CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1104 |
1.0998 |
-0.0106 |
-1.0% |
1.1043 |
| High |
1.1111 |
1.1030 |
-0.0081 |
-0.7% |
1.1162 |
| Low |
1.1012 |
1.0832 |
-0.0180 |
-1.6% |
1.0832 |
| Close |
1.1029 |
1.0858 |
-0.0171 |
-1.6% |
1.0858 |
| Range |
0.0099 |
0.0198 |
0.0099 |
100.0% |
0.0330 |
| ATR |
0.0174 |
0.0175 |
0.0002 |
1.0% |
0.0000 |
| Volume |
29,196 |
20,361 |
-8,835 |
-30.3% |
86,858 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1501 |
1.1377 |
1.0967 |
|
| R3 |
1.1303 |
1.1179 |
1.0912 |
|
| R2 |
1.1105 |
1.1105 |
1.0894 |
|
| R1 |
1.0981 |
1.0981 |
1.0876 |
1.0944 |
| PP |
1.0907 |
1.0907 |
1.0907 |
1.0888 |
| S1 |
1.0783 |
1.0783 |
1.0840 |
1.0746 |
| S2 |
1.0709 |
1.0709 |
1.0822 |
|
| S3 |
1.0511 |
1.0585 |
1.0804 |
|
| S4 |
1.0313 |
1.0387 |
1.0749 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1941 |
1.1729 |
1.1040 |
|
| R3 |
1.1611 |
1.1399 |
1.0949 |
|
| R2 |
1.1281 |
1.1281 |
1.0919 |
|
| R1 |
1.1069 |
1.1069 |
1.0888 |
1.1010 |
| PP |
1.0951 |
1.0951 |
1.0951 |
1.0921 |
| S1 |
1.0739 |
1.0739 |
1.0828 |
1.0680 |
| S2 |
1.0621 |
1.0621 |
1.0798 |
|
| S3 |
1.0291 |
1.0409 |
1.0767 |
|
| S4 |
0.9961 |
1.0079 |
1.0677 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1162 |
1.0832 |
0.0330 |
3.0% |
0.0138 |
1.3% |
8% |
False |
True |
19,440 |
| 10 |
1.1471 |
1.0832 |
0.0639 |
5.9% |
0.0163 |
1.5% |
4% |
False |
True |
36,157 |
| 20 |
1.1492 |
1.0683 |
0.0809 |
7.5% |
0.0187 |
1.7% |
22% |
False |
False |
38,413 |
| 40 |
1.1492 |
1.0111 |
0.1381 |
12.7% |
0.0168 |
1.5% |
54% |
False |
False |
19,553 |
| 60 |
1.1492 |
0.9850 |
0.1642 |
15.1% |
0.0177 |
1.6% |
61% |
False |
False |
13,070 |
| 80 |
1.1492 |
0.9360 |
0.2132 |
19.6% |
0.0152 |
1.4% |
70% |
False |
False |
9,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1872 |
|
2.618 |
1.1548 |
|
1.618 |
1.1350 |
|
1.000 |
1.1228 |
|
0.618 |
1.1152 |
|
HIGH |
1.1030 |
|
0.618 |
1.0954 |
|
0.500 |
1.0931 |
|
0.382 |
1.0908 |
|
LOW |
1.0832 |
|
0.618 |
1.0710 |
|
1.000 |
1.0634 |
|
1.618 |
1.0512 |
|
2.618 |
1.0314 |
|
4.250 |
0.9991 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0931 |
1.0980 |
| PP |
1.0907 |
1.0939 |
| S1 |
1.0882 |
1.0899 |
|