CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 07-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0744 |
1.0711 |
-0.0033 |
-0.3% |
1.1043 |
| High |
1.0782 |
1.0839 |
0.0057 |
0.5% |
1.1162 |
| Low |
1.0567 |
1.0625 |
0.0058 |
0.5% |
1.0832 |
| Close |
1.0645 |
1.0792 |
0.0147 |
1.4% |
1.0858 |
| Range |
0.0215 |
0.0214 |
-0.0001 |
-0.5% |
0.0330 |
| ATR |
0.0181 |
0.0183 |
0.0002 |
1.3% |
0.0000 |
| Volume |
68,634 |
74,826 |
6,192 |
9.0% |
86,858 |
|
| Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1394 |
1.1307 |
1.0910 |
|
| R3 |
1.1180 |
1.1093 |
1.0851 |
|
| R2 |
1.0966 |
1.0966 |
1.0831 |
|
| R1 |
1.0879 |
1.0879 |
1.0812 |
1.0923 |
| PP |
1.0752 |
1.0752 |
1.0752 |
1.0774 |
| S1 |
1.0665 |
1.0665 |
1.0772 |
1.0709 |
| S2 |
1.0538 |
1.0538 |
1.0753 |
|
| S3 |
1.0324 |
1.0451 |
1.0733 |
|
| S4 |
1.0110 |
1.0237 |
1.0674 |
|
|
| 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 |
1.1111 |
1.0567 |
0.0544 |
5.0% |
0.0187 |
1.7% |
41% |
False |
False |
45,178 |
| 10 |
1.1162 |
1.0567 |
0.0595 |
5.5% |
0.0156 |
1.4% |
38% |
False |
False |
33,054 |
| 20 |
1.1492 |
1.0567 |
0.0925 |
8.6% |
0.0193 |
1.8% |
24% |
False |
False |
46,362 |
| 40 |
1.1492 |
1.0249 |
0.1243 |
11.5% |
0.0175 |
1.6% |
44% |
False |
False |
23,950 |
| 60 |
1.1492 |
0.9850 |
0.1642 |
15.2% |
0.0179 |
1.7% |
57% |
False |
False |
16,007 |
| 80 |
1.1492 |
0.9394 |
0.2098 |
19.4% |
0.0158 |
1.5% |
67% |
False |
False |
12,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1749 |
|
2.618 |
1.1399 |
|
1.618 |
1.1185 |
|
1.000 |
1.1053 |
|
0.618 |
1.0971 |
|
HIGH |
1.0839 |
|
0.618 |
1.0757 |
|
0.500 |
1.0732 |
|
0.382 |
1.0707 |
|
LOW |
1.0625 |
|
0.618 |
1.0493 |
|
1.000 |
1.0411 |
|
1.618 |
1.0279 |
|
2.618 |
1.0065 |
|
4.250 |
0.9716 |
|
|
| Fisher Pivots for day following 07-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0772 |
1.0773 |
| PP |
1.0752 |
1.0755 |
| S1 |
1.0732 |
1.0736 |
|