CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0201 |
1.0152 |
-0.0049 |
-0.5% |
1.0182 |
| High |
1.0204 |
1.0470 |
0.0266 |
2.6% |
1.0474 |
| Low |
1.0119 |
1.0134 |
0.0015 |
0.1% |
1.0104 |
| Close |
1.0169 |
1.0396 |
0.0227 |
2.2% |
1.0220 |
| Range |
0.0085 |
0.0336 |
0.0251 |
295.3% |
0.0370 |
| ATR |
0.0168 |
0.0180 |
0.0012 |
7.2% |
0.0000 |
| Volume |
47,716 |
48,542 |
826 |
1.7% |
169,043 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1341 |
1.1205 |
1.0581 |
|
| R3 |
1.1005 |
1.0869 |
1.0488 |
|
| R2 |
1.0669 |
1.0669 |
1.0458 |
|
| R1 |
1.0533 |
1.0533 |
1.0427 |
1.0601 |
| PP |
1.0333 |
1.0333 |
1.0333 |
1.0368 |
| S1 |
1.0197 |
1.0197 |
1.0365 |
1.0265 |
| S2 |
0.9997 |
0.9997 |
1.0334 |
|
| S3 |
0.9661 |
0.9861 |
1.0304 |
|
| S4 |
0.9325 |
0.9525 |
1.0211 |
|
|
| 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 |
1.0119 |
0.0355 |
3.4% |
0.0223 |
2.1% |
78% |
False |
False |
51,834 |
| 10 |
1.0474 |
1.0054 |
0.0420 |
4.0% |
0.0194 |
1.9% |
81% |
False |
False |
27,344 |
| 20 |
1.0954 |
1.0054 |
0.0900 |
8.7% |
0.0185 |
1.8% |
38% |
False |
False |
14,124 |
| 40 |
1.1510 |
1.0054 |
0.1456 |
14.0% |
0.0163 |
1.6% |
23% |
False |
False |
7,152 |
| 60 |
1.1510 |
1.0054 |
0.1456 |
14.0% |
0.0135 |
1.3% |
23% |
False |
False |
4,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1898 |
|
2.618 |
1.1350 |
|
1.618 |
1.1014 |
|
1.000 |
1.0806 |
|
0.618 |
1.0678 |
|
HIGH |
1.0470 |
|
0.618 |
1.0342 |
|
0.500 |
1.0302 |
|
0.382 |
1.0262 |
|
LOW |
1.0134 |
|
0.618 |
0.9926 |
|
1.000 |
0.9798 |
|
1.618 |
0.9590 |
|
2.618 |
0.9254 |
|
4.250 |
0.8706 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0365 |
1.0362 |
| PP |
1.0333 |
1.0328 |
| S1 |
1.0302 |
1.0295 |
|