CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 16-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0254 |
1.0219 |
-0.0035 |
-0.3% |
1.0162 |
| High |
1.0296 |
1.0248 |
-0.0048 |
-0.5% |
1.0454 |
| Low |
1.0135 |
1.0138 |
0.0003 |
0.0% |
1.0082 |
| Close |
1.0200 |
1.0163 |
-0.0037 |
-0.4% |
1.0200 |
| Range |
0.0161 |
0.0110 |
-0.0051 |
-31.7% |
0.0372 |
| ATR |
0.0187 |
0.0182 |
-0.0006 |
-2.9% |
0.0000 |
| Volume |
73,621 |
16,649 |
-56,972 |
-77.4% |
411,894 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0513 |
1.0448 |
1.0224 |
|
| R3 |
1.0403 |
1.0338 |
1.0193 |
|
| R2 |
1.0293 |
1.0293 |
1.0183 |
|
| R1 |
1.0228 |
1.0228 |
1.0173 |
1.0206 |
| PP |
1.0183 |
1.0183 |
1.0183 |
1.0172 |
| S1 |
1.0118 |
1.0118 |
1.0153 |
1.0096 |
| S2 |
1.0073 |
1.0073 |
1.0143 |
|
| S3 |
0.9963 |
1.0008 |
1.0133 |
|
| S4 |
0.9853 |
0.9898 |
1.0103 |
|
|
| 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 |
1.0087 |
0.0367 |
3.6% |
0.0188 |
1.8% |
21% |
False |
False |
64,099 |
| 10 |
1.0454 |
1.0032 |
0.0422 |
4.2% |
0.0178 |
1.7% |
31% |
False |
False |
74,816 |
| 20 |
1.0942 |
1.0032 |
0.0910 |
9.0% |
0.0182 |
1.8% |
14% |
False |
False |
78,401 |
| 40 |
1.1496 |
1.0032 |
0.1464 |
14.4% |
0.0189 |
1.9% |
9% |
False |
False |
83,963 |
| 60 |
1.1496 |
1.0032 |
0.1464 |
14.4% |
0.0187 |
1.8% |
9% |
False |
False |
73,973 |
| 80 |
1.1496 |
1.0032 |
0.1464 |
14.4% |
0.0184 |
1.8% |
9% |
False |
False |
59,918 |
| 100 |
1.1496 |
1.0001 |
0.1495 |
14.7% |
0.0189 |
1.9% |
11% |
False |
False |
47,963 |
| 120 |
1.1496 |
0.9535 |
0.1961 |
19.3% |
0.0175 |
1.7% |
32% |
False |
False |
39,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0716 |
|
2.618 |
1.0536 |
|
1.618 |
1.0426 |
|
1.000 |
1.0358 |
|
0.618 |
1.0316 |
|
HIGH |
1.0248 |
|
0.618 |
1.0206 |
|
0.500 |
1.0193 |
|
0.382 |
1.0180 |
|
LOW |
1.0138 |
|
0.618 |
1.0070 |
|
1.000 |
1.0028 |
|
1.618 |
0.9960 |
|
2.618 |
0.9850 |
|
4.250 |
0.9671 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0193 |
1.0295 |
| PP |
1.0183 |
1.0251 |
| S1 |
1.0173 |
1.0207 |
|