CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0680 |
1.0634 |
-0.0046 |
-0.4% |
1.0898 |
| High |
1.0722 |
1.0816 |
0.0094 |
0.9% |
1.0942 |
| Low |
1.0588 |
1.0598 |
0.0010 |
0.1% |
1.0588 |
| Close |
1.0596 |
1.0731 |
0.0135 |
1.3% |
1.0731 |
| Range |
0.0134 |
0.0218 |
0.0084 |
62.7% |
0.0354 |
| ATR |
0.0185 |
0.0188 |
0.0002 |
1.3% |
0.0000 |
| Volume |
93,192 |
81,617 |
-11,575 |
-12.4% |
290,998 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1369 |
1.1268 |
1.0851 |
|
| R3 |
1.1151 |
1.1050 |
1.0791 |
|
| R2 |
1.0933 |
1.0933 |
1.0771 |
|
| R1 |
1.0832 |
1.0832 |
1.0751 |
1.0883 |
| PP |
1.0715 |
1.0715 |
1.0715 |
1.0740 |
| S1 |
1.0614 |
1.0614 |
1.0711 |
1.0665 |
| S2 |
1.0497 |
1.0497 |
1.0691 |
|
| S3 |
1.0279 |
1.0396 |
1.0671 |
|
| S4 |
1.0061 |
1.0178 |
1.0611 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1816 |
1.1627 |
1.0926 |
|
| R3 |
1.1462 |
1.1273 |
1.0828 |
|
| R2 |
1.1108 |
1.1108 |
1.0796 |
|
| R1 |
1.0919 |
1.0919 |
1.0763 |
1.0837 |
| PP |
1.0754 |
1.0754 |
1.0754 |
1.0712 |
| S1 |
1.0565 |
1.0565 |
1.0699 |
1.0483 |
| S2 |
1.0400 |
1.0400 |
1.0666 |
|
| S3 |
1.0046 |
1.0211 |
1.0634 |
|
| S4 |
0.9692 |
0.9857 |
1.0536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1059 |
1.0588 |
0.0471 |
4.4% |
0.0184 |
1.7% |
30% |
False |
False |
75,709 |
| 10 |
1.1158 |
1.0588 |
0.0570 |
5.3% |
0.0176 |
1.6% |
25% |
False |
False |
85,901 |
| 20 |
1.1377 |
1.0588 |
0.0789 |
7.4% |
0.0186 |
1.7% |
18% |
False |
False |
83,307 |
| 40 |
1.1496 |
1.0567 |
0.0929 |
8.7% |
0.0183 |
1.7% |
18% |
False |
False |
72,240 |
| 60 |
1.1496 |
1.0414 |
0.1082 |
10.1% |
0.0183 |
1.7% |
29% |
False |
False |
58,583 |
| 80 |
1.1496 |
1.0001 |
0.1495 |
13.9% |
0.0184 |
1.7% |
49% |
False |
False |
43,973 |
| 100 |
1.1496 |
0.9567 |
0.1929 |
18.0% |
0.0179 |
1.7% |
60% |
False |
False |
35,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1743 |
|
2.618 |
1.1387 |
|
1.618 |
1.1169 |
|
1.000 |
1.1034 |
|
0.618 |
1.0951 |
|
HIGH |
1.0816 |
|
0.618 |
1.0733 |
|
0.500 |
1.0707 |
|
0.382 |
1.0681 |
|
LOW |
1.0598 |
|
0.618 |
1.0463 |
|
1.000 |
1.0380 |
|
1.618 |
1.0245 |
|
2.618 |
1.0027 |
|
4.250 |
0.9672 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0723 |
1.0730 |
| PP |
1.0715 |
1.0728 |
| S1 |
1.0707 |
1.0727 |
|