CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 19-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0152 |
1.0421 |
0.0269 |
2.6% |
1.0182 |
| High |
1.0470 |
1.0703 |
0.0233 |
2.2% |
1.0474 |
| Low |
1.0134 |
1.0363 |
0.0229 |
2.3% |
1.0104 |
| Close |
1.0396 |
1.0593 |
0.0197 |
1.9% |
1.0220 |
| Range |
0.0336 |
0.0340 |
0.0004 |
1.2% |
0.0370 |
| ATR |
0.0180 |
0.0191 |
0.0011 |
6.4% |
0.0000 |
| Volume |
48,542 |
76,764 |
28,222 |
58.1% |
169,043 |
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1573 |
1.1423 |
1.0780 |
|
| R3 |
1.1233 |
1.1083 |
1.0687 |
|
| R2 |
1.0893 |
1.0893 |
1.0655 |
|
| R1 |
1.0743 |
1.0743 |
1.0624 |
1.0818 |
| PP |
1.0553 |
1.0553 |
1.0553 |
1.0591 |
| S1 |
1.0403 |
1.0403 |
1.0562 |
1.0478 |
| S2 |
1.0213 |
1.0213 |
1.0531 |
|
| S3 |
0.9873 |
1.0063 |
1.0500 |
|
| S4 |
0.9533 |
0.9723 |
1.0406 |
|
|
| 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 |
1.0703 |
1.0119 |
0.0584 |
5.5% |
0.0245 |
2.3% |
81% |
True |
False |
61,989 |
| 10 |
1.0703 |
1.0054 |
0.0649 |
6.1% |
0.0211 |
2.0% |
83% |
True |
False |
34,880 |
| 20 |
1.0882 |
1.0054 |
0.0828 |
7.8% |
0.0194 |
1.8% |
65% |
False |
False |
17,947 |
| 40 |
1.1510 |
1.0054 |
0.1456 |
13.7% |
0.0167 |
1.6% |
37% |
False |
False |
9,070 |
| 60 |
1.1510 |
1.0054 |
0.1456 |
13.7% |
0.0140 |
1.3% |
37% |
False |
False |
6,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2148 |
|
2.618 |
1.1593 |
|
1.618 |
1.1253 |
|
1.000 |
1.1043 |
|
0.618 |
1.0913 |
|
HIGH |
1.0703 |
|
0.618 |
1.0573 |
|
0.500 |
1.0533 |
|
0.382 |
1.0493 |
|
LOW |
1.0363 |
|
0.618 |
1.0153 |
|
1.000 |
1.0023 |
|
1.618 |
0.9813 |
|
2.618 |
0.9473 |
|
4.250 |
0.8918 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0573 |
1.0532 |
| PP |
1.0553 |
1.0472 |
| S1 |
1.0533 |
1.0411 |
|