CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0934 |
1.1075 |
0.0141 |
1.3% |
1.1120 |
| High |
1.1103 |
1.1158 |
0.0055 |
0.5% |
1.1300 |
| Low |
1.0914 |
1.1023 |
0.0109 |
1.0% |
1.0846 |
| Close |
1.1096 |
1.1056 |
-0.0040 |
-0.4% |
1.0860 |
| Range |
0.0189 |
0.0135 |
-0.0054 |
-28.6% |
0.0454 |
| ATR |
0.0196 |
0.0191 |
-0.0004 |
-2.2% |
0.0000 |
| Volume |
70,205 |
116,726 |
46,521 |
66.3% |
455,449 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1484 |
1.1405 |
1.1130 |
|
| R3 |
1.1349 |
1.1270 |
1.1093 |
|
| R2 |
1.1214 |
1.1214 |
1.1081 |
|
| R1 |
1.1135 |
1.1135 |
1.1068 |
1.1107 |
| PP |
1.1079 |
1.1079 |
1.1079 |
1.1065 |
| S1 |
1.1000 |
1.1000 |
1.1044 |
1.0972 |
| S2 |
1.0944 |
1.0944 |
1.1031 |
|
| S3 |
1.0809 |
1.0865 |
1.1019 |
|
| S4 |
1.0674 |
1.0730 |
1.0982 |
|
|
| 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 |
1.1220 |
1.0829 |
0.0391 |
3.5% |
0.0212 |
1.9% |
58% |
False |
False |
99,379 |
| 10 |
1.1300 |
1.0829 |
0.0471 |
4.3% |
0.0179 |
1.6% |
48% |
False |
False |
89,419 |
| 20 |
1.1496 |
1.0829 |
0.0667 |
6.0% |
0.0197 |
1.8% |
34% |
False |
False |
88,808 |
| 40 |
1.1496 |
1.0567 |
0.0929 |
8.4% |
0.0191 |
1.7% |
53% |
False |
False |
71,645 |
| 60 |
1.1496 |
1.0333 |
0.1163 |
10.5% |
0.0182 |
1.6% |
62% |
False |
False |
51,021 |
| 80 |
1.1496 |
0.9910 |
0.1586 |
14.3% |
0.0189 |
1.7% |
72% |
False |
False |
38,300 |
| 100 |
1.1496 |
0.9535 |
0.1961 |
17.7% |
0.0171 |
1.5% |
78% |
False |
False |
30,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1732 |
|
2.618 |
1.1511 |
|
1.618 |
1.1376 |
|
1.000 |
1.1293 |
|
0.618 |
1.1241 |
|
HIGH |
1.1158 |
|
0.618 |
1.1106 |
|
0.500 |
1.1091 |
|
0.382 |
1.1075 |
|
LOW |
1.1023 |
|
0.618 |
1.0940 |
|
1.000 |
1.0888 |
|
1.618 |
1.0805 |
|
2.618 |
1.0670 |
|
4.250 |
1.0449 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1091 |
1.1035 |
| PP |
1.1079 |
1.1014 |
| S1 |
1.1068 |
1.0994 |
|