CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1199 |
1.1261 |
0.0062 |
0.6% |
1.1011 |
| High |
1.1382 |
1.1377 |
-0.0005 |
0.0% |
1.1496 |
| Low |
1.1176 |
1.1167 |
-0.0009 |
-0.1% |
1.0964 |
| Close |
1.1236 |
1.1272 |
0.0036 |
0.3% |
1.1272 |
| Range |
0.0206 |
0.0210 |
0.0004 |
1.9% |
0.0532 |
| ATR |
0.0200 |
0.0200 |
0.0001 |
0.4% |
0.0000 |
| Volume |
129,997 |
88,075 |
-41,922 |
-32.2% |
414,902 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1902 |
1.1797 |
1.1388 |
|
| R3 |
1.1692 |
1.1587 |
1.1330 |
|
| R2 |
1.1482 |
1.1482 |
1.1311 |
|
| R1 |
1.1377 |
1.1377 |
1.1291 |
1.1430 |
| PP |
1.1272 |
1.1272 |
1.1272 |
1.1298 |
| S1 |
1.1167 |
1.1167 |
1.1253 |
1.1220 |
| S2 |
1.1062 |
1.1062 |
1.1234 |
|
| S3 |
1.0852 |
1.0957 |
1.1214 |
|
| S4 |
1.0642 |
1.0747 |
1.1157 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2840 |
1.2588 |
1.1565 |
|
| R3 |
1.2308 |
1.2056 |
1.1418 |
|
| R2 |
1.1776 |
1.1776 |
1.1370 |
|
| R1 |
1.1524 |
1.1524 |
1.1321 |
1.1650 |
| PP |
1.1244 |
1.1244 |
1.1244 |
1.1307 |
| S1 |
1.0992 |
1.0992 |
1.1223 |
1.1118 |
| S2 |
1.0712 |
1.0712 |
1.1174 |
|
| S3 |
1.0180 |
1.0460 |
1.1126 |
|
| S4 |
0.9648 |
0.9928 |
1.0979 |
|
|
| 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% |
0.0230 |
2.0% |
58% |
False |
False |
100,686 |
| 10 |
1.1496 |
1.0915 |
0.0581 |
5.2% |
0.0202 |
1.8% |
61% |
False |
False |
90,541 |
| 20 |
1.1496 |
1.0567 |
0.0929 |
8.2% |
0.0185 |
1.6% |
76% |
False |
False |
63,838 |
| 40 |
1.1496 |
1.0511 |
0.0985 |
8.7% |
0.0183 |
1.6% |
77% |
False |
False |
48,419 |
| 60 |
1.1496 |
1.0001 |
0.1495 |
13.3% |
0.0179 |
1.6% |
85% |
False |
False |
32,329 |
| 80 |
1.1496 |
0.9610 |
0.1886 |
16.7% |
0.0178 |
1.6% |
88% |
False |
False |
24,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2270 |
|
2.618 |
1.1927 |
|
1.618 |
1.1717 |
|
1.000 |
1.1587 |
|
0.618 |
1.1507 |
|
HIGH |
1.1377 |
|
0.618 |
1.1297 |
|
0.500 |
1.1272 |
|
0.382 |
1.1247 |
|
LOW |
1.1167 |
|
0.618 |
1.1037 |
|
1.000 |
1.0957 |
|
1.618 |
1.0827 |
|
2.618 |
1.0617 |
|
4.250 |
1.0275 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1272 |
1.1299 |
| PP |
1.1272 |
1.1290 |
| S1 |
1.1272 |
1.1281 |
|