CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1199 |
1.1252 |
0.0053 |
0.5% |
1.0876 |
| High |
1.1297 |
1.1314 |
0.0017 |
0.2% |
1.1102 |
| Low |
1.1125 |
1.1118 |
-0.0007 |
-0.1% |
1.0567 |
| Close |
1.1230 |
1.1161 |
-0.0069 |
-0.6% |
1.1060 |
| Range |
0.0172 |
0.0196 |
0.0024 |
14.0% |
0.0535 |
| ATR |
0.0184 |
0.0185 |
0.0001 |
0.5% |
0.0000 |
| Volume |
71,603 |
78,491 |
6,888 |
9.6% |
349,667 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1786 |
1.1669 |
1.1269 |
|
| R3 |
1.1590 |
1.1473 |
1.1215 |
|
| R2 |
1.1394 |
1.1394 |
1.1197 |
|
| R1 |
1.1277 |
1.1277 |
1.1179 |
1.1238 |
| PP |
1.1198 |
1.1198 |
1.1198 |
1.1178 |
| S1 |
1.1081 |
1.1081 |
1.1143 |
1.1042 |
| S2 |
1.1002 |
1.1002 |
1.1125 |
|
| S3 |
1.0806 |
1.0885 |
1.1107 |
|
| S4 |
1.0610 |
1.0689 |
1.1053 |
|
|
| 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 |
1.1314 |
1.0915 |
0.0399 |
3.6% |
0.0174 |
1.6% |
62% |
True |
False |
80,396 |
| 10 |
1.1314 |
1.0567 |
0.0747 |
6.7% |
0.0196 |
1.8% |
80% |
True |
False |
67,428 |
| 20 |
1.1492 |
1.0567 |
0.0925 |
8.3% |
0.0183 |
1.6% |
64% |
False |
False |
53,993 |
| 40 |
1.1492 |
1.0363 |
0.1129 |
10.1% |
0.0180 |
1.6% |
71% |
False |
False |
35,873 |
| 60 |
1.1492 |
1.0001 |
0.1491 |
13.4% |
0.0189 |
1.7% |
78% |
False |
False |
23,963 |
| 80 |
1.1492 |
0.9535 |
0.1957 |
17.5% |
0.0167 |
1.5% |
83% |
False |
False |
17,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2147 |
|
2.618 |
1.1827 |
|
1.618 |
1.1631 |
|
1.000 |
1.1510 |
|
0.618 |
1.1435 |
|
HIGH |
1.1314 |
|
0.618 |
1.1239 |
|
0.500 |
1.1216 |
|
0.382 |
1.1193 |
|
LOW |
1.1118 |
|
0.618 |
1.0997 |
|
1.000 |
1.0922 |
|
1.618 |
1.0801 |
|
2.618 |
1.0605 |
|
4.250 |
1.0285 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1216 |
1.1216 |
| PP |
1.1198 |
1.1198 |
| S1 |
1.1179 |
1.1179 |
|