CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 12-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0970 |
1.1095 |
0.0125 |
1.1% |
1.0876 |
| High |
1.1102 |
1.1259 |
0.0157 |
1.4% |
1.1102 |
| Low |
1.0915 |
1.1081 |
0.0166 |
1.5% |
1.0567 |
| Close |
1.1060 |
1.1235 |
0.0175 |
1.6% |
1.1060 |
| Range |
0.0187 |
0.0178 |
-0.0009 |
-4.8% |
0.0535 |
| ATR |
0.0188 |
0.0188 |
0.0001 |
0.4% |
0.0000 |
| Volume |
97,730 |
84,730 |
-13,000 |
-13.3% |
349,667 |
|
| Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1726 |
1.1658 |
1.1333 |
|
| R3 |
1.1548 |
1.1480 |
1.1284 |
|
| R2 |
1.1370 |
1.1370 |
1.1268 |
|
| R1 |
1.1302 |
1.1302 |
1.1251 |
1.1336 |
| PP |
1.1192 |
1.1192 |
1.1192 |
1.1209 |
| S1 |
1.1124 |
1.1124 |
1.1219 |
1.1158 |
| S2 |
1.1014 |
1.1014 |
1.1202 |
|
| S3 |
1.0836 |
1.0946 |
1.1186 |
|
| S4 |
1.0658 |
1.0768 |
1.1137 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2515 |
1.2322 |
1.1354 |
|
| R3 |
1.1980 |
1.1787 |
1.1207 |
|
| R2 |
1.1445 |
1.1445 |
1.1158 |
|
| R1 |
1.1252 |
1.1252 |
1.1109 |
1.1349 |
| PP |
1.0910 |
1.0910 |
1.0910 |
1.0958 |
| S1 |
1.0717 |
1.0717 |
1.1011 |
1.0814 |
| S2 |
1.0375 |
1.0375 |
1.0962 |
|
| S3 |
0.9840 |
1.0182 |
1.0913 |
|
| S4 |
0.9305 |
0.9647 |
1.0766 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1259 |
1.0567 |
0.0692 |
6.2% |
0.0209 |
1.9% |
97% |
True |
False |
80,304 |
| 10 |
1.1259 |
1.0567 |
0.0692 |
6.2% |
0.0189 |
1.7% |
97% |
True |
False |
52,125 |
| 20 |
1.1492 |
1.0567 |
0.0925 |
8.2% |
0.0201 |
1.8% |
72% |
False |
False |
54,667 |
| 40 |
1.1492 |
1.0286 |
0.1206 |
10.7% |
0.0175 |
1.6% |
79% |
False |
False |
30,396 |
| 60 |
1.1492 |
0.9910 |
0.1582 |
14.1% |
0.0185 |
1.6% |
84% |
False |
False |
20,307 |
| 80 |
1.1492 |
0.9394 |
0.2098 |
18.7% |
0.0164 |
1.5% |
88% |
False |
False |
15,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2016 |
|
2.618 |
1.1725 |
|
1.618 |
1.1547 |
|
1.000 |
1.1437 |
|
0.618 |
1.1369 |
|
HIGH |
1.1259 |
|
0.618 |
1.1191 |
|
0.500 |
1.1170 |
|
0.382 |
1.1149 |
|
LOW |
1.1081 |
|
0.618 |
1.0971 |
|
1.000 |
1.0903 |
|
1.618 |
1.0793 |
|
2.618 |
1.0615 |
|
4.250 |
1.0325 |
|
|
| Fisher Pivots for day following 12-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1213 |
1.1161 |
| PP |
1.1192 |
1.1087 |
| S1 |
1.1170 |
1.1014 |
|