CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0827 |
1.0680 |
-0.0147 |
-1.4% |
1.0860 |
| High |
1.0866 |
1.0722 |
-0.0144 |
-1.3% |
1.1158 |
| Low |
1.0647 |
1.0588 |
-0.0059 |
-0.6% |
1.0829 |
| Close |
1.0673 |
1.0596 |
-0.0077 |
-0.7% |
1.0900 |
| Range |
0.0219 |
0.0134 |
-0.0085 |
-38.8% |
0.0329 |
| ATR |
0.0189 |
0.0185 |
-0.0004 |
-2.1% |
0.0000 |
| Volume |
116,189 |
93,192 |
-22,997 |
-19.8% |
449,177 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1037 |
1.0951 |
1.0670 |
|
| R3 |
1.0903 |
1.0817 |
1.0633 |
|
| R2 |
1.0769 |
1.0769 |
1.0621 |
|
| R1 |
1.0683 |
1.0683 |
1.0608 |
1.0659 |
| PP |
1.0635 |
1.0635 |
1.0635 |
1.0624 |
| S1 |
1.0549 |
1.0549 |
1.0584 |
1.0525 |
| S2 |
1.0501 |
1.0501 |
1.0571 |
|
| S3 |
1.0367 |
1.0415 |
1.0559 |
|
| S4 |
1.0233 |
1.0281 |
1.0522 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1949 |
1.1754 |
1.1081 |
|
| R3 |
1.1620 |
1.1425 |
1.0990 |
|
| R2 |
1.1291 |
1.1291 |
1.0960 |
|
| R1 |
1.1096 |
1.1096 |
1.0930 |
1.1194 |
| PP |
1.0962 |
1.0962 |
1.0962 |
1.1011 |
| S1 |
1.0767 |
1.0767 |
1.0870 |
1.0865 |
| S2 |
1.0633 |
1.0633 |
1.0840 |
|
| S3 |
1.0304 |
1.0438 |
1.0810 |
|
| S4 |
0.9975 |
1.0109 |
1.0719 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1139 |
1.0588 |
0.0551 |
5.2% |
0.0172 |
1.6% |
1% |
False |
True |
74,761 |
| 10 |
1.1220 |
1.0588 |
0.0632 |
6.0% |
0.0192 |
1.8% |
1% |
False |
True |
87,070 |
| 20 |
1.1382 |
1.0588 |
0.0794 |
7.5% |
0.0185 |
1.7% |
1% |
False |
True |
85,726 |
| 40 |
1.1496 |
1.0567 |
0.0929 |
8.8% |
0.0182 |
1.7% |
3% |
False |
False |
71,450 |
| 60 |
1.1496 |
1.0375 |
0.1121 |
10.6% |
0.0183 |
1.7% |
20% |
False |
False |
57,235 |
| 80 |
1.1496 |
1.0001 |
0.1495 |
14.1% |
0.0184 |
1.7% |
40% |
False |
False |
42,954 |
| 100 |
1.1496 |
0.9567 |
0.1929 |
18.2% |
0.0177 |
1.7% |
53% |
False |
False |
34,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1292 |
|
2.618 |
1.1073 |
|
1.618 |
1.0939 |
|
1.000 |
1.0856 |
|
0.618 |
1.0805 |
|
HIGH |
1.0722 |
|
0.618 |
1.0671 |
|
0.500 |
1.0655 |
|
0.382 |
1.0639 |
|
LOW |
1.0588 |
|
0.618 |
1.0505 |
|
1.000 |
1.0454 |
|
1.618 |
1.0371 |
|
2.618 |
1.0237 |
|
4.250 |
1.0019 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0655 |
1.0765 |
| PP |
1.0635 |
1.0709 |
| S1 |
1.0616 |
1.0652 |
|