CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 20-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0421 |
1.0598 |
0.0177 |
1.7% |
1.0201 |
| High |
1.0703 |
1.0633 |
-0.0070 |
-0.7% |
1.0703 |
| Low |
1.0363 |
1.0399 |
0.0036 |
0.3% |
1.0119 |
| Close |
1.0593 |
1.0433 |
-0.0160 |
-1.5% |
1.0433 |
| Range |
0.0340 |
0.0234 |
-0.0106 |
-31.2% |
0.0584 |
| ATR |
0.0191 |
0.0194 |
0.0003 |
1.6% |
0.0000 |
| Volume |
76,764 |
98,086 |
21,322 |
27.8% |
271,108 |
|
| Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1190 |
1.1046 |
1.0562 |
|
| R3 |
1.0956 |
1.0812 |
1.0497 |
|
| R2 |
1.0722 |
1.0722 |
1.0476 |
|
| R1 |
1.0578 |
1.0578 |
1.0454 |
1.0533 |
| PP |
1.0488 |
1.0488 |
1.0488 |
1.0466 |
| S1 |
1.0344 |
1.0344 |
1.0412 |
1.0299 |
| S2 |
1.0254 |
1.0254 |
1.0390 |
|
| S3 |
1.0020 |
1.0110 |
1.0369 |
|
| S4 |
0.9786 |
0.9876 |
1.0304 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2170 |
1.1886 |
1.0754 |
|
| R3 |
1.1586 |
1.1302 |
1.0594 |
|
| R2 |
1.1002 |
1.1002 |
1.0540 |
|
| R1 |
1.0718 |
1.0718 |
1.0487 |
1.0860 |
| PP |
1.0418 |
1.0418 |
1.0418 |
1.0490 |
| S1 |
1.0134 |
1.0134 |
1.0379 |
1.0276 |
| S2 |
0.9834 |
0.9834 |
1.0326 |
|
| S3 |
0.9250 |
0.9550 |
1.0272 |
|
| S4 |
0.8666 |
0.8966 |
1.0112 |
|
|
| 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 |
5.6% |
0.0231 |
2.2% |
54% |
False |
False |
72,748 |
| 10 |
1.0703 |
1.0054 |
0.0649 |
6.2% |
0.0222 |
2.1% |
58% |
False |
False |
44,520 |
| 20 |
1.0822 |
1.0054 |
0.0768 |
7.4% |
0.0196 |
1.9% |
49% |
False |
False |
22,721 |
| 40 |
1.1399 |
1.0054 |
0.1345 |
12.9% |
0.0164 |
1.6% |
28% |
False |
False |
11,515 |
| 60 |
1.1510 |
1.0054 |
0.1456 |
14.0% |
0.0144 |
1.4% |
26% |
False |
False |
7,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1628 |
|
2.618 |
1.1246 |
|
1.618 |
1.1012 |
|
1.000 |
1.0867 |
|
0.618 |
1.0778 |
|
HIGH |
1.0633 |
|
0.618 |
1.0544 |
|
0.500 |
1.0516 |
|
0.382 |
1.0488 |
|
LOW |
1.0399 |
|
0.618 |
1.0254 |
|
1.000 |
1.0165 |
|
1.618 |
1.0020 |
|
2.618 |
0.9786 |
|
4.250 |
0.9405 |
|
|
| Fisher Pivots for day following 20-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0516 |
1.0428 |
| PP |
1.0488 |
1.0423 |
| S1 |
1.0461 |
1.0419 |
|