CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0272 |
1.0201 |
-0.0071 |
-0.7% |
1.0182 |
| High |
1.0314 |
1.0204 |
-0.0110 |
-1.1% |
1.0474 |
| Low |
1.0153 |
1.0119 |
-0.0034 |
-0.3% |
1.0104 |
| Close |
1.0220 |
1.0169 |
-0.0051 |
-0.5% |
1.0220 |
| Range |
0.0161 |
0.0085 |
-0.0076 |
-47.2% |
0.0370 |
| ATR |
0.0173 |
0.0168 |
-0.0005 |
-3.0% |
0.0000 |
| Volume |
92,633 |
47,716 |
-44,917 |
-48.5% |
169,043 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0419 |
1.0379 |
1.0216 |
|
| R3 |
1.0334 |
1.0294 |
1.0192 |
|
| R2 |
1.0249 |
1.0249 |
1.0185 |
|
| R1 |
1.0209 |
1.0209 |
1.0177 |
1.0187 |
| PP |
1.0164 |
1.0164 |
1.0164 |
1.0153 |
| S1 |
1.0124 |
1.0124 |
1.0161 |
1.0102 |
| S2 |
1.0079 |
1.0079 |
1.0153 |
|
| S3 |
0.9994 |
1.0039 |
1.0146 |
|
| S4 |
0.9909 |
0.9954 |
1.0122 |
|
|
| 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% |
0.0182 |
1.8% |
18% |
False |
False |
43,351 |
| 10 |
1.0474 |
1.0054 |
0.0420 |
4.1% |
0.0170 |
1.7% |
27% |
False |
False |
22,563 |
| 20 |
1.0954 |
1.0054 |
0.0900 |
8.9% |
0.0170 |
1.7% |
13% |
False |
False |
11,706 |
| 40 |
1.1510 |
1.0054 |
0.1456 |
14.3% |
0.0158 |
1.5% |
8% |
False |
False |
5,942 |
| 60 |
1.1510 |
1.0054 |
0.1456 |
14.3% |
0.0133 |
1.3% |
8% |
False |
False |
3,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0565 |
|
2.618 |
1.0427 |
|
1.618 |
1.0342 |
|
1.000 |
1.0289 |
|
0.618 |
1.0257 |
|
HIGH |
1.0204 |
|
0.618 |
1.0172 |
|
0.500 |
1.0162 |
|
0.382 |
1.0151 |
|
LOW |
1.0119 |
|
0.618 |
1.0066 |
|
1.000 |
1.0034 |
|
1.618 |
0.9981 |
|
2.618 |
0.9896 |
|
4.250 |
0.9758 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0167 |
1.0297 |
| PP |
1.0164 |
1.0254 |
| S1 |
1.0162 |
1.0212 |
|