CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 09-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0808 |
1.0970 |
0.0162 |
1.5% |
1.0876 |
| High |
1.1017 |
1.1102 |
0.0085 |
0.8% |
1.1102 |
| Low |
1.0768 |
1.0915 |
0.0147 |
1.4% |
1.0567 |
| Close |
1.0958 |
1.1060 |
0.0102 |
0.9% |
1.1060 |
| Range |
0.0249 |
0.0187 |
-0.0062 |
-24.9% |
0.0535 |
| ATR |
0.0188 |
0.0188 |
0.0000 |
0.0% |
0.0000 |
| Volume |
75,601 |
97,730 |
22,129 |
29.3% |
349,667 |
|
| Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1587 |
1.1510 |
1.1163 |
|
| R3 |
1.1400 |
1.1323 |
1.1111 |
|
| R2 |
1.1213 |
1.1213 |
1.1094 |
|
| R1 |
1.1136 |
1.1136 |
1.1077 |
1.1175 |
| PP |
1.1026 |
1.1026 |
1.1026 |
1.1045 |
| S1 |
1.0949 |
1.0949 |
1.1043 |
1.0988 |
| S2 |
1.0839 |
1.0839 |
1.1026 |
|
| S3 |
1.0652 |
1.0762 |
1.1009 |
|
| S4 |
1.0465 |
1.0575 |
1.0957 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2515 |
1.2322 |
1.1354 |
|
| R3 |
1.1980 |
1.1787 |
1.1207 |
|
| R2 |
1.1445 |
1.1445 |
1.1158 |
|
| R1 |
1.1252 |
1.1252 |
1.1109 |
1.1349 |
| PP |
1.0910 |
1.0910 |
1.0910 |
1.0958 |
| S1 |
1.0717 |
1.0717 |
1.1011 |
1.0814 |
| S2 |
1.0375 |
1.0375 |
1.0962 |
|
| S3 |
0.9840 |
1.0182 |
1.0913 |
|
| S4 |
0.9305 |
0.9647 |
1.0766 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1102 |
1.0567 |
0.0535 |
4.8% |
0.0215 |
1.9% |
92% |
True |
False |
69,933 |
| 10 |
1.1162 |
1.0567 |
0.0595 |
5.4% |
0.0177 |
1.6% |
83% |
False |
False |
44,687 |
| 20 |
1.1492 |
1.0567 |
0.0925 |
8.4% |
0.0203 |
1.8% |
53% |
False |
False |
52,384 |
| 40 |
1.1492 |
1.0286 |
0.1206 |
10.9% |
0.0177 |
1.6% |
64% |
False |
False |
28,279 |
| 60 |
1.1492 |
0.9910 |
0.1582 |
14.3% |
0.0185 |
1.7% |
73% |
False |
False |
18,895 |
| 80 |
1.1492 |
0.9394 |
0.2098 |
19.0% |
0.0161 |
1.5% |
79% |
False |
False |
14,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1897 |
|
2.618 |
1.1592 |
|
1.618 |
1.1405 |
|
1.000 |
1.1289 |
|
0.618 |
1.1218 |
|
HIGH |
1.1102 |
|
0.618 |
1.1031 |
|
0.500 |
1.1009 |
|
0.382 |
1.0986 |
|
LOW |
1.0915 |
|
0.618 |
1.0799 |
|
1.000 |
1.0728 |
|
1.618 |
1.0612 |
|
2.618 |
1.0425 |
|
4.250 |
1.0120 |
|
|
| Fisher Pivots for day following 09-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1043 |
1.0995 |
| PP |
1.1026 |
1.0929 |
| S1 |
1.1009 |
1.0864 |
|