CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1201 |
1.1195 |
-0.0006 |
-0.1% |
1.1284 |
| High |
1.1300 |
1.1268 |
-0.0032 |
-0.3% |
1.1340 |
| Low |
1.1124 |
1.1146 |
0.0022 |
0.2% |
1.1019 |
| Close |
1.1216 |
1.1171 |
-0.0045 |
-0.4% |
1.1138 |
| Range |
0.0176 |
0.0122 |
-0.0054 |
-30.7% |
0.0321 |
| ATR |
0.0190 |
0.0185 |
-0.0005 |
-2.6% |
0.0000 |
| Volume |
75,827 |
95,760 |
19,933 |
26.3% |
382,445 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1561 |
1.1488 |
1.1238 |
|
| R3 |
1.1439 |
1.1366 |
1.1205 |
|
| R2 |
1.1317 |
1.1317 |
1.1193 |
|
| R1 |
1.1244 |
1.1244 |
1.1182 |
1.1220 |
| PP |
1.1195 |
1.1195 |
1.1195 |
1.1183 |
| S1 |
1.1122 |
1.1122 |
1.1160 |
1.1098 |
| S2 |
1.1073 |
1.1073 |
1.1149 |
|
| S3 |
1.0951 |
1.1000 |
1.1137 |
|
| S4 |
1.0829 |
1.0878 |
1.1104 |
|
|
| 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 |
1.1039 |
0.0261 |
2.3% |
0.0147 |
1.3% |
51% |
False |
False |
79,460 |
| 10 |
1.1382 |
1.1019 |
0.0363 |
3.2% |
0.0178 |
1.6% |
42% |
False |
False |
84,382 |
| 20 |
1.1496 |
1.0625 |
0.0871 |
7.8% |
0.0193 |
1.7% |
63% |
False |
False |
84,079 |
| 40 |
1.1496 |
1.0567 |
0.0929 |
8.3% |
0.0191 |
1.7% |
65% |
False |
False |
63,499 |
| 60 |
1.1496 |
1.0111 |
0.1385 |
12.4% |
0.0180 |
1.6% |
77% |
False |
False |
42,746 |
| 80 |
1.1496 |
0.9850 |
0.1646 |
14.7% |
0.0182 |
1.6% |
80% |
False |
False |
32,090 |
| 100 |
1.1496 |
0.9394 |
0.2102 |
18.8% |
0.0163 |
1.5% |
85% |
False |
False |
25,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1787 |
|
2.618 |
1.1587 |
|
1.618 |
1.1465 |
|
1.000 |
1.1390 |
|
0.618 |
1.1343 |
|
HIGH |
1.1268 |
|
0.618 |
1.1221 |
|
0.500 |
1.1207 |
|
0.382 |
1.1193 |
|
LOW |
1.1146 |
|
0.618 |
1.1071 |
|
1.000 |
1.1024 |
|
1.618 |
1.0949 |
|
2.618 |
1.0827 |
|
4.250 |
1.0628 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1207 |
1.1203 |
| PP |
1.1195 |
1.1192 |
| S1 |
1.1183 |
1.1182 |
|