CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 09-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0977 |
1.0860 |
-0.0117 |
-1.1% |
1.1120 |
| High |
1.1028 |
1.1011 |
-0.0017 |
-0.2% |
1.1300 |
| Low |
1.0850 |
1.0829 |
-0.0021 |
-0.2% |
1.0846 |
| Close |
1.0860 |
1.0943 |
0.0083 |
0.8% |
1.0860 |
| Range |
0.0178 |
0.0182 |
0.0004 |
2.2% |
0.0454 |
| ATR |
0.0197 |
0.0196 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
118,841 |
97,819 |
-21,022 |
-17.7% |
455,449 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1474 |
1.1390 |
1.1043 |
|
| R3 |
1.1292 |
1.1208 |
1.0993 |
|
| R2 |
1.1110 |
1.1110 |
1.0976 |
|
| R1 |
1.1026 |
1.1026 |
1.0960 |
1.1068 |
| PP |
1.0928 |
1.0928 |
1.0928 |
1.0949 |
| S1 |
1.0844 |
1.0844 |
1.0926 |
1.0886 |
| S2 |
1.0746 |
1.0746 |
1.0910 |
|
| S3 |
1.0564 |
1.0662 |
1.0893 |
|
| S4 |
1.0382 |
1.0480 |
1.0843 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2364 |
1.2066 |
1.1110 |
|
| R3 |
1.1910 |
1.1612 |
1.0985 |
|
| R2 |
1.1456 |
1.1456 |
1.0943 |
|
| R1 |
1.1158 |
1.1158 |
1.0902 |
1.1080 |
| PP |
1.1002 |
1.1002 |
1.1002 |
1.0963 |
| S1 |
1.0704 |
1.0704 |
1.0818 |
1.0626 |
| S2 |
1.0548 |
1.0548 |
1.0777 |
|
| S3 |
1.0094 |
1.0250 |
1.0735 |
|
| S4 |
0.9640 |
0.9796 |
1.0610 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1300 |
1.0829 |
0.0471 |
4.3% |
0.0206 |
1.9% |
24% |
False |
True |
96,310 |
| 10 |
1.1319 |
1.0829 |
0.0490 |
4.5% |
0.0192 |
1.8% |
23% |
False |
True |
85,575 |
| 20 |
1.1496 |
1.0829 |
0.0667 |
6.1% |
0.0197 |
1.8% |
17% |
False |
True |
87,169 |
| 40 |
1.1496 |
1.0567 |
0.0929 |
8.5% |
0.0200 |
1.8% |
40% |
False |
False |
69,777 |
| 60 |
1.1496 |
1.0286 |
0.1210 |
11.1% |
0.0184 |
1.7% |
54% |
False |
False |
47,909 |
| 80 |
1.1496 |
0.9910 |
0.1586 |
14.5% |
0.0188 |
1.7% |
65% |
False |
False |
35,964 |
| 100 |
1.1496 |
0.9394 |
0.2102 |
19.2% |
0.0168 |
1.5% |
74% |
False |
False |
28,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1785 |
|
2.618 |
1.1487 |
|
1.618 |
1.1305 |
|
1.000 |
1.1193 |
|
0.618 |
1.1123 |
|
HIGH |
1.1011 |
|
0.618 |
1.0941 |
|
0.500 |
1.0920 |
|
0.382 |
1.0899 |
|
LOW |
1.0829 |
|
0.618 |
1.0717 |
|
1.000 |
1.0647 |
|
1.618 |
1.0535 |
|
2.618 |
1.0353 |
|
4.250 |
1.0056 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0935 |
1.1025 |
| PP |
1.0928 |
1.0997 |
| S1 |
1.0920 |
1.0970 |
|