CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1284 |
1.1238 |
-0.0046 |
-0.4% |
1.1011 |
| High |
1.1340 |
1.1319 |
-0.0021 |
-0.2% |
1.1496 |
| Low |
1.1157 |
1.1109 |
-0.0048 |
-0.4% |
1.0964 |
| Close |
1.1250 |
1.1257 |
0.0007 |
0.1% |
1.1272 |
| Range |
0.0183 |
0.0210 |
0.0027 |
14.8% |
0.0532 |
| ATR |
0.0199 |
0.0200 |
0.0001 |
0.4% |
0.0000 |
| Volume |
79,959 |
74,114 |
-5,845 |
-7.3% |
414,902 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1858 |
1.1768 |
1.1373 |
|
| R3 |
1.1648 |
1.1558 |
1.1315 |
|
| R2 |
1.1438 |
1.1438 |
1.1296 |
|
| R1 |
1.1348 |
1.1348 |
1.1276 |
1.1393 |
| PP |
1.1228 |
1.1228 |
1.1228 |
1.1251 |
| S1 |
1.1138 |
1.1138 |
1.1238 |
1.1183 |
| S2 |
1.1018 |
1.1018 |
1.1219 |
|
| S3 |
1.0808 |
1.0928 |
1.1199 |
|
| S4 |
1.0598 |
1.0718 |
1.1142 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2840 |
1.2588 |
1.1565 |
|
| R3 |
1.2308 |
1.2056 |
1.1418 |
|
| R2 |
1.1776 |
1.1776 |
1.1370 |
|
| R1 |
1.1524 |
1.1524 |
1.1321 |
1.1650 |
| PP |
1.1244 |
1.1244 |
1.1244 |
1.1307 |
| S1 |
1.0992 |
1.0992 |
1.1223 |
1.1118 |
| S2 |
1.0712 |
1.0712 |
1.1174 |
|
| S3 |
1.0180 |
1.0460 |
1.1126 |
|
| S4 |
0.9648 |
0.9928 |
1.0979 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1496 |
1.1101 |
0.0395 |
3.5% |
0.0241 |
2.1% |
39% |
False |
False |
97,591 |
| 10 |
1.1496 |
1.0964 |
0.0532 |
4.7% |
0.0205 |
1.8% |
55% |
False |
False |
87,702 |
| 20 |
1.1496 |
1.0567 |
0.0929 |
8.3% |
0.0197 |
1.8% |
74% |
False |
False |
69,914 |
| 40 |
1.1496 |
1.0511 |
0.0985 |
8.8% |
0.0190 |
1.7% |
76% |
False |
False |
52,226 |
| 60 |
1.1496 |
1.0001 |
0.1495 |
13.3% |
0.0179 |
1.6% |
84% |
False |
False |
34,895 |
| 80 |
1.1496 |
0.9641 |
0.1855 |
16.5% |
0.0182 |
1.6% |
87% |
False |
False |
26,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2212 |
|
2.618 |
1.1869 |
|
1.618 |
1.1659 |
|
1.000 |
1.1529 |
|
0.618 |
1.1449 |
|
HIGH |
1.1319 |
|
0.618 |
1.1239 |
|
0.500 |
1.1214 |
|
0.382 |
1.1189 |
|
LOW |
1.1109 |
|
0.618 |
1.0979 |
|
1.000 |
1.0899 |
|
1.618 |
1.0769 |
|
2.618 |
1.0559 |
|
4.250 |
1.0217 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1243 |
1.1252 |
| PP |
1.1228 |
1.1248 |
| S1 |
1.1214 |
1.1243 |
|