CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1238 |
1.1230 |
-0.0008 |
-0.1% |
1.1011 |
| High |
1.1319 |
1.1258 |
-0.0061 |
-0.5% |
1.1496 |
| Low |
1.1109 |
1.1019 |
-0.0090 |
-0.8% |
1.0964 |
| Close |
1.1257 |
1.1056 |
-0.0201 |
-1.8% |
1.1272 |
| Range |
0.0210 |
0.0239 |
0.0029 |
13.8% |
0.0532 |
| ATR |
0.0200 |
0.0203 |
0.0003 |
1.4% |
0.0000 |
| Volume |
74,114 |
74,374 |
260 |
0.4% |
414,902 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1828 |
1.1681 |
1.1187 |
|
| R3 |
1.1589 |
1.1442 |
1.1122 |
|
| R2 |
1.1350 |
1.1350 |
1.1100 |
|
| R1 |
1.1203 |
1.1203 |
1.1078 |
1.1157 |
| PP |
1.1111 |
1.1111 |
1.1111 |
1.1088 |
| S1 |
1.0964 |
1.0964 |
1.1034 |
1.0918 |
| S2 |
1.0872 |
1.0872 |
1.1012 |
|
| S3 |
1.0633 |
1.0725 |
1.0990 |
|
| S4 |
1.0394 |
1.0486 |
1.0925 |
|
|
| 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 |
1.1382 |
1.1019 |
0.0363 |
3.3% |
0.0210 |
1.9% |
10% |
False |
True |
89,303 |
| 10 |
1.1496 |
1.0964 |
0.0532 |
4.8% |
0.0215 |
1.9% |
17% |
False |
False |
88,197 |
| 20 |
1.1496 |
1.0567 |
0.0929 |
8.4% |
0.0199 |
1.8% |
53% |
False |
False |
73,309 |
| 40 |
1.1496 |
1.0527 |
0.0969 |
8.8% |
0.0194 |
1.8% |
55% |
False |
False |
54,031 |
| 60 |
1.1496 |
1.0001 |
0.1495 |
13.5% |
0.0178 |
1.6% |
71% |
False |
False |
36,134 |
| 80 |
1.1496 |
0.9809 |
0.1687 |
15.3% |
0.0185 |
1.7% |
74% |
False |
False |
27,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2274 |
|
2.618 |
1.1884 |
|
1.618 |
1.1645 |
|
1.000 |
1.1497 |
|
0.618 |
1.1406 |
|
HIGH |
1.1258 |
|
0.618 |
1.1167 |
|
0.500 |
1.1139 |
|
0.382 |
1.1110 |
|
LOW |
1.1019 |
|
0.618 |
1.0871 |
|
1.000 |
1.0780 |
|
1.618 |
1.0632 |
|
2.618 |
1.0393 |
|
4.250 |
1.0003 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1139 |
1.1180 |
| PP |
1.1111 |
1.1138 |
| S1 |
1.1084 |
1.1097 |
|