CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 13-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1095 |
1.1202 |
0.0107 |
1.0% |
1.0876 |
| High |
1.1259 |
1.1271 |
0.0012 |
0.1% |
1.1102 |
| Low |
1.1081 |
1.1133 |
0.0052 |
0.5% |
1.0567 |
| Close |
1.1235 |
1.1227 |
-0.0008 |
-0.1% |
1.1060 |
| Range |
0.0178 |
0.0138 |
-0.0040 |
-22.5% |
0.0535 |
| ATR |
0.0188 |
0.0185 |
-0.0004 |
-1.9% |
0.0000 |
| Volume |
84,730 |
69,429 |
-15,301 |
-18.1% |
349,667 |
|
| Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1624 |
1.1564 |
1.1303 |
|
| R3 |
1.1486 |
1.1426 |
1.1265 |
|
| R2 |
1.1348 |
1.1348 |
1.1252 |
|
| R1 |
1.1288 |
1.1288 |
1.1240 |
1.1318 |
| PP |
1.1210 |
1.1210 |
1.1210 |
1.1226 |
| S1 |
1.1150 |
1.1150 |
1.1214 |
1.1180 |
| S2 |
1.1072 |
1.1072 |
1.1202 |
|
| S3 |
1.0934 |
1.1012 |
1.1189 |
|
| S4 |
1.0796 |
1.0874 |
1.1151 |
|
|
| 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 |
1.1271 |
1.0625 |
0.0646 |
5.8% |
0.0193 |
1.7% |
93% |
True |
False |
80,463 |
| 10 |
1.1271 |
1.0567 |
0.0704 |
6.3% |
0.0182 |
1.6% |
94% |
True |
False |
58,420 |
| 20 |
1.1492 |
1.0567 |
0.0925 |
8.2% |
0.0185 |
1.6% |
71% |
False |
False |
54,481 |
| 40 |
1.1492 |
1.0333 |
0.1159 |
10.3% |
0.0175 |
1.6% |
77% |
False |
False |
32,128 |
| 60 |
1.1492 |
0.9910 |
0.1582 |
14.1% |
0.0186 |
1.7% |
83% |
False |
False |
21,464 |
| 80 |
1.1492 |
0.9535 |
0.1957 |
17.4% |
0.0164 |
1.5% |
86% |
False |
False |
16,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1858 |
|
2.618 |
1.1632 |
|
1.618 |
1.1494 |
|
1.000 |
1.1409 |
|
0.618 |
1.1356 |
|
HIGH |
1.1271 |
|
0.618 |
1.1218 |
|
0.500 |
1.1202 |
|
0.382 |
1.1186 |
|
LOW |
1.1133 |
|
0.618 |
1.1048 |
|
1.000 |
1.0995 |
|
1.618 |
1.0910 |
|
2.618 |
1.0772 |
|
4.250 |
1.0547 |
|
|
| Fisher Pivots for day following 13-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1219 |
1.1182 |
| PP |
1.1210 |
1.1138 |
| S1 |
1.1202 |
1.1093 |
|