CME Japanese Yen Future June 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 |
1.0292 |
1.0318 |
0.0026 |
0.3% |
1.0710 |
| High |
1.0342 |
1.0332 |
-0.0010 |
-0.1% |
1.0804 |
| Low |
1.0244 |
1.0168 |
-0.0076 |
-0.7% |
1.0157 |
| Close |
1.0253 |
1.0191 |
-0.0062 |
-0.6% |
1.0242 |
| Range |
0.0098 |
0.0164 |
0.0066 |
67.3% |
0.0647 |
| ATR |
0.0156 |
0.0157 |
0.0001 |
0.4% |
0.0000 |
| Volume |
739 |
1,403 |
664 |
89.9% |
4,500 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0722 |
1.0621 |
1.0281 |
|
| R3 |
1.0558 |
1.0457 |
1.0236 |
|
| R2 |
1.0394 |
1.0394 |
1.0221 |
|
| R1 |
1.0293 |
1.0293 |
1.0206 |
1.0262 |
| PP |
1.0230 |
1.0230 |
1.0230 |
1.0215 |
| S1 |
1.0129 |
1.0129 |
1.0176 |
1.0098 |
| S2 |
1.0066 |
1.0066 |
1.0161 |
|
| S3 |
0.9902 |
0.9965 |
1.0146 |
|
| S4 |
0.9738 |
0.9801 |
1.0101 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0407 |
1.0157 |
0.0250 |
2.5% |
0.0145 |
1.4% |
14% |
False |
False |
1,230 |
| 10 |
1.0882 |
1.0157 |
0.0725 |
7.1% |
0.0177 |
1.7% |
5% |
False |
False |
1,015 |
| 20 |
1.1278 |
1.0157 |
0.1121 |
11.0% |
0.0163 |
1.6% |
3% |
False |
False |
640 |
| 40 |
1.1510 |
1.0157 |
0.1353 |
13.3% |
0.0147 |
1.4% |
3% |
False |
False |
378 |
| 60 |
1.1510 |
1.0157 |
0.1353 |
13.3% |
0.0121 |
1.2% |
3% |
False |
False |
258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1029 |
|
2.618 |
1.0761 |
|
1.618 |
1.0597 |
|
1.000 |
1.0496 |
|
0.618 |
1.0433 |
|
HIGH |
1.0332 |
|
0.618 |
1.0269 |
|
0.500 |
1.0250 |
|
0.382 |
1.0231 |
|
LOW |
1.0168 |
|
0.618 |
1.0067 |
|
1.000 |
1.0004 |
|
1.618 |
0.9903 |
|
2.618 |
0.9739 |
|
4.250 |
0.9471 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0250 |
1.0259 |
| PP |
1.0230 |
1.0236 |
| S1 |
1.0211 |
1.0214 |
|