CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1070 |
1.1011 |
-0.0059 |
-0.5% |
1.0860 |
| High |
1.1139 |
1.1059 |
-0.0080 |
-0.7% |
1.1158 |
| Low |
1.0980 |
1.0868 |
-0.0112 |
-1.0% |
1.0829 |
| Close |
1.1059 |
1.0900 |
-0.0159 |
-1.4% |
1.0900 |
| Range |
0.0159 |
0.0191 |
0.0032 |
20.1% |
0.0329 |
| ATR |
0.0189 |
0.0189 |
0.0000 |
0.1% |
0.0000 |
| Volume |
76,877 |
87,550 |
10,673 |
13.9% |
449,177 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1515 |
1.1399 |
1.1005 |
|
| R3 |
1.1324 |
1.1208 |
1.0953 |
|
| R2 |
1.1133 |
1.1133 |
1.0935 |
|
| R1 |
1.1017 |
1.1017 |
1.0918 |
1.0980 |
| PP |
1.0942 |
1.0942 |
1.0942 |
1.0924 |
| S1 |
1.0826 |
1.0826 |
1.0882 |
1.0789 |
| S2 |
1.0751 |
1.0751 |
1.0865 |
|
| S3 |
1.0560 |
1.0635 |
1.0847 |
|
| S4 |
1.0369 |
1.0444 |
1.0795 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1949 |
1.1754 |
1.1081 |
|
| R3 |
1.1620 |
1.1425 |
1.0990 |
|
| R2 |
1.1291 |
1.1291 |
1.0960 |
|
| R1 |
1.1096 |
1.1096 |
1.0930 |
1.1194 |
| PP |
1.0962 |
1.0962 |
1.0962 |
1.1011 |
| S1 |
1.0767 |
1.0767 |
1.0870 |
1.0865 |
| S2 |
1.0633 |
1.0633 |
1.0840 |
|
| S3 |
1.0304 |
1.0438 |
1.0810 |
|
| S4 |
0.9975 |
1.0109 |
1.0719 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1158 |
1.0829 |
0.0329 |
3.0% |
0.0171 |
1.6% |
22% |
False |
False |
89,835 |
| 10 |
1.1300 |
1.0829 |
0.0471 |
4.3% |
0.0188 |
1.7% |
15% |
False |
False |
90,462 |
| 20 |
1.1496 |
1.0829 |
0.0667 |
6.1% |
0.0196 |
1.8% |
11% |
False |
False |
89,525 |
| 40 |
1.1496 |
1.0567 |
0.0929 |
8.5% |
0.0190 |
1.7% |
36% |
False |
False |
71,759 |
| 60 |
1.1496 |
1.0363 |
0.1133 |
10.4% |
0.0185 |
1.7% |
47% |
False |
False |
53,757 |
| 80 |
1.1496 |
1.0001 |
0.1495 |
13.7% |
0.0191 |
1.8% |
60% |
False |
False |
40,354 |
| 100 |
1.1496 |
0.9535 |
0.1961 |
18.0% |
0.0173 |
1.6% |
70% |
False |
False |
32,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1871 |
|
2.618 |
1.1559 |
|
1.618 |
1.1368 |
|
1.000 |
1.1250 |
|
0.618 |
1.1177 |
|
HIGH |
1.1059 |
|
0.618 |
1.0986 |
|
0.500 |
1.0964 |
|
0.382 |
1.0941 |
|
LOW |
1.0868 |
|
0.618 |
1.0750 |
|
1.000 |
1.0677 |
|
1.618 |
1.0559 |
|
2.618 |
1.0368 |
|
4.250 |
1.0056 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0964 |
1.1013 |
| PP |
1.0942 |
1.0975 |
| S1 |
1.0921 |
1.0938 |
|