CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1066 |
1.1118 |
0.0052 |
0.5% |
1.1284 |
| High |
1.1187 |
1.1225 |
0.0038 |
0.3% |
1.1340 |
| Low |
1.1039 |
1.1107 |
0.0068 |
0.6% |
1.1019 |
| Close |
1.1142 |
1.1138 |
-0.0004 |
0.0% |
1.1138 |
| Range |
0.0148 |
0.0118 |
-0.0030 |
-20.3% |
0.0321 |
| ATR |
0.0199 |
0.0193 |
-0.0006 |
-2.9% |
0.0000 |
| Volume |
82,539 |
71,459 |
-11,080 |
-13.4% |
382,445 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1511 |
1.1442 |
1.1203 |
|
| R3 |
1.1393 |
1.1324 |
1.1170 |
|
| R2 |
1.1275 |
1.1275 |
1.1160 |
|
| R1 |
1.1206 |
1.1206 |
1.1149 |
1.1241 |
| PP |
1.1157 |
1.1157 |
1.1157 |
1.1174 |
| S1 |
1.1088 |
1.1088 |
1.1127 |
1.1123 |
| S2 |
1.1039 |
1.1039 |
1.1116 |
|
| S3 |
1.0921 |
1.0970 |
1.1106 |
|
| S4 |
1.0803 |
1.0852 |
1.1073 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2129 |
1.1954 |
1.1315 |
|
| R3 |
1.1808 |
1.1633 |
1.1226 |
|
| R2 |
1.1487 |
1.1487 |
1.1197 |
|
| R1 |
1.1312 |
1.1312 |
1.1167 |
1.1239 |
| PP |
1.1166 |
1.1166 |
1.1166 |
1.1129 |
| S1 |
1.0991 |
1.0991 |
1.1109 |
1.0918 |
| S2 |
1.0845 |
1.0845 |
1.1079 |
|
| S3 |
1.0524 |
1.0670 |
1.1050 |
|
| S4 |
1.0203 |
1.0349 |
1.0961 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1340 |
1.1019 |
0.0321 |
2.9% |
0.0180 |
1.6% |
37% |
False |
False |
76,489 |
| 10 |
1.1496 |
1.0964 |
0.0532 |
4.8% |
0.0205 |
1.8% |
33% |
False |
False |
88,587 |
| 20 |
1.1496 |
1.0567 |
0.0929 |
8.3% |
0.0200 |
1.8% |
61% |
False |
False |
78,007 |
| 40 |
1.1496 |
1.0567 |
0.0929 |
8.3% |
0.0192 |
1.7% |
61% |
False |
False |
57,802 |
| 60 |
1.1496 |
1.0068 |
0.1428 |
12.8% |
0.0178 |
1.6% |
75% |
False |
False |
38,699 |
| 80 |
1.1496 |
0.9850 |
0.1646 |
14.8% |
0.0184 |
1.6% |
78% |
False |
False |
29,054 |
| 100 |
1.1496 |
0.9357 |
0.2139 |
19.2% |
0.0160 |
1.4% |
83% |
False |
False |
23,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1727 |
|
2.618 |
1.1534 |
|
1.618 |
1.1416 |
|
1.000 |
1.1343 |
|
0.618 |
1.1298 |
|
HIGH |
1.1225 |
|
0.618 |
1.1180 |
|
0.500 |
1.1166 |
|
0.382 |
1.1152 |
|
LOW |
1.1107 |
|
0.618 |
1.1034 |
|
1.000 |
1.0989 |
|
1.618 |
1.0916 |
|
2.618 |
1.0798 |
|
4.250 |
1.0606 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1166 |
1.1139 |
| PP |
1.1157 |
1.1138 |
| S1 |
1.1147 |
1.1138 |
|