CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0876 |
1.0744 |
-0.0132 |
-1.2% |
1.1043 |
| High |
1.0905 |
1.0782 |
-0.0123 |
-1.1% |
1.1162 |
| Low |
1.0696 |
1.0567 |
-0.0129 |
-1.2% |
1.0832 |
| Close |
1.0744 |
1.0645 |
-0.0099 |
-0.9% |
1.0858 |
| Range |
0.0209 |
0.0215 |
0.0006 |
2.9% |
0.0330 |
| ATR |
0.0178 |
0.0181 |
0.0003 |
1.5% |
0.0000 |
| Volume |
32,876 |
68,634 |
35,758 |
108.8% |
86,858 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1310 |
1.1192 |
1.0763 |
|
| R3 |
1.1095 |
1.0977 |
1.0704 |
|
| R2 |
1.0880 |
1.0880 |
1.0684 |
|
| R1 |
1.0762 |
1.0762 |
1.0665 |
1.0714 |
| PP |
1.0665 |
1.0665 |
1.0665 |
1.0640 |
| S1 |
1.0547 |
1.0547 |
1.0625 |
1.0499 |
| S2 |
1.0450 |
1.0450 |
1.0606 |
|
| S3 |
1.0235 |
1.0332 |
1.0586 |
|
| S4 |
1.0020 |
1.0117 |
1.0527 |
|
|
| 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 |
1.1127 |
1.0567 |
0.0560 |
5.3% |
0.0171 |
1.6% |
14% |
False |
True |
36,378 |
| 10 |
1.1240 |
1.0567 |
0.0673 |
6.3% |
0.0152 |
1.4% |
12% |
False |
True |
30,571 |
| 20 |
1.1492 |
1.0567 |
0.0925 |
8.7% |
0.0190 |
1.8% |
8% |
False |
True |
42,918 |
| 40 |
1.1492 |
1.0111 |
0.1381 |
13.0% |
0.0173 |
1.6% |
39% |
False |
False |
22,080 |
| 60 |
1.1492 |
0.9850 |
0.1642 |
15.4% |
0.0178 |
1.7% |
48% |
False |
False |
14,760 |
| 80 |
1.1492 |
0.9394 |
0.2098 |
19.7% |
0.0156 |
1.5% |
60% |
False |
False |
11,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1696 |
|
2.618 |
1.1345 |
|
1.618 |
1.1130 |
|
1.000 |
1.0997 |
|
0.618 |
1.0915 |
|
HIGH |
1.0782 |
|
0.618 |
1.0700 |
|
0.500 |
1.0675 |
|
0.382 |
1.0649 |
|
LOW |
1.0567 |
|
0.618 |
1.0434 |
|
1.000 |
1.0352 |
|
1.618 |
1.0219 |
|
2.618 |
1.0004 |
|
4.250 |
0.9653 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0675 |
1.0799 |
| PP |
1.0665 |
1.0747 |
| S1 |
1.0655 |
1.0696 |
|