CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1011 |
1.0898 |
-0.0113 |
-1.0% |
1.0860 |
| High |
1.1059 |
1.0942 |
-0.0117 |
-1.1% |
1.1158 |
| Low |
1.0868 |
1.0783 |
-0.0085 |
-0.8% |
1.0829 |
| Close |
1.0900 |
1.0822 |
-0.0078 |
-0.7% |
1.0900 |
| Range |
0.0191 |
0.0159 |
-0.0032 |
-16.8% |
0.0329 |
| ATR |
0.0189 |
0.0187 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
87,550 |
0 |
-87,550 |
-100.0% |
449,177 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1326 |
1.1233 |
1.0909 |
|
| R3 |
1.1167 |
1.1074 |
1.0866 |
|
| R2 |
1.1008 |
1.1008 |
1.0851 |
|
| R1 |
1.0915 |
1.0915 |
1.0837 |
1.0882 |
| PP |
1.0849 |
1.0849 |
1.0849 |
1.0833 |
| S1 |
1.0756 |
1.0756 |
1.0807 |
1.0723 |
| S2 |
1.0690 |
1.0690 |
1.0793 |
|
| S3 |
1.0531 |
1.0597 |
1.0778 |
|
| S4 |
1.0372 |
1.0438 |
1.0735 |
|
|
| 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 |
1.0783 |
0.0375 |
3.5% |
0.0167 |
1.5% |
10% |
False |
True |
70,271 |
| 10 |
1.1300 |
1.0783 |
0.0517 |
4.8% |
0.0187 |
1.7% |
8% |
False |
True |
83,290 |
| 20 |
1.1496 |
1.0783 |
0.0713 |
6.6% |
0.0198 |
1.8% |
5% |
False |
True |
85,098 |
| 40 |
1.1496 |
1.0567 |
0.0929 |
8.6% |
0.0187 |
1.7% |
27% |
False |
False |
70,149 |
| 60 |
1.1496 |
1.0375 |
0.1121 |
10.4% |
0.0186 |
1.7% |
40% |
False |
False |
53,755 |
| 80 |
1.1496 |
1.0001 |
0.1495 |
13.8% |
0.0190 |
1.8% |
55% |
False |
False |
40,349 |
| 100 |
1.1496 |
0.9535 |
0.1961 |
18.1% |
0.0174 |
1.6% |
66% |
False |
False |
32,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1618 |
|
2.618 |
1.1358 |
|
1.618 |
1.1199 |
|
1.000 |
1.1101 |
|
0.618 |
1.1040 |
|
HIGH |
1.0942 |
|
0.618 |
1.0881 |
|
0.500 |
1.0863 |
|
0.382 |
1.0844 |
|
LOW |
1.0783 |
|
0.618 |
1.0685 |
|
1.000 |
1.0624 |
|
1.618 |
1.0526 |
|
2.618 |
1.0367 |
|
4.250 |
1.0107 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0863 |
1.0961 |
| PP |
1.0849 |
1.0915 |
| S1 |
1.0836 |
1.0868 |
|