CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 24-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0474 |
1.0315 |
-0.0159 |
-1.5% |
1.0201 |
| High |
1.0495 |
1.0331 |
-0.0164 |
-1.6% |
1.0703 |
| Low |
1.0283 |
1.0159 |
-0.0124 |
-1.2% |
1.0119 |
| Close |
1.0334 |
1.0236 |
-0.0098 |
-0.9% |
1.0433 |
| Range |
0.0212 |
0.0172 |
-0.0040 |
-18.9% |
0.0584 |
| ATR |
0.0195 |
0.0194 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
56,655 |
62,565 |
5,910 |
10.4% |
271,108 |
|
| Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0758 |
1.0669 |
1.0331 |
|
| R3 |
1.0586 |
1.0497 |
1.0283 |
|
| R2 |
1.0414 |
1.0414 |
1.0268 |
|
| R1 |
1.0325 |
1.0325 |
1.0252 |
1.0284 |
| PP |
1.0242 |
1.0242 |
1.0242 |
1.0221 |
| S1 |
1.0153 |
1.0153 |
1.0220 |
1.0112 |
| S2 |
1.0070 |
1.0070 |
1.0204 |
|
| S3 |
0.9898 |
0.9981 |
1.0189 |
|
| S4 |
0.9726 |
0.9809 |
1.0141 |
|
|
| 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 |
1.0134 |
0.0569 |
5.6% |
0.0259 |
2.5% |
18% |
False |
False |
68,522 |
| 10 |
1.0703 |
1.0104 |
0.0599 |
5.9% |
0.0221 |
2.2% |
22% |
False |
False |
55,937 |
| 20 |
1.0804 |
1.0054 |
0.0750 |
7.3% |
0.0199 |
1.9% |
24% |
False |
False |
28,637 |
| 40 |
1.1350 |
1.0054 |
0.1296 |
12.7% |
0.0167 |
1.6% |
14% |
False |
False |
14,490 |
| 60 |
1.1510 |
1.0054 |
0.1456 |
14.2% |
0.0149 |
1.5% |
13% |
False |
False |
9,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1062 |
|
2.618 |
1.0781 |
|
1.618 |
1.0609 |
|
1.000 |
1.0503 |
|
0.618 |
1.0437 |
|
HIGH |
1.0331 |
|
0.618 |
1.0265 |
|
0.500 |
1.0245 |
|
0.382 |
1.0225 |
|
LOW |
1.0159 |
|
0.618 |
1.0053 |
|
1.000 |
0.9987 |
|
1.618 |
0.9881 |
|
2.618 |
0.9709 |
|
4.250 |
0.9428 |
|
|
| Fisher Pivots for day following 24-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0245 |
1.0396 |
| PP |
1.0242 |
1.0343 |
| S1 |
1.0239 |
1.0289 |
|