CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1011 |
1.1153 |
0.0142 |
1.3% |
1.1095 |
| High |
1.1172 |
1.1496 |
0.0324 |
2.9% |
1.1314 |
| Low |
1.0964 |
1.1101 |
0.0137 |
1.2% |
1.1011 |
| Close |
1.1140 |
1.1226 |
0.0086 |
0.8% |
1.1074 |
| Range |
0.0208 |
0.0395 |
0.0187 |
89.9% |
0.0303 |
| ATR |
0.0184 |
0.0199 |
0.0015 |
8.2% |
0.0000 |
| Volume |
81,020 |
115,810 |
34,790 |
42.9% |
392,783 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2459 |
1.2238 |
1.1443 |
|
| R3 |
1.2064 |
1.1843 |
1.1335 |
|
| R2 |
1.1669 |
1.1669 |
1.1298 |
|
| R1 |
1.1448 |
1.1448 |
1.1262 |
1.1559 |
| PP |
1.1274 |
1.1274 |
1.1274 |
1.1330 |
| S1 |
1.1053 |
1.1053 |
1.1190 |
1.1164 |
| S2 |
1.0879 |
1.0879 |
1.1154 |
|
| S3 |
1.0484 |
1.0658 |
1.1117 |
|
| S4 |
1.0089 |
1.0263 |
1.1009 |
|
|
| 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 |
1.1496 |
1.0964 |
0.0532 |
4.7% |
0.0221 |
2.0% |
49% |
True |
False |
87,090 |
| 10 |
1.1496 |
1.0625 |
0.0871 |
7.8% |
0.0207 |
1.8% |
69% |
True |
False |
83,777 |
| 20 |
1.1496 |
1.0567 |
0.0929 |
8.3% |
0.0179 |
1.6% |
71% |
True |
False |
57,174 |
| 40 |
1.1496 |
1.0375 |
0.1121 |
10.0% |
0.0183 |
1.6% |
76% |
True |
False |
42,989 |
| 60 |
1.1496 |
1.0001 |
0.1495 |
13.3% |
0.0183 |
1.6% |
82% |
True |
False |
28,697 |
| 80 |
1.1496 |
0.9567 |
0.1929 |
17.2% |
0.0175 |
1.6% |
86% |
True |
False |
21,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3175 |
|
2.618 |
1.2530 |
|
1.618 |
1.2135 |
|
1.000 |
1.1891 |
|
0.618 |
1.1740 |
|
HIGH |
1.1496 |
|
0.618 |
1.1345 |
|
0.500 |
1.1299 |
|
0.382 |
1.1252 |
|
LOW |
1.1101 |
|
0.618 |
1.0857 |
|
1.000 |
1.0706 |
|
1.618 |
1.0462 |
|
2.618 |
1.0067 |
|
4.250 |
0.9422 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1299 |
1.1230 |
| PP |
1.1274 |
1.1229 |
| S1 |
1.1250 |
1.1227 |
|