CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 08-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0711 |
1.0808 |
0.0097 |
0.9% |
1.1043 |
| High |
1.0839 |
1.1017 |
0.0178 |
1.6% |
1.1162 |
| Low |
1.0625 |
1.0768 |
0.0143 |
1.3% |
1.0832 |
| Close |
1.0792 |
1.0958 |
0.0166 |
1.5% |
1.0858 |
| Range |
0.0214 |
0.0249 |
0.0035 |
16.4% |
0.0330 |
| ATR |
0.0183 |
0.0188 |
0.0005 |
2.6% |
0.0000 |
| Volume |
74,826 |
75,601 |
775 |
1.0% |
86,858 |
|
| Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1661 |
1.1559 |
1.1095 |
|
| R3 |
1.1412 |
1.1310 |
1.1026 |
|
| R2 |
1.1163 |
1.1163 |
1.1004 |
|
| R1 |
1.1061 |
1.1061 |
1.0981 |
1.1112 |
| PP |
1.0914 |
1.0914 |
1.0914 |
1.0940 |
| S1 |
1.0812 |
1.0812 |
1.0935 |
1.0863 |
| S2 |
1.0665 |
1.0665 |
1.0912 |
|
| S3 |
1.0416 |
1.0563 |
1.0890 |
|
| S4 |
1.0167 |
1.0314 |
1.0821 |
|
|
| 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 |
1.1030 |
1.0567 |
0.0463 |
4.2% |
0.0217 |
2.0% |
84% |
False |
False |
54,459 |
| 10 |
1.1162 |
1.0567 |
0.0595 |
5.4% |
0.0167 |
1.5% |
66% |
False |
False |
37,136 |
| 20 |
1.1492 |
1.0567 |
0.0925 |
8.4% |
0.0199 |
1.8% |
42% |
False |
False |
48,906 |
| 40 |
1.1492 |
1.0286 |
0.1206 |
11.0% |
0.0180 |
1.6% |
56% |
False |
False |
25,837 |
| 60 |
1.1492 |
0.9910 |
0.1582 |
14.4% |
0.0182 |
1.7% |
66% |
False |
False |
17,267 |
| 80 |
1.1492 |
0.9394 |
0.2098 |
19.1% |
0.0160 |
1.5% |
75% |
False |
False |
12,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2075 |
|
2.618 |
1.1669 |
|
1.618 |
1.1420 |
|
1.000 |
1.1266 |
|
0.618 |
1.1171 |
|
HIGH |
1.1017 |
|
0.618 |
1.0922 |
|
0.500 |
1.0893 |
|
0.382 |
1.0863 |
|
LOW |
1.0768 |
|
0.618 |
1.0614 |
|
1.000 |
1.0519 |
|
1.618 |
1.0365 |
|
2.618 |
1.0116 |
|
4.250 |
0.9710 |
|
|
| Fisher Pivots for day following 08-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0936 |
1.0903 |
| PP |
1.0914 |
1.0847 |
| S1 |
1.0893 |
1.0792 |
|