CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0162 |
1.0125 |
-0.0037 |
-0.4% |
1.0238 |
| High |
1.0213 |
1.0216 |
0.0003 |
0.0% |
1.0355 |
| Low |
1.0082 |
1.0087 |
0.0005 |
0.0% |
1.0032 |
| Close |
1.0121 |
1.0110 |
-0.0011 |
-0.1% |
1.0213 |
| Range |
0.0131 |
0.0129 |
-0.0002 |
-1.5% |
0.0323 |
| ATR |
0.0180 |
0.0176 |
-0.0004 |
-2.0% |
0.0000 |
| Volume |
108,044 |
70,487 |
-37,557 |
-34.8% |
419,466 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0525 |
1.0446 |
1.0181 |
|
| R3 |
1.0396 |
1.0317 |
1.0145 |
|
| R2 |
1.0267 |
1.0267 |
1.0134 |
|
| R1 |
1.0188 |
1.0188 |
1.0122 |
1.0163 |
| PP |
1.0138 |
1.0138 |
1.0138 |
1.0125 |
| S1 |
1.0059 |
1.0059 |
1.0098 |
1.0034 |
| S2 |
1.0009 |
1.0009 |
1.0086 |
|
| S3 |
0.9880 |
0.9930 |
1.0075 |
|
| S4 |
0.9751 |
0.9801 |
1.0039 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1169 |
1.1014 |
1.0391 |
|
| R3 |
1.0846 |
1.0691 |
1.0302 |
|
| R2 |
1.0523 |
1.0523 |
1.0272 |
|
| R1 |
1.0368 |
1.0368 |
1.0243 |
1.0284 |
| PP |
1.0200 |
1.0200 |
1.0200 |
1.0158 |
| S1 |
1.0045 |
1.0045 |
1.0183 |
0.9961 |
| S2 |
0.9877 |
0.9877 |
1.0154 |
|
| S3 |
0.9554 |
0.9722 |
1.0124 |
|
| S4 |
0.9231 |
0.9399 |
1.0035 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0355 |
1.0032 |
0.0323 |
3.2% |
0.0160 |
1.6% |
24% |
False |
False |
83,207 |
| 10 |
1.0381 |
1.0032 |
0.0349 |
3.5% |
0.0155 |
1.5% |
22% |
False |
False |
84,334 |
| 20 |
1.1158 |
1.0032 |
0.1126 |
11.1% |
0.0175 |
1.7% |
7% |
False |
False |
83,468 |
| 40 |
1.1496 |
1.0032 |
0.1464 |
14.5% |
0.0186 |
1.8% |
5% |
False |
False |
85,319 |
| 60 |
1.1496 |
1.0032 |
0.1464 |
14.5% |
0.0191 |
1.9% |
5% |
False |
False |
74,340 |
| 80 |
1.1496 |
1.0032 |
0.1464 |
14.5% |
0.0181 |
1.8% |
5% |
False |
False |
56,799 |
| 100 |
1.1496 |
0.9910 |
0.1586 |
15.7% |
0.0185 |
1.8% |
13% |
False |
False |
45,465 |
| 120 |
1.1496 |
0.9394 |
0.2102 |
20.8% |
0.0170 |
1.7% |
34% |
False |
False |
37,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0764 |
|
2.618 |
1.0554 |
|
1.618 |
1.0425 |
|
1.000 |
1.0345 |
|
0.618 |
1.0296 |
|
HIGH |
1.0216 |
|
0.618 |
1.0167 |
|
0.500 |
1.0152 |
|
0.382 |
1.0136 |
|
LOW |
1.0087 |
|
0.618 |
1.0007 |
|
1.000 |
0.9958 |
|
1.618 |
0.9878 |
|
2.618 |
0.9749 |
|
4.250 |
0.9539 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0152 |
1.0219 |
| PP |
1.0138 |
1.0182 |
| S1 |
1.0124 |
1.0146 |
|