0.9961 |
1.0079 |
1.0677 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1162 |
1.0696 |
0.0466 |
4.3% |
0.0169 |
1.6% |
10% |
False |
True |
23,946 |
| 10 |
1.1328 |
1.0696 |
0.0632 |
5.9% |
0.0149 |
1.4% |
8% |
False |
True |
31,707 |
| 20 |
1.1492 |
1.0683 |
0.0809 |
7.5% |
0.0190 |
1.8% |
8% |
False |
False |
39,661 |
| 40 |
1.1492 |
1.0111 |
0.1381 |
12.9% |
0.0171 |
1.6% |
46% |
False |
False |
20,365 |
| 60 |
1.1492 |
0.9850 |
0.1642 |
15.3% |
0.0178 |
1.7% |
54% |
False |
False |
13,617 |
| 80 |
1.1492 |
0.9360 |
0.2132 |
19.8% |
0.0154 |
1.4% |
65% |
False |
False |
10,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1793 |
|
2.618 |
1.1452 |
|
1.618 |
1.1243 |
|
1.000 |
1.1114 |
|
0.618 |
1.1034 |
|
HIGH |
1.0905 |
|
0.618 |
1.0825 |
|
0.500 |
1.0801 |
|
0.382 |
1.0776 |
|
LOW |
1.0696 |
|
0.618 |
1.0567 |
|
1.000 |
1.0487 |
|
1.618 |
1.0358 |
|
2.618 |
1.0149 |
|
4.250 |
0.9808 |
|
|
| Fisher Pivots for day following 05-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0801 |
1.0904 |
| PP |
1.0782 |
1.0850 |
| S1 |
1.0763 |
1.0797 |
|