CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1120 |
1.1201 |
0.0081 |
0.7% |
1.1284 |
| High |
1.1275 |
1.1300 |
0.0025 |
0.2% |
1.1340 |
| Low |
1.1106 |
1.1124 |
0.0018 |
0.2% |
1.1019 |
| Close |
1.1177 |
1.1216 |
0.0039 |
0.3% |
1.1138 |
| Range |
0.0169 |
0.0176 |
0.0007 |
4.1% |
0.0321 |
| ATR |
0.0191 |
0.0190 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
71,717 |
75,827 |
4,110 |
5.7% |
382,445 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1741 |
1.1655 |
1.1313 |
|
| R3 |
1.1565 |
1.1479 |
1.1264 |
|
| R2 |
1.1389 |
1.1389 |
1.1248 |
|
| R1 |
1.1303 |
1.1303 |
1.1232 |
1.1346 |
| PP |
1.1213 |
1.1213 |
1.1213 |
1.1235 |
| S1 |
1.1127 |
1.1127 |
1.1200 |
1.1170 |
| S2 |
1.1037 |
1.1037 |
1.1184 |
|
| S3 |
1.0861 |
1.0951 |
1.1168 |
|
| S4 |
1.0685 |
1.0775 |
1.1119 |
|
|
| 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 |
1.1300 |
1.1019 |
0.0281 |
2.5% |
0.0170 |
1.5% |
70% |
True |
False |
75,183 |
| 10 |
1.1496 |
1.1019 |
0.0477 |
4.3% |
0.0205 |
1.8% |
41% |
False |
False |
86,387 |
| 20 |
1.1496 |
1.0567 |
0.0929 |
8.3% |
0.0197 |
1.8% |
70% |
False |
False |
82,723 |
| 40 |
1.1496 |
1.0567 |
0.0929 |
8.3% |
0.0194 |
1.7% |
70% |
False |
False |
61,192 |
| 60 |
1.1496 |
1.0111 |
0.1385 |
12.3% |
0.0180 |
1.6% |
80% |
False |
False |
41,151 |
| 80 |
1.1496 |
0.9850 |
0.1646 |
14.7% |
0.0183 |
1.6% |
83% |
False |
False |
30,893 |
| 100 |
1.1496 |
0.9360 |
0.2136 |
19.0% |
0.0163 |
1.5% |
87% |
False |
False |
24,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2048 |
|
2.618 |
1.1761 |
|
1.618 |
1.1585 |
|
1.000 |
1.1476 |
|
0.618 |
1.1409 |
|
HIGH |
1.1300 |
|
0.618 |
1.1233 |
|
0.500 |
1.1212 |
|
0.382 |
1.1191 |
|
LOW |
1.1124 |
|
0.618 |
1.1015 |
|
1.000 |
1.0948 |
|
1.618 |
1.0839 |
|
2.618 |
1.0663 |
|
4.250 |
1.0376 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1215 |
1.1212 |
| PP |
1.1213 |
1.1207 |
| S1 |
1.1212 |
1.1203 |
|