CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1153 |
1.1199 |
0.0046 |
0.4% |
1.1095 |
| High |
1.1496 |
1.1382 |
-0.0114 |
-1.0% |
1.1314 |
| Low |
1.1101 |
1.1176 |
0.0075 |
0.7% |
1.1011 |
| Close |
1.1226 |
1.1236 |
0.0010 |
0.1% |
1.1074 |
| Range |
0.0395 |
0.0206 |
-0.0189 |
-47.8% |
0.0303 |
| ATR |
0.0199 |
0.0200 |
0.0000 |
0.2% |
0.0000 |
| Volume |
115,810 |
129,997 |
14,187 |
12.3% |
392,783 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1883 |
1.1765 |
1.1349 |
|
| R3 |
1.1677 |
1.1559 |
1.1293 |
|
| R2 |
1.1471 |
1.1471 |
1.1274 |
|
| R1 |
1.1353 |
1.1353 |
1.1255 |
1.1412 |
| PP |
1.1265 |
1.1265 |
1.1265 |
1.1294 |
| S1 |
1.1147 |
1.1147 |
1.1217 |
1.1206 |
| S2 |
1.1059 |
1.1059 |
1.1198 |
|
| S3 |
1.0853 |
1.0941 |
1.1179 |
|
| S4 |
1.0647 |
1.0735 |
1.1123 |
|
|
| 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% |
0.0228 |
2.0% |
51% |
False |
False |
98,769 |
| 10 |
1.1496 |
1.0768 |
0.0728 |
6.5% |
0.0206 |
1.8% |
64% |
False |
False |
89,294 |
| 20 |
1.1496 |
1.0567 |
0.0929 |
8.3% |
0.0181 |
1.6% |
72% |
False |
False |
61,174 |
| 40 |
1.1496 |
1.0414 |
0.1082 |
9.6% |
0.0182 |
1.6% |
76% |
False |
False |
46,222 |
| 60 |
1.1496 |
1.0001 |
0.1495 |
13.3% |
0.0184 |
1.6% |
83% |
False |
False |
30,862 |
| 80 |
1.1496 |
0.9567 |
0.1929 |
17.2% |
0.0177 |
1.6% |
87% |
False |
False |
23,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2258 |
|
2.618 |
1.1921 |
|
1.618 |
1.1715 |
|
1.000 |
1.1588 |
|
0.618 |
1.1509 |
|
HIGH |
1.1382 |
|
0.618 |
1.1303 |
|
0.500 |
1.1279 |
|
0.382 |
1.1255 |
|
LOW |
1.1176 |
|
0.618 |
1.1049 |
|
1.000 |
1.0970 |
|
1.618 |
1.0843 |
|
2.618 |
1.0637 |
|
4.250 |
1.0301 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1279 |
1.1234 |
| PP |
1.1265 |
1.1232 |
| S1 |
1.1250 |
1.1230 |
|