CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0898 |
1.0827 |
-0.0071 |
-0.7% |
1.0860 |
| High |
1.0942 |
1.0866 |
-0.0076 |
-0.7% |
1.1158 |
| Low |
1.0783 |
1.0647 |
-0.0136 |
-1.3% |
1.0829 |
| Close |
1.0822 |
1.0673 |
-0.0149 |
-1.4% |
1.0900 |
| Range |
0.0159 |
0.0219 |
0.0060 |
37.7% |
0.0329 |
| ATR |
0.0187 |
0.0189 |
0.0002 |
1.2% |
0.0000 |
| Volume |
0 |
116,189 |
116,189 |
|
449,177 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1386 |
1.1248 |
1.0793 |
|
| R3 |
1.1167 |
1.1029 |
1.0733 |
|
| R2 |
1.0948 |
1.0948 |
1.0713 |
|
| R1 |
1.0810 |
1.0810 |
1.0693 |
1.0770 |
| PP |
1.0729 |
1.0729 |
1.0729 |
1.0708 |
| S1 |
1.0591 |
1.0591 |
1.0653 |
1.0551 |
| S2 |
1.0510 |
1.0510 |
1.0633 |
|
| S3 |
1.0291 |
1.0372 |
1.0613 |
|
| S4 |
1.0072 |
1.0153 |
1.0553 |
|
|
| 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 |
1.0647 |
0.0511 |
4.8% |
0.0173 |
1.6% |
5% |
False |
True |
79,468 |
| 10 |
1.1268 |
1.0647 |
0.0621 |
5.8% |
0.0191 |
1.8% |
4% |
False |
True |
87,327 |
| 20 |
1.1496 |
1.0647 |
0.0849 |
8.0% |
0.0198 |
1.9% |
3% |
False |
True |
86,857 |
| 40 |
1.1496 |
1.0567 |
0.0929 |
8.7% |
0.0183 |
1.7% |
11% |
False |
False |
71,120 |
| 60 |
1.1496 |
1.0375 |
0.1121 |
10.5% |
0.0185 |
1.7% |
27% |
False |
False |
55,685 |
| 80 |
1.1496 |
1.0001 |
0.1495 |
14.0% |
0.0191 |
1.8% |
45% |
False |
False |
41,801 |
| 100 |
1.1496 |
0.9567 |
0.1929 |
18.1% |
0.0176 |
1.6% |
57% |
False |
False |
33,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1797 |
|
2.618 |
1.1439 |
|
1.618 |
1.1220 |
|
1.000 |
1.1085 |
|
0.618 |
1.1001 |
|
HIGH |
1.0866 |
|
0.618 |
1.0782 |
|
0.500 |
1.0757 |
|
0.382 |
1.0731 |
|
LOW |
1.0647 |
|
0.618 |
1.0512 |
|
1.000 |
1.0428 |
|
1.618 |
1.0293 |
|
2.618 |
1.0074 |
|
4.250 |
0.9716 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0757 |
1.0853 |
| PP |
1.0729 |
1.0793 |
| S1 |
1.0701 |
1.0733 |
|