CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1075 |
1.1070 |
-0.0005 |
0.0% |
1.1120 |
| High |
1.1158 |
1.1139 |
-0.0019 |
-0.2% |
1.1300 |
| Low |
1.1023 |
1.0980 |
-0.0043 |
-0.4% |
1.0846 |
| Close |
1.1056 |
1.1059 |
0.0003 |
0.0% |
1.0860 |
| Range |
0.0135 |
0.0159 |
0.0024 |
17.8% |
0.0454 |
| ATR |
0.0191 |
0.0189 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
116,726 |
76,877 |
-39,849 |
-34.1% |
455,449 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1536 |
1.1457 |
1.1146 |
|
| R3 |
1.1377 |
1.1298 |
1.1103 |
|
| R2 |
1.1218 |
1.1218 |
1.1088 |
|
| R1 |
1.1139 |
1.1139 |
1.1074 |
1.1099 |
| PP |
1.1059 |
1.1059 |
1.1059 |
1.1040 |
| S1 |
1.0980 |
1.0980 |
1.1044 |
1.0940 |
| S2 |
1.0900 |
1.0900 |
1.1030 |
|
| S3 |
1.0741 |
1.0821 |
1.1015 |
|
| S4 |
1.0582 |
1.0662 |
1.0972 |
|
|
| 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 |
1.1158 |
1.0829 |
0.0329 |
3.0% |
0.0169 |
1.5% |
70% |
False |
False |
96,093 |
| 10 |
1.1300 |
1.0829 |
0.0471 |
4.3% |
0.0180 |
1.6% |
49% |
False |
False |
88,853 |
| 20 |
1.1496 |
1.0829 |
0.0667 |
6.0% |
0.0197 |
1.8% |
34% |
False |
False |
89,072 |
| 40 |
1.1496 |
1.0567 |
0.0929 |
8.4% |
0.0191 |
1.7% |
53% |
False |
False |
70,949 |
| 60 |
1.1496 |
1.0333 |
0.1163 |
10.5% |
0.0183 |
1.7% |
62% |
False |
False |
52,298 |
| 80 |
1.1496 |
0.9910 |
0.1586 |
14.3% |
0.0190 |
1.7% |
72% |
False |
False |
39,260 |
| 100 |
1.1496 |
0.9535 |
0.1961 |
17.7% |
0.0172 |
1.6% |
78% |
False |
False |
31,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1815 |
|
2.618 |
1.1555 |
|
1.618 |
1.1396 |
|
1.000 |
1.1298 |
|
0.618 |
1.1237 |
|
HIGH |
1.1139 |
|
0.618 |
1.1078 |
|
0.500 |
1.1060 |
|
0.382 |
1.1041 |
|
LOW |
1.0980 |
|
0.618 |
1.0882 |
|
1.000 |
1.0821 |
|
1.618 |
1.0723 |
|
2.618 |
1.0564 |
|
4.250 |
1.0304 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1060 |
1.1051 |
| PP |
1.1059 |
1.1044 |
| S1 |
1.1059 |
1.1036 |
|