CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1230 |
1.1066 |
-0.0164 |
-1.5% |
1.1011 |
| High |
1.1258 |
1.1187 |
-0.0071 |
-0.6% |
1.1496 |
| Low |
1.1019 |
1.1039 |
0.0020 |
0.2% |
1.0964 |
| Close |
1.1056 |
1.1142 |
0.0086 |
0.8% |
1.1272 |
| Range |
0.0239 |
0.0148 |
-0.0091 |
-38.1% |
0.0532 |
| ATR |
0.0203 |
0.0199 |
-0.0004 |
-1.9% |
0.0000 |
| Volume |
74,374 |
82,539 |
8,165 |
11.0% |
414,902 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1567 |
1.1502 |
1.1223 |
|
| R3 |
1.1419 |
1.1354 |
1.1183 |
|
| R2 |
1.1271 |
1.1271 |
1.1169 |
|
| R1 |
1.1206 |
1.1206 |
1.1156 |
1.1239 |
| PP |
1.1123 |
1.1123 |
1.1123 |
1.1139 |
| S1 |
1.1058 |
1.1058 |
1.1128 |
1.1091 |
| S2 |
1.0975 |
1.0975 |
1.1115 |
|
| S3 |
1.0827 |
1.0910 |
1.1101 |
|
| S4 |
1.0679 |
1.0762 |
1.1061 |
|
|
| 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 |
1.1377 |
1.1019 |
0.0358 |
3.2% |
0.0198 |
1.8% |
34% |
False |
False |
79,812 |
| 10 |
1.1496 |
1.0964 |
0.0532 |
4.8% |
0.0213 |
1.9% |
33% |
False |
False |
89,290 |
| 20 |
1.1496 |
1.0567 |
0.0929 |
8.3% |
0.0199 |
1.8% |
62% |
False |
False |
75,894 |
| 40 |
1.1496 |
1.0567 |
0.0929 |
8.3% |
0.0191 |
1.7% |
62% |
False |
False |
56,050 |
| 60 |
1.1496 |
1.0001 |
0.1495 |
13.4% |
0.0179 |
1.6% |
76% |
False |
False |
37,509 |
| 80 |
1.1496 |
0.9850 |
0.1646 |
14.8% |
0.0183 |
1.6% |
78% |
False |
False |
28,162 |
| 100 |
1.1496 |
0.9357 |
0.2139 |
19.2% |
0.0158 |
1.4% |
83% |
False |
False |
22,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1816 |
|
2.618 |
1.1574 |
|
1.618 |
1.1426 |
|
1.000 |
1.1335 |
|
0.618 |
1.1278 |
|
HIGH |
1.1187 |
|
0.618 |
1.1130 |
|
0.500 |
1.1113 |
|
0.382 |
1.1096 |
|
LOW |
1.1039 |
|
0.618 |
1.0948 |
|
1.000 |
1.0891 |
|
1.618 |
1.0800 |
|
2.618 |
1.0652 |
|
4.250 |
1.0410 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1132 |
1.1169 |
| PP |
1.1123 |
1.1160 |
| S1 |
1.1113 |
1.1151 |
|