CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0295 |
1.0272 |
-0.0023 |
-0.2% |
1.0182 |
| High |
1.0474 |
1.0314 |
-0.0160 |
-1.5% |
1.0474 |
| Low |
1.0169 |
1.0153 |
-0.0016 |
-0.2% |
1.0104 |
| Close |
1.0220 |
1.0220 |
0.0000 |
0.0% |
1.0220 |
| Range |
0.0305 |
0.0161 |
-0.0144 |
-47.2% |
0.0370 |
| ATR |
0.0174 |
0.0173 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
44,290 |
92,633 |
48,343 |
109.2% |
169,043 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0712 |
1.0627 |
1.0309 |
|
| R3 |
1.0551 |
1.0466 |
1.0264 |
|
| R2 |
1.0390 |
1.0390 |
1.0250 |
|
| R1 |
1.0305 |
1.0305 |
1.0235 |
1.0267 |
| PP |
1.0229 |
1.0229 |
1.0229 |
1.0210 |
| S1 |
1.0144 |
1.0144 |
1.0205 |
1.0106 |
| S2 |
1.0068 |
1.0068 |
1.0190 |
|
| S3 |
0.9907 |
0.9983 |
1.0176 |
|
| S4 |
0.9746 |
0.9822 |
1.0131 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1376 |
1.1168 |
1.0424 |
|
| R3 |
1.1006 |
1.0798 |
1.0322 |
|
| R2 |
1.0636 |
1.0636 |
1.0288 |
|
| R1 |
1.0428 |
1.0428 |
1.0254 |
1.0532 |
| PP |
1.0266 |
1.0266 |
1.0266 |
1.0318 |
| S1 |
1.0058 |
1.0058 |
1.0186 |
1.0162 |
| S2 |
0.9896 |
0.9896 |
1.0152 |
|
| S3 |
0.9526 |
0.9688 |
1.0118 |
|
| S4 |
0.9156 |
0.9318 |
1.0017 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0474 |
1.0104 |
0.0370 |
3.6% |
0.0204 |
2.0% |
31% |
False |
False |
34,597 |
| 10 |
1.0474 |
1.0054 |
0.0420 |
4.1% |
0.0179 |
1.7% |
40% |
False |
False |
18,063 |
| 20 |
1.1084 |
1.0054 |
0.1030 |
10.1% |
0.0175 |
1.7% |
16% |
False |
False |
9,329 |
| 40 |
1.1510 |
1.0054 |
0.1456 |
14.2% |
0.0157 |
1.5% |
11% |
False |
False |
4,754 |
| 60 |
1.1510 |
1.0054 |
0.1456 |
14.2% |
0.0135 |
1.3% |
11% |
False |
False |
3,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0998 |
|
2.618 |
1.0735 |
|
1.618 |
1.0574 |
|
1.000 |
1.0475 |
|
0.618 |
1.0413 |
|
HIGH |
1.0314 |
|
0.618 |
1.0252 |
|
0.500 |
1.0234 |
|
0.382 |
1.0215 |
|
LOW |
1.0153 |
|
0.618 |
1.0054 |
|
1.000 |
0.9992 |
|
1.618 |
0.9893 |
|
2.618 |
0.9732 |
|
4.250 |
0.9469 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0234 |
1.0307 |
| PP |
1.0229 |
1.0278 |
| S1 |
1.0225 |
1.0249 |
|