CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1118 |
1.1120 |
0.0002 |
0.0% |
1.1284 |
| High |
1.1225 |
1.1275 |
0.0050 |
0.4% |
1.1340 |
| Low |
1.1107 |
1.1106 |
-0.0001 |
0.0% |
1.1019 |
| Close |
1.1138 |
1.1177 |
0.0039 |
0.4% |
1.1138 |
| Range |
0.0118 |
0.0169 |
0.0051 |
43.2% |
0.0321 |
| ATR |
0.0193 |
0.0191 |
-0.0002 |
-0.9% |
0.0000 |
| Volume |
71,459 |
71,717 |
258 |
0.4% |
382,445 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1693 |
1.1604 |
1.1270 |
|
| R3 |
1.1524 |
1.1435 |
1.1223 |
|
| R2 |
1.1355 |
1.1355 |
1.1208 |
|
| R1 |
1.1266 |
1.1266 |
1.1192 |
1.1311 |
| PP |
1.1186 |
1.1186 |
1.1186 |
1.1208 |
| S1 |
1.1097 |
1.1097 |
1.1162 |
1.1142 |
| S2 |
1.1017 |
1.1017 |
1.1146 |
|
| S3 |
1.0848 |
1.0928 |
1.1131 |
|
| S4 |
1.0679 |
1.0759 |
1.1084 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2129 |
1.1954 |
1.1315 |
|
| R3 |
1.1808 |
1.1633 |
1.1226 |
|
| R2 |
1.1487 |
1.1487 |
1.1197 |
|
| R1 |
1.1312 |
1.1312 |
1.1167 |
1.1239 |
| PP |
1.1166 |
1.1166 |
1.1166 |
1.1129 |
| S1 |
1.0991 |
1.0991 |
1.1109 |
1.0918 |
| S2 |
1.0845 |
1.0845 |
1.1079 |
|
| S3 |
1.0524 |
1.0670 |
1.1050 |
|
| S4 |
1.0203 |
1.0349 |
1.0961 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1319 |
1.1019 |
0.0300 |
2.7% |
0.0177 |
1.6% |
53% |
False |
False |
74,840 |
| 10 |
1.1496 |
1.0964 |
0.0532 |
4.8% |
0.0209 |
1.9% |
40% |
False |
False |
86,906 |
| 20 |
1.1496 |
1.0567 |
0.0929 |
8.3% |
0.0199 |
1.8% |
66% |
False |
False |
80,575 |
| 40 |
1.1496 |
1.0567 |
0.0929 |
8.3% |
0.0193 |
1.7% |
66% |
False |
False |
59,494 |
| 60 |
1.1496 |
1.0111 |
0.1385 |
12.4% |
0.0178 |
1.6% |
77% |
False |
False |
39,894 |
| 80 |
1.1496 |
0.9850 |
0.1646 |
14.7% |
0.0182 |
1.6% |
81% |
False |
False |
29,946 |
| 100 |
1.1496 |
0.9360 |
0.2136 |
19.1% |
0.0161 |
1.4% |
85% |
False |
False |
23,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1993 |
|
2.618 |
1.1717 |
|
1.618 |
1.1548 |
|
1.000 |
1.1444 |
|
0.618 |
1.1379 |
|
HIGH |
1.1275 |
|
0.618 |
1.1210 |
|
0.500 |
1.1191 |
|
0.382 |
1.1171 |
|
LOW |
1.1106 |
|
0.618 |
1.1002 |
|
1.000 |
1.0937 |
|
1.618 |
1.0833 |
|
2.618 |
1.0664 |
|
4.250 |
1.0388 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1191 |
1.1170 |
| PP |
1.1186 |
1.1164 |
| S1 |
1.1182 |
1.1157 |
|