CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0699 |
1.0590 |
-0.0109 |
-1.0% |
1.0898 |
| High |
1.0784 |
1.0612 |
-0.0172 |
-1.6% |
1.0942 |
| Low |
1.0532 |
1.0318 |
-0.0214 |
-2.0% |
1.0588 |
| Close |
1.0573 |
1.0327 |
-0.0246 |
-2.3% |
1.0731 |
| Range |
0.0252 |
0.0294 |
0.0042 |
16.7% |
0.0354 |
| ATR |
0.0192 |
0.0200 |
0.0007 |
3.8% |
0.0000 |
| Volume |
91,907 |
91,755 |
-152 |
-0.2% |
290,998 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1301 |
1.1108 |
1.0489 |
|
| R3 |
1.1007 |
1.0814 |
1.0408 |
|
| R2 |
1.0713 |
1.0713 |
1.0381 |
|
| R1 |
1.0520 |
1.0520 |
1.0354 |
1.0470 |
| PP |
1.0419 |
1.0419 |
1.0419 |
1.0394 |
| S1 |
1.0226 |
1.0226 |
1.0300 |
1.0176 |
| S2 |
1.0125 |
1.0125 |
1.0273 |
|
| S3 |
0.9831 |
0.9932 |
1.0246 |
|
| S4 |
0.9537 |
0.9638 |
1.0165 |
|
|
| 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 |
1.0866 |
1.0318 |
0.0548 |
5.3% |
0.0223 |
2.2% |
2% |
False |
True |
94,932 |
| 10 |
1.1158 |
1.0318 |
0.0840 |
8.1% |
0.0195 |
1.9% |
1% |
False |
True |
82,601 |
| 20 |
1.1319 |
1.0318 |
0.1001 |
9.7% |
0.0193 |
1.9% |
1% |
False |
True |
84,088 |
| 40 |
1.1496 |
1.0318 |
0.1178 |
11.4% |
0.0191 |
1.9% |
1% |
False |
True |
75,407 |
| 60 |
1.1496 |
1.0318 |
0.1178 |
11.4% |
0.0188 |
1.8% |
1% |
False |
True |
61,626 |
| 80 |
1.1496 |
1.0001 |
0.1495 |
14.5% |
0.0180 |
1.7% |
22% |
False |
False |
46,268 |
| 100 |
1.1496 |
0.9625 |
0.1871 |
18.1% |
0.0183 |
1.8% |
38% |
False |
False |
37,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1862 |
|
2.618 |
1.1382 |
|
1.618 |
1.1088 |
|
1.000 |
1.0906 |
|
0.618 |
1.0794 |
|
HIGH |
1.0612 |
|
0.618 |
1.0500 |
|
0.500 |
1.0465 |
|
0.382 |
1.0430 |
|
LOW |
1.0318 |
|
0.618 |
1.0136 |
|
1.000 |
1.0024 |
|
1.618 |
0.9842 |
|
2.618 |
0.9548 |
|
4.250 |
0.9069 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0465 |
1.0567 |
| PP |
1.0419 |
1.0487 |
| S1 |
1.0373 |
1.0407 |
|