CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0280 |
1.0254 |
-0.0026 |
-0.3% |
1.0162 |
| High |
1.0454 |
1.0296 |
-0.0158 |
-1.5% |
1.0454 |
| Low |
1.0148 |
1.0135 |
-0.0013 |
-0.1% |
1.0082 |
| Close |
1.0200 |
1.0200 |
0.0000 |
0.0% |
1.0200 |
| Range |
0.0306 |
0.0161 |
-0.0145 |
-47.4% |
0.0372 |
| ATR |
0.0189 |
0.0187 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
78,984 |
73,621 |
-5,363 |
-6.8% |
411,894 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0693 |
1.0608 |
1.0289 |
|
| R3 |
1.0532 |
1.0447 |
1.0244 |
|
| R2 |
1.0371 |
1.0371 |
1.0230 |
|
| R1 |
1.0286 |
1.0286 |
1.0215 |
1.0248 |
| PP |
1.0210 |
1.0210 |
1.0210 |
1.0192 |
| S1 |
1.0125 |
1.0125 |
1.0185 |
1.0087 |
| S2 |
1.0049 |
1.0049 |
1.0170 |
|
| S3 |
0.9888 |
0.9964 |
1.0156 |
|
| S4 |
0.9727 |
0.9803 |
1.0111 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1361 |
1.1153 |
1.0405 |
|
| R3 |
1.0989 |
1.0781 |
1.0302 |
|
| R2 |
1.0617 |
1.0617 |
1.0268 |
|
| R1 |
1.0409 |
1.0409 |
1.0234 |
1.0513 |
| PP |
1.0245 |
1.0245 |
1.0245 |
1.0298 |
| S1 |
1.0037 |
1.0037 |
1.0166 |
1.0141 |
| S2 |
0.9873 |
0.9873 |
1.0132 |
|
| S3 |
0.9501 |
0.9665 |
1.0098 |
|
| S4 |
0.9129 |
0.9293 |
0.9995 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0454 |
1.0082 |
0.0372 |
3.6% |
0.0192 |
1.9% |
32% |
False |
False |
82,378 |
| 10 |
1.0454 |
1.0032 |
0.0422 |
4.1% |
0.0177 |
1.7% |
40% |
False |
False |
83,136 |
| 20 |
1.1059 |
1.0032 |
0.1027 |
10.1% |
0.0186 |
1.8% |
16% |
False |
False |
81,946 |
| 40 |
1.1496 |
1.0032 |
0.1464 |
14.4% |
0.0191 |
1.9% |
11% |
False |
False |
85,509 |
| 60 |
1.1496 |
1.0032 |
0.1464 |
14.4% |
0.0190 |
1.9% |
11% |
False |
False |
74,614 |
| 80 |
1.1496 |
1.0032 |
0.1464 |
14.4% |
0.0184 |
1.8% |
11% |
False |
False |
59,710 |
| 100 |
1.1496 |
0.9910 |
0.1586 |
15.5% |
0.0190 |
1.9% |
18% |
False |
False |
47,797 |
| 120 |
1.1496 |
0.9535 |
0.1961 |
19.2% |
0.0174 |
1.7% |
34% |
False |
False |
39,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0980 |
|
2.618 |
1.0717 |
|
1.618 |
1.0556 |
|
1.000 |
1.0457 |
|
0.618 |
1.0395 |
|
HIGH |
1.0296 |
|
0.618 |
1.0234 |
|
0.500 |
1.0216 |
|
0.382 |
1.0197 |
|
LOW |
1.0135 |
|
0.618 |
1.0036 |
|
1.000 |
0.9974 |
|
1.618 |
0.9875 |
|
2.618 |
0.9714 |
|
4.250 |
0.9451 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0216 |
1.0282 |
| PP |
1.0210 |
1.0255 |
| S1 |
1.0205 |
1.0227 |
|