CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0198 |
1.0162 |
-0.0036 |
-0.4% |
1.0238 |
| High |
1.0355 |
1.0213 |
-0.0142 |
-1.4% |
1.0355 |
| Low |
1.0152 |
1.0082 |
-0.0070 |
-0.7% |
1.0032 |
| Close |
1.0213 |
1.0121 |
-0.0092 |
-0.9% |
1.0213 |
| Range |
0.0203 |
0.0131 |
-0.0072 |
-35.5% |
0.0323 |
| ATR |
0.0184 |
0.0180 |
-0.0004 |
-2.1% |
0.0000 |
| Volume |
98,293 |
108,044 |
9,751 |
9.9% |
419,466 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0532 |
1.0457 |
1.0193 |
|
| R3 |
1.0401 |
1.0326 |
1.0157 |
|
| R2 |
1.0270 |
1.0270 |
1.0145 |
|
| R1 |
1.0195 |
1.0195 |
1.0133 |
1.0167 |
| PP |
1.0139 |
1.0139 |
1.0139 |
1.0125 |
| S1 |
1.0064 |
1.0064 |
1.0109 |
1.0036 |
| S2 |
1.0008 |
1.0008 |
1.0097 |
|
| S3 |
0.9877 |
0.9933 |
1.0085 |
|
| S4 |
0.9746 |
0.9802 |
1.0049 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1169 |
1.1014 |
1.0391 |
|
| R3 |
1.0846 |
1.0691 |
1.0302 |
|
| R2 |
1.0523 |
1.0523 |
1.0272 |
|
| R1 |
1.0368 |
1.0368 |
1.0243 |
1.0284 |
| PP |
1.0200 |
1.0200 |
1.0200 |
1.0158 |
| S1 |
1.0045 |
1.0045 |
1.0183 |
0.9961 |
| S2 |
0.9877 |
0.9877 |
1.0154 |
|
| S3 |
0.9554 |
0.9722 |
1.0124 |
|
| S4 |
0.9231 |
0.9399 |
1.0035 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0355 |
1.0032 |
0.0323 |
3.2% |
0.0168 |
1.7% |
28% |
False |
False |
85,533 |
| 10 |
1.0612 |
1.0032 |
0.0580 |
5.7% |
0.0172 |
1.7% |
15% |
False |
False |
86,461 |
| 20 |
1.1158 |
1.0032 |
0.1126 |
11.1% |
0.0178 |
1.8% |
8% |
False |
False |
84,834 |
| 40 |
1.1496 |
1.0032 |
0.1464 |
14.5% |
0.0187 |
1.9% |
6% |
False |
False |
86,000 |
| 60 |
1.1496 |
1.0032 |
0.1464 |
14.5% |
0.0191 |
1.9% |
6% |
False |
False |
73,635 |
| 80 |
1.1496 |
1.0032 |
0.1464 |
14.5% |
0.0183 |
1.8% |
6% |
False |
False |
55,918 |
| 100 |
1.1496 |
0.9910 |
0.1586 |
15.7% |
0.0184 |
1.8% |
13% |
False |
False |
44,760 |
| 120 |
1.1496 |
0.9394 |
0.2102 |
20.8% |
0.0169 |
1.7% |
35% |
False |
False |
37,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0770 |
|
2.618 |
1.0556 |
|
1.618 |
1.0425 |
|
1.000 |
1.0344 |
|
0.618 |
1.0294 |
|
HIGH |
1.0213 |
|
0.618 |
1.0163 |
|
0.500 |
1.0148 |
|
0.382 |
1.0132 |
|
LOW |
1.0082 |
|
0.618 |
1.0001 |
|
1.000 |
0.9951 |
|
1.618 |
0.9870 |
|
2.618 |
0.9739 |
|
4.250 |
0.9525 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0148 |
1.0194 |
| PP |
1.0139 |
1.0169 |
| S1 |
1.0130 |
1.0145 |
|