CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0101 |
1.0214 |
0.0113 |
1.1% |
1.0292 |
| High |
1.0256 |
1.0377 |
0.0121 |
1.2% |
1.0377 |
| Low |
1.0054 |
1.0183 |
0.0129 |
1.3% |
1.0054 |
| Close |
1.0198 |
1.0235 |
0.0037 |
0.4% |
1.0235 |
| Range |
0.0202 |
0.0194 |
-0.0008 |
-4.0% |
0.0323 |
| ATR |
0.0158 |
0.0161 |
0.0003 |
1.6% |
0.0000 |
| Volume |
1,107 |
3,942 |
2,835 |
256.1% |
8,878 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0847 |
1.0735 |
1.0342 |
|
| R3 |
1.0653 |
1.0541 |
1.0288 |
|
| R2 |
1.0459 |
1.0459 |
1.0271 |
|
| R1 |
1.0347 |
1.0347 |
1.0253 |
1.0403 |
| PP |
1.0265 |
1.0265 |
1.0265 |
1.0293 |
| S1 |
1.0153 |
1.0153 |
1.0217 |
1.0209 |
| S2 |
1.0071 |
1.0071 |
1.0199 |
|
| S3 |
0.9877 |
0.9959 |
1.0182 |
|
| S4 |
0.9683 |
0.9765 |
1.0128 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1191 |
1.1036 |
1.0413 |
|
| R3 |
1.0868 |
1.0713 |
1.0324 |
|
| R2 |
1.0545 |
1.0545 |
1.0294 |
|
| R1 |
1.0390 |
1.0390 |
1.0265 |
1.0306 |
| PP |
1.0222 |
1.0222 |
1.0222 |
1.0180 |
| S1 |
1.0067 |
1.0067 |
1.0205 |
0.9983 |
| S2 |
0.9899 |
0.9899 |
1.0176 |
|
| S3 |
0.9576 |
0.9744 |
1.0146 |
|
| S4 |
0.9253 |
0.9421 |
1.0057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0377 |
1.0054 |
0.0323 |
3.2% |
0.0157 |
1.5% |
56% |
True |
False |
1,775 |
| 10 |
1.0804 |
1.0054 |
0.0750 |
7.3% |
0.0178 |
1.7% |
24% |
False |
False |
1,337 |
| 20 |
1.1173 |
1.0054 |
0.1119 |
10.9% |
0.0160 |
1.6% |
16% |
False |
False |
926 |
| 40 |
1.1510 |
1.0054 |
0.1456 |
14.2% |
0.0150 |
1.5% |
12% |
False |
False |
543 |
| 60 |
1.1510 |
1.0054 |
0.1456 |
14.2% |
0.0128 |
1.3% |
12% |
False |
False |
370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1202 |
|
2.618 |
1.0885 |
|
1.618 |
1.0691 |
|
1.000 |
1.0571 |
|
0.618 |
1.0497 |
|
HIGH |
1.0377 |
|
0.618 |
1.0303 |
|
0.500 |
1.0280 |
|
0.382 |
1.0257 |
|
LOW |
1.0183 |
|
0.618 |
1.0063 |
|
1.000 |
0.9989 |
|
1.618 |
0.9869 |
|
2.618 |
0.9675 |
|
4.250 |
0.9359 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0280 |
1.0229 |
| PP |
1.0265 |
1.0222 |
| S1 |
1.0250 |
1.0216 |
|