CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 06-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1205 |
1.0977 |
-0.0228 |
-2.0% |
1.1120 |
| High |
1.1220 |
1.1028 |
-0.0192 |
-1.7% |
1.1300 |
| Low |
1.0846 |
1.0850 |
0.0004 |
0.0% |
1.0846 |
| Close |
1.0942 |
1.0860 |
-0.0082 |
-0.7% |
1.0860 |
| Range |
0.0374 |
0.0178 |
-0.0196 |
-52.4% |
0.0454 |
| ATR |
0.0199 |
0.0197 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
93,304 |
118,841 |
25,537 |
27.4% |
455,449 |
|
| Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1447 |
1.1331 |
1.0958 |
|
| R3 |
1.1269 |
1.1153 |
1.0909 |
|
| R2 |
1.1091 |
1.1091 |
1.0893 |
|
| R1 |
1.0975 |
1.0975 |
1.0876 |
1.0944 |
| PP |
1.0913 |
1.0913 |
1.0913 |
1.0897 |
| S1 |
1.0797 |
1.0797 |
1.0844 |
1.0766 |
| S2 |
1.0735 |
1.0735 |
1.0827 |
|
| S3 |
1.0557 |
1.0619 |
1.0811 |
|
| S4 |
1.0379 |
1.0441 |
1.0762 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2364 |
1.2066 |
1.1110 |
|
| R3 |
1.1910 |
1.1612 |
1.0985 |
|
| R2 |
1.1456 |
1.1456 |
1.0943 |
|
| R1 |
1.1158 |
1.1158 |
1.0902 |
1.1080 |
| PP |
1.1002 |
1.1002 |
1.1002 |
1.0963 |
| S1 |
1.0704 |
1.0704 |
1.0818 |
1.0626 |
| S2 |
1.0548 |
1.0548 |
1.0777 |
|
| S3 |
1.0094 |
1.0250 |
1.0735 |
|
| S4 |
0.9640 |
0.9796 |
1.0610 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1300 |
1.0846 |
0.0454 |
4.2% |
0.0204 |
1.9% |
3% |
False |
False |
91,089 |
| 10 |
1.1340 |
1.0846 |
0.0494 |
4.5% |
0.0192 |
1.8% |
3% |
False |
False |
83,789 |
| 20 |
1.1496 |
1.0846 |
0.0650 |
6.0% |
0.0197 |
1.8% |
2% |
False |
False |
87,165 |
| 40 |
1.1496 |
1.0567 |
0.0929 |
8.6% |
0.0198 |
1.8% |
32% |
False |
False |
68,035 |
| 60 |
1.1496 |
1.0286 |
0.1210 |
11.1% |
0.0185 |
1.7% |
47% |
False |
False |
46,280 |
| 80 |
1.1496 |
0.9910 |
0.1586 |
14.6% |
0.0185 |
1.7% |
60% |
False |
False |
34,741 |
| 100 |
1.1496 |
0.9394 |
0.2102 |
19.4% |
0.0167 |
1.5% |
70% |
False |
False |
27,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1785 |
|
2.618 |
1.1494 |
|
1.618 |
1.1316 |
|
1.000 |
1.1206 |
|
0.618 |
1.1138 |
|
HIGH |
1.1028 |
|
0.618 |
1.0960 |
|
0.500 |
1.0939 |
|
0.382 |
1.0918 |
|
LOW |
1.0850 |
|
0.618 |
1.0740 |
|
1.000 |
1.0672 |
|
1.618 |
1.0562 |
|
2.618 |
1.0384 |
|
4.250 |
1.0094 |
|
|
| Fisher Pivots for day following 06-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0939 |
1.1057 |
| PP |
1.0913 |
1.0991 |
| S1 |
1.0886 |
1.0926 |
|