CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1202 |
1.1199 |
-0.0003 |
0.0% |
1.0876 |
| High |
1.1271 |
1.1297 |
0.0026 |
0.2% |
1.1102 |
| Low |
1.1133 |
1.1125 |
-0.0008 |
-0.1% |
1.0567 |
| Close |
1.1227 |
1.1230 |
0.0003 |
0.0% |
1.1060 |
| Range |
0.0138 |
0.0172 |
0.0034 |
24.6% |
0.0535 |
| ATR |
0.0185 |
0.0184 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
69,429 |
71,603 |
2,174 |
3.1% |
349,667 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1733 |
1.1654 |
1.1325 |
|
| R3 |
1.1561 |
1.1482 |
1.1277 |
|
| R2 |
1.1389 |
1.1389 |
1.1262 |
|
| R1 |
1.1310 |
1.1310 |
1.1246 |
1.1350 |
| PP |
1.1217 |
1.1217 |
1.1217 |
1.1237 |
| S1 |
1.1138 |
1.1138 |
1.1214 |
1.1178 |
| S2 |
1.1045 |
1.1045 |
1.1198 |
|
| S3 |
1.0873 |
1.0966 |
1.1183 |
|
| S4 |
1.0701 |
1.0794 |
1.1135 |
|
|
| 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 |
1.1297 |
1.0768 |
0.0529 |
4.7% |
0.0185 |
1.6% |
87% |
True |
False |
79,818 |
| 10 |
1.1297 |
1.0567 |
0.0730 |
6.5% |
0.0186 |
1.7% |
91% |
True |
False |
62,498 |
| 20 |
1.1492 |
1.0567 |
0.0925 |
8.2% |
0.0186 |
1.7% |
72% |
False |
False |
52,826 |
| 40 |
1.1492 |
1.0333 |
0.1159 |
10.3% |
0.0177 |
1.6% |
77% |
False |
False |
33,911 |
| 60 |
1.1492 |
0.9910 |
0.1582 |
14.1% |
0.0188 |
1.7% |
83% |
False |
False |
22,656 |
| 80 |
1.1492 |
0.9535 |
0.1957 |
17.4% |
0.0165 |
1.5% |
87% |
False |
False |
17,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2028 |
|
2.618 |
1.1747 |
|
1.618 |
1.1575 |
|
1.000 |
1.1469 |
|
0.618 |
1.1403 |
|
HIGH |
1.1297 |
|
0.618 |
1.1231 |
|
0.500 |
1.1211 |
|
0.382 |
1.1191 |
|
LOW |
1.1125 |
|
0.618 |
1.1019 |
|
1.000 |
1.0953 |
|
1.618 |
1.0847 |
|
2.618 |
1.0675 |
|
4.250 |
1.0394 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1224 |
1.1216 |
| PP |
1.1217 |
1.1203 |
| S1 |
1.1211 |
1.1189 |
|