CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 23-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0598 |
1.0474 |
-0.0124 |
-1.2% |
1.0201 |
| High |
1.0633 |
1.0495 |
-0.0138 |
-1.3% |
1.0703 |
| Low |
1.0399 |
1.0283 |
-0.0116 |
-1.1% |
1.0119 |
| Close |
1.0433 |
1.0334 |
-0.0099 |
-0.9% |
1.0433 |
| Range |
0.0234 |
0.0212 |
-0.0022 |
-9.4% |
0.0584 |
| ATR |
0.0194 |
0.0195 |
0.0001 |
0.7% |
0.0000 |
| Volume |
98,086 |
56,655 |
-41,431 |
-42.2% |
271,108 |
|
| Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1007 |
1.0882 |
1.0451 |
|
| R3 |
1.0795 |
1.0670 |
1.0392 |
|
| R2 |
1.0583 |
1.0583 |
1.0373 |
|
| R1 |
1.0458 |
1.0458 |
1.0353 |
1.0415 |
| PP |
1.0371 |
1.0371 |
1.0371 |
1.0349 |
| S1 |
1.0246 |
1.0246 |
1.0315 |
1.0203 |
| S2 |
1.0159 |
1.0159 |
1.0295 |
|
| S3 |
0.9947 |
1.0034 |
1.0276 |
|
| S4 |
0.9735 |
0.9822 |
1.0217 |
|
|
| 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 |
5.7% |
0.0241 |
2.3% |
37% |
False |
False |
65,552 |
| 10 |
1.0703 |
1.0104 |
0.0599 |
5.8% |
0.0223 |
2.2% |
38% |
False |
False |
50,074 |
| 20 |
1.0822 |
1.0054 |
0.0768 |
7.4% |
0.0201 |
1.9% |
36% |
False |
False |
25,529 |
| 40 |
1.1350 |
1.0054 |
0.1296 |
12.5% |
0.0165 |
1.6% |
22% |
False |
False |
12,927 |
| 60 |
1.1510 |
1.0054 |
0.1456 |
14.1% |
0.0146 |
1.4% |
19% |
False |
False |
8,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1396 |
|
2.618 |
1.1050 |
|
1.618 |
1.0838 |
|
1.000 |
1.0707 |
|
0.618 |
1.0626 |
|
HIGH |
1.0495 |
|
0.618 |
1.0414 |
|
0.500 |
1.0389 |
|
0.382 |
1.0364 |
|
LOW |
1.0283 |
|
0.618 |
1.0152 |
|
1.000 |
1.0071 |
|
1.618 |
0.9940 |
|
2.618 |
0.9728 |
|
4.250 |
0.9382 |
|
|
| Fisher Pivots for day following 23-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0389 |
1.0493 |
| PP |
1.0371 |
1.0440 |
| S1 |
1.0352 |
1.0387 |
|