CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1261 |
1.1284 |
0.0023 |
0.2% |
1.1011 |
| High |
1.1377 |
1.1340 |
-0.0037 |
-0.3% |
1.1496 |
| Low |
1.1167 |
1.1157 |
-0.0010 |
-0.1% |
1.0964 |
| Close |
1.1272 |
1.1250 |
-0.0022 |
-0.2% |
1.1272 |
| Range |
0.0210 |
0.0183 |
-0.0027 |
-12.9% |
0.0532 |
| ATR |
0.0200 |
0.0199 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
88,075 |
79,959 |
-8,116 |
-9.2% |
414,902 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1798 |
1.1707 |
1.1351 |
|
| R3 |
1.1615 |
1.1524 |
1.1300 |
|
| R2 |
1.1432 |
1.1432 |
1.1284 |
|
| R1 |
1.1341 |
1.1341 |
1.1267 |
1.1295 |
| PP |
1.1249 |
1.1249 |
1.1249 |
1.1226 |
| S1 |
1.1158 |
1.1158 |
1.1233 |
1.1112 |
| S2 |
1.1066 |
1.1066 |
1.1216 |
|
| S3 |
1.0883 |
1.0975 |
1.1200 |
|
| S4 |
1.0700 |
1.0792 |
1.1149 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2840 |
1.2588 |
1.1565 |
|
| R3 |
1.2308 |
1.2056 |
1.1418 |
|
| R2 |
1.1776 |
1.1776 |
1.1370 |
|
| R1 |
1.1524 |
1.1524 |
1.1321 |
1.1650 |
| PP |
1.1244 |
1.1244 |
1.1244 |
1.1307 |
| S1 |
1.0992 |
1.0992 |
1.1223 |
1.1118 |
| S2 |
1.0712 |
1.0712 |
1.1174 |
|
| S3 |
1.0180 |
1.0460 |
1.1126 |
|
| S4 |
0.9648 |
0.9928 |
1.0979 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1496 |
1.0964 |
0.0532 |
4.7% |
0.0240 |
2.1% |
54% |
False |
False |
98,972 |
| 10 |
1.1496 |
1.0964 |
0.0532 |
4.7% |
0.0202 |
1.8% |
54% |
False |
False |
88,764 |
| 20 |
1.1496 |
1.0567 |
0.0929 |
8.3% |
0.0189 |
1.7% |
74% |
False |
False |
66,725 |
| 40 |
1.1496 |
1.0511 |
0.0985 |
8.8% |
0.0185 |
1.6% |
75% |
False |
False |
50,395 |
| 60 |
1.1496 |
1.0001 |
0.1495 |
13.3% |
0.0176 |
1.6% |
84% |
False |
False |
33,661 |
| 80 |
1.1496 |
0.9625 |
0.1871 |
16.6% |
0.0180 |
1.6% |
87% |
False |
False |
25,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2118 |
|
2.618 |
1.1819 |
|
1.618 |
1.1636 |
|
1.000 |
1.1523 |
|
0.618 |
1.1453 |
|
HIGH |
1.1340 |
|
0.618 |
1.1270 |
|
0.500 |
1.1249 |
|
0.382 |
1.1227 |
|
LOW |
1.1157 |
|
0.618 |
1.1044 |
|
1.000 |
1.0974 |
|
1.618 |
1.0861 |
|
2.618 |
1.0678 |
|
4.250 |
1.0379 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1250 |
1.1270 |
| PP |
1.1249 |
1.1263 |
| S1 |
1.1249 |
1.1257 |
|