CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0149 |
1.0295 |
0.0146 |
1.4% |
1.0292 |
| High |
1.0369 |
1.0474 |
0.0105 |
1.0% |
1.0377 |
| Low |
1.0139 |
1.0169 |
0.0030 |
0.3% |
1.0054 |
| Close |
1.0303 |
1.0220 |
-0.0083 |
-0.8% |
1.0235 |
| Range |
0.0230 |
0.0305 |
0.0075 |
32.6% |
0.0323 |
| ATR |
0.0164 |
0.0174 |
0.0010 |
6.2% |
0.0000 |
| Volume |
25,993 |
44,290 |
18,297 |
70.4% |
8,878 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1203 |
1.1016 |
1.0388 |
|
| R3 |
1.0898 |
1.0711 |
1.0304 |
|
| R2 |
1.0593 |
1.0593 |
1.0276 |
|
| R1 |
1.0406 |
1.0406 |
1.0248 |
1.0347 |
| PP |
1.0288 |
1.0288 |
1.0288 |
1.0258 |
| S1 |
1.0101 |
1.0101 |
1.0192 |
1.0042 |
| S2 |
0.9983 |
0.9983 |
1.0164 |
|
| S3 |
0.9678 |
0.9796 |
1.0136 |
|
| S4 |
0.9373 |
0.9491 |
1.0052 |
|
|
| 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 |
1.0474 |
1.0054 |
0.0420 |
4.1% |
0.0212 |
2.1% |
40% |
True |
False |
16,291 |
| 10 |
1.0474 |
1.0054 |
0.0420 |
4.1% |
0.0176 |
1.7% |
40% |
True |
False |
8,864 |
| 20 |
1.1155 |
1.0054 |
0.1101 |
10.8% |
0.0172 |
1.7% |
15% |
False |
False |
4,710 |
| 40 |
1.1510 |
1.0054 |
0.1456 |
14.2% |
0.0157 |
1.5% |
11% |
False |
False |
2,444 |
| 60 |
1.1510 |
1.0054 |
0.1456 |
14.2% |
0.0135 |
1.3% |
11% |
False |
False |
1,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1770 |
|
2.618 |
1.1272 |
|
1.618 |
1.0967 |
|
1.000 |
1.0779 |
|
0.618 |
1.0662 |
|
HIGH |
1.0474 |
|
0.618 |
1.0357 |
|
0.500 |
1.0322 |
|
0.382 |
1.0286 |
|
LOW |
1.0169 |
|
0.618 |
0.9981 |
|
1.000 |
0.9864 |
|
1.618 |
0.9676 |
|
2.618 |
0.9371 |
|
4.250 |
0.8873 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0322 |
1.0289 |
| PP |
1.0288 |
1.0266 |
| S1 |
1.0254 |
1.0243 |
|