CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0199 |
1.0101 |
-0.0098 |
-1.0% |
1.0710 |
| High |
1.0201 |
1.0256 |
0.0055 |
0.5% |
1.0804 |
| Low |
1.0072 |
1.0054 |
-0.0018 |
-0.2% |
1.0157 |
| Close |
1.0102 |
1.0198 |
0.0096 |
1.0% |
1.0242 |
| Range |
0.0129 |
0.0202 |
0.0073 |
56.6% |
0.0647 |
| ATR |
0.0155 |
0.0158 |
0.0003 |
2.2% |
0.0000 |
| Volume |
1,687 |
1,107 |
-580 |
-34.4% |
4,500 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0775 |
1.0689 |
1.0309 |
|
| R3 |
1.0573 |
1.0487 |
1.0254 |
|
| R2 |
1.0371 |
1.0371 |
1.0235 |
|
| R1 |
1.0285 |
1.0285 |
1.0217 |
1.0328 |
| PP |
1.0169 |
1.0169 |
1.0169 |
1.0191 |
| S1 |
1.0083 |
1.0083 |
1.0179 |
1.0126 |
| S2 |
0.9967 |
0.9967 |
1.0161 |
|
| S3 |
0.9765 |
0.9881 |
1.0142 |
|
| S4 |
0.9563 |
0.9679 |
1.0087 |
|
|
| 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 |
1.0350 |
1.0054 |
0.0296 |
2.9% |
0.0153 |
1.5% |
49% |
False |
True |
1,529 |
| 10 |
1.0822 |
1.0054 |
0.0768 |
7.5% |
0.0178 |
1.7% |
19% |
False |
True |
985 |
| 20 |
1.1173 |
1.0054 |
0.1119 |
11.0% |
0.0159 |
1.6% |
13% |
False |
True |
768 |
| 40 |
1.1510 |
1.0054 |
0.1456 |
14.3% |
0.0149 |
1.5% |
10% |
False |
True |
445 |
| 60 |
1.1510 |
1.0054 |
0.1456 |
14.3% |
0.0125 |
1.2% |
10% |
False |
True |
304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1115 |
|
2.618 |
1.0785 |
|
1.618 |
1.0583 |
|
1.000 |
1.0458 |
|
0.618 |
1.0381 |
|
HIGH |
1.0256 |
|
0.618 |
1.0179 |
|
0.500 |
1.0155 |
|
0.382 |
1.0131 |
|
LOW |
1.0054 |
|
0.618 |
0.9929 |
|
1.000 |
0.9852 |
|
1.618 |
0.9727 |
|
2.618 |
0.9525 |
|
4.250 |
0.9196 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0184 |
1.0196 |
| PP |
1.0169 |
1.0195 |
| S1 |
1.0155 |
1.0193 |
|