CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0178 |
1.0292 |
0.0114 |
1.1% |
1.0710 |
| High |
1.0350 |
1.0342 |
-0.0008 |
-0.1% |
1.0804 |
| Low |
1.0178 |
1.0244 |
0.0066 |
0.6% |
1.0157 |
| Close |
1.0242 |
1.0253 |
0.0011 |
0.1% |
1.0242 |
| Range |
0.0172 |
0.0098 |
-0.0074 |
-43.0% |
0.0647 |
| ATR |
0.0160 |
0.0156 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
2,712 |
739 |
-1,973 |
-72.8% |
4,500 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0574 |
1.0511 |
1.0307 |
|
| R3 |
1.0476 |
1.0413 |
1.0280 |
|
| R2 |
1.0378 |
1.0378 |
1.0271 |
|
| R1 |
1.0315 |
1.0315 |
1.0262 |
1.0298 |
| PP |
1.0280 |
1.0280 |
1.0280 |
1.0271 |
| S1 |
1.0217 |
1.0217 |
1.0244 |
1.0200 |
| S2 |
1.0182 |
1.0182 |
1.0235 |
|
| S3 |
1.0084 |
1.0119 |
1.0226 |
|
| S4 |
0.9986 |
1.0021 |
1.0199 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2342 |
1.1939 |
1.0598 |
|
| R3 |
1.1695 |
1.1292 |
1.0420 |
|
| R2 |
1.1048 |
1.1048 |
1.0361 |
|
| R1 |
1.0645 |
1.0645 |
1.0301 |
1.0523 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0340 |
| S1 |
0.9998 |
0.9998 |
1.0183 |
0.9876 |
| S2 |
0.9754 |
0.9754 |
1.0123 |
|
| S3 |
0.9107 |
0.9351 |
1.0064 |
|
| S4 |
0.8460 |
0.8704 |
0.9886 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0759 |
|
2.618 |
1.0599 |
|
1.618 |
1.0501 |
|
1.000 |
1.0440 |
|
0.618 |
1.0403 |
|
HIGH |
1.0342 |
|
0.618 |
1.0305 |
|
0.500 |
1.0293 |
|
0.382 |
1.0281 |
|
LOW |
1.0244 |
|
0.618 |
1.0183 |
|
1.000 |
1.0146 |
|
1.618 |
1.0085 |
|
2.618 |
0.9987 |
|
4.250 |
0.9828 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0293 |
1.0254 |
| PP |
1.0280 |
1.0253 |
| S1 |
1.0266 |
1.0253 |
|