CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1140 |
1.1011 |
-0.0129 |
-1.2% |
1.1095 |
| High |
1.1144 |
1.1172 |
0.0028 |
0.3% |
1.1314 |
| Low |
1.1011 |
1.0964 |
-0.0047 |
-0.4% |
1.1011 |
| Close |
1.1074 |
1.1140 |
0.0066 |
0.6% |
1.1074 |
| Range |
0.0133 |
0.0208 |
0.0075 |
56.4% |
0.0303 |
| ATR |
0.0182 |
0.0184 |
0.0002 |
1.0% |
0.0000 |
| Volume |
88,530 |
81,020 |
-7,510 |
-8.5% |
392,783 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1716 |
1.1636 |
1.1254 |
|
| R3 |
1.1508 |
1.1428 |
1.1197 |
|
| R2 |
1.1300 |
1.1300 |
1.1178 |
|
| R1 |
1.1220 |
1.1220 |
1.1159 |
1.1260 |
| PP |
1.1092 |
1.1092 |
1.1092 |
1.1112 |
| S1 |
1.1012 |
1.1012 |
1.1121 |
1.1052 |
| S2 |
1.0884 |
1.0884 |
1.1102 |
|
| S3 |
1.0676 |
1.0804 |
1.1083 |
|
| S4 |
1.0468 |
1.0596 |
1.1026 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2042 |
1.1861 |
1.1241 |
|
| R3 |
1.1739 |
1.1558 |
1.1157 |
|
| R2 |
1.1436 |
1.1436 |
1.1130 |
|
| R1 |
1.1255 |
1.1255 |
1.1102 |
1.1194 |
| PP |
1.1133 |
1.1133 |
1.1133 |
1.1103 |
| S1 |
1.0952 |
1.0952 |
1.1046 |
1.0891 |
| S2 |
1.0830 |
1.0830 |
1.1018 |
|
| S3 |
1.0527 |
1.0649 |
1.0991 |
|
| S4 |
1.0224 |
1.0346 |
1.0907 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1314 |
1.0964 |
0.0350 |
3.1% |
0.0169 |
1.5% |
50% |
False |
True |
77,814 |
| 10 |
1.1314 |
1.0567 |
0.0747 |
6.7% |
0.0189 |
1.7% |
77% |
False |
False |
79,059 |
| 20 |
1.1328 |
1.0567 |
0.0761 |
6.8% |
0.0169 |
1.5% |
75% |
False |
False |
55,383 |
| 40 |
1.1492 |
1.0375 |
0.1117 |
10.0% |
0.0178 |
1.6% |
68% |
False |
False |
40,100 |
| 60 |
1.1492 |
1.0001 |
0.1491 |
13.4% |
0.0188 |
1.7% |
76% |
False |
False |
26,782 |
| 80 |
1.1492 |
0.9567 |
0.1925 |
17.3% |
0.0170 |
1.5% |
82% |
False |
False |
20,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2056 |
|
2.618 |
1.1717 |
|
1.618 |
1.1509 |
|
1.000 |
1.1380 |
|
0.618 |
1.1301 |
|
HIGH |
1.1172 |
|
0.618 |
1.1093 |
|
0.500 |
1.1068 |
|
0.382 |
1.1043 |
|
LOW |
1.0964 |
|
0.618 |
1.0835 |
|
1.000 |
1.0756 |
|
1.618 |
1.0627 |
|
2.618 |
1.0419 |
|
4.250 |
1.0080 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1116 |
1.1140 |
| PP |
1.1092 |
1.1139 |
| S1 |
1.1068 |
1.1139 |
|