CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 10-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0860 |
1.0934 |
0.0074 |
0.7% |
1.1120 |
| High |
1.1011 |
1.1103 |
0.0092 |
0.8% |
1.1300 |
| Low |
1.0829 |
1.0914 |
0.0085 |
0.8% |
1.0846 |
| Close |
1.0943 |
1.1096 |
0.0153 |
1.4% |
1.0860 |
| Range |
0.0182 |
0.0189 |
0.0007 |
3.8% |
0.0454 |
| ATR |
0.0196 |
0.0196 |
-0.0001 |
-0.3% |
0.0000 |
| Volume |
97,819 |
70,205 |
-27,614 |
-28.2% |
455,449 |
|
| Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1605 |
1.1539 |
1.1200 |
|
| R3 |
1.1416 |
1.1350 |
1.1148 |
|
| R2 |
1.1227 |
1.1227 |
1.1131 |
|
| R1 |
1.1161 |
1.1161 |
1.1113 |
1.1194 |
| PP |
1.1038 |
1.1038 |
1.1038 |
1.1054 |
| S1 |
1.0972 |
1.0972 |
1.1079 |
1.1005 |
| S2 |
1.0849 |
1.0849 |
1.1061 |
|
| S3 |
1.0660 |
1.0783 |
1.1044 |
|
| S4 |
1.0471 |
1.0594 |
1.0992 |
|
|
| 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 |
1.1268 |
1.0829 |
0.0439 |
4.0% |
0.0209 |
1.9% |
61% |
False |
False |
95,185 |
| 10 |
1.1300 |
1.0829 |
0.0471 |
4.2% |
0.0190 |
1.7% |
57% |
False |
False |
85,184 |
| 20 |
1.1496 |
1.0829 |
0.0667 |
6.0% |
0.0197 |
1.8% |
40% |
False |
False |
86,443 |
| 40 |
1.1496 |
1.0567 |
0.0929 |
8.4% |
0.0199 |
1.8% |
57% |
False |
False |
70,555 |
| 60 |
1.1496 |
1.0286 |
0.1210 |
10.9% |
0.0182 |
1.6% |
67% |
False |
False |
49,078 |
| 80 |
1.1496 |
0.9910 |
0.1586 |
14.3% |
0.0188 |
1.7% |
75% |
False |
False |
36,841 |
| 100 |
1.1496 |
0.9394 |
0.2102 |
18.9% |
0.0170 |
1.5% |
81% |
False |
False |
29,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1906 |
|
2.618 |
1.1598 |
|
1.618 |
1.1409 |
|
1.000 |
1.1292 |
|
0.618 |
1.1220 |
|
HIGH |
1.1103 |
|
0.618 |
1.1031 |
|
0.500 |
1.1009 |
|
0.382 |
1.0986 |
|
LOW |
1.0914 |
|
0.618 |
1.0797 |
|
1.000 |
1.0725 |
|
1.618 |
1.0608 |
|
2.618 |
1.0419 |
|
4.250 |
1.0111 |
|
|
| Fisher Pivots for day following 10-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1067 |
1.1053 |
| PP |
1.1038 |
1.1009 |
| S1 |
1.1009 |
1.0966 |
|