CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1195 |
1.1205 |
0.0010 |
0.1% |
1.1284 |
| High |
1.1268 |
1.1220 |
-0.0048 |
-0.4% |
1.1340 |
| Low |
1.1146 |
1.0846 |
-0.0300 |
-2.7% |
1.1019 |
| Close |
1.1171 |
1.0942 |
-0.0229 |
-2.0% |
1.1138 |
| Range |
0.0122 |
0.0374 |
0.0252 |
206.6% |
0.0321 |
| ATR |
0.0185 |
0.0199 |
0.0013 |
7.3% |
0.0000 |
| Volume |
95,760 |
93,304 |
-2,456 |
-2.6% |
382,445 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2125 |
1.1907 |
1.1148 |
|
| R3 |
1.1751 |
1.1533 |
1.1045 |
|
| R2 |
1.1377 |
1.1377 |
1.1011 |
|
| R1 |
1.1159 |
1.1159 |
1.0976 |
1.1081 |
| PP |
1.1003 |
1.1003 |
1.1003 |
1.0964 |
| S1 |
1.0785 |
1.0785 |
1.0908 |
1.0707 |
| S2 |
1.0629 |
1.0629 |
1.0873 |
|
| S3 |
1.0255 |
1.0411 |
1.0839 |
|
| S4 |
0.9881 |
1.0037 |
1.0736 |
|
|
| 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 |
1.0846 |
0.0454 |
4.1% |
0.0192 |
1.8% |
21% |
False |
True |
81,613 |
| 10 |
1.1377 |
1.0846 |
0.0531 |
4.9% |
0.0195 |
1.8% |
18% |
False |
True |
80,712 |
| 20 |
1.1496 |
1.0768 |
0.0728 |
6.7% |
0.0201 |
1.8% |
24% |
False |
False |
85,003 |
| 40 |
1.1496 |
1.0567 |
0.0929 |
8.5% |
0.0197 |
1.8% |
40% |
False |
False |
65,682 |
| 60 |
1.1496 |
1.0249 |
0.1247 |
11.4% |
0.0183 |
1.7% |
56% |
False |
False |
44,301 |
| 80 |
1.1496 |
0.9850 |
0.1646 |
15.0% |
0.0185 |
1.7% |
66% |
False |
False |
33,256 |
| 100 |
1.1496 |
0.9394 |
0.2102 |
19.2% |
0.0166 |
1.5% |
74% |
False |
False |
26,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2810 |
|
2.618 |
1.2199 |
|
1.618 |
1.1825 |
|
1.000 |
1.1594 |
|
0.618 |
1.1451 |
|
HIGH |
1.1220 |
|
0.618 |
1.1077 |
|
0.500 |
1.1033 |
|
0.382 |
1.0989 |
|
LOW |
1.0846 |
|
0.618 |
1.0615 |
|
1.000 |
1.0472 |
|
1.618 |
1.0241 |
|
2.618 |
0.9867 |
|
4.250 |
0.9257 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1033 |
1.1073 |
| PP |
1.1003 |
1.1029 |
| S1 |
1.0972 |
1.0986 |
|