CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0238 |
1.0296 |
0.0058 |
0.6% |
1.0699 |
| High |
1.0320 |
1.0310 |
-0.0010 |
-0.1% |
1.0784 |
| Low |
1.0216 |
1.0143 |
-0.0073 |
-0.7% |
1.0132 |
| Close |
1.0232 |
1.0170 |
-0.0062 |
-0.6% |
1.0219 |
| Range |
0.0104 |
0.0167 |
0.0063 |
60.6% |
0.0652 |
| ATR |
0.0186 |
0.0184 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
99,843 |
82,118 |
-17,725 |
-17.8% |
429,014 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0709 |
1.0606 |
1.0262 |
|
| R3 |
1.0542 |
1.0439 |
1.0216 |
|
| R2 |
1.0375 |
1.0375 |
1.0201 |
|
| R1 |
1.0272 |
1.0272 |
1.0185 |
1.0240 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0192 |
| S1 |
1.0105 |
1.0105 |
1.0155 |
1.0073 |
| S2 |
1.0041 |
1.0041 |
1.0139 |
|
| S3 |
0.9874 |
0.9938 |
1.0124 |
|
| S4 |
0.9707 |
0.9771 |
1.0078 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2334 |
1.1929 |
1.0578 |
|
| R3 |
1.1682 |
1.1277 |
1.0398 |
|
| R2 |
1.1030 |
1.1030 |
1.0339 |
|
| R1 |
1.0625 |
1.0625 |
1.0279 |
1.0502 |
| PP |
1.0378 |
1.0378 |
1.0378 |
1.0317 |
| S1 |
0.9973 |
0.9973 |
1.0159 |
0.9850 |
| S2 |
0.9726 |
0.9726 |
1.0099 |
|
| S3 |
0.9074 |
0.9321 |
1.0040 |
|
| S4 |
0.8422 |
0.8669 |
0.9860 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0381 |
1.0132 |
0.0249 |
2.4% |
0.0150 |
1.5% |
15% |
False |
False |
85,462 |
| 10 |
1.0866 |
1.0132 |
0.0734 |
7.2% |
0.0187 |
1.8% |
5% |
False |
False |
90,197 |
| 20 |
1.1300 |
1.0132 |
0.1168 |
11.5% |
0.0187 |
1.8% |
3% |
False |
False |
86,744 |
| 40 |
1.1496 |
1.0132 |
0.1364 |
13.4% |
0.0193 |
1.9% |
3% |
False |
False |
83,659 |
| 60 |
1.1496 |
1.0132 |
0.1364 |
13.4% |
0.0191 |
1.9% |
3% |
False |
False |
68,577 |
| 80 |
1.1496 |
1.0111 |
0.1385 |
13.6% |
0.0180 |
1.8% |
4% |
False |
False |
51,606 |
| 100 |
1.1496 |
0.9850 |
0.1646 |
16.2% |
0.0183 |
1.8% |
19% |
False |
False |
41,306 |
| 120 |
1.1496 |
0.9360 |
0.2136 |
21.0% |
0.0165 |
1.6% |
38% |
False |
False |
34,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1020 |
|
2.618 |
1.0747 |
|
1.618 |
1.0580 |
|
1.000 |
1.0477 |
|
0.618 |
1.0413 |
|
HIGH |
1.0310 |
|
0.618 |
1.0246 |
|
0.500 |
1.0227 |
|
0.382 |
1.0207 |
|
LOW |
1.0143 |
|
0.618 |
1.0040 |
|
1.000 |
0.9976 |
|
1.618 |
0.9873 |
|
2.618 |
0.9706 |
|
4.250 |
0.9433 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0227 |
1.0236 |
| PP |
1.0208 |
1.0214 |
| S1 |
1.0189 |
1.0192 |
|