CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0590 |
1.0337 |
-0.0253 |
-2.4% |
1.0898 |
| High |
1.0612 |
1.0381 |
-0.0231 |
-2.2% |
1.0942 |
| Low |
1.0318 |
1.0227 |
-0.0091 |
-0.9% |
1.0588 |
| Close |
1.0327 |
1.0237 |
-0.0090 |
-0.9% |
1.0731 |
| Range |
0.0294 |
0.0154 |
-0.0140 |
-47.6% |
0.0354 |
| ATR |
0.0200 |
0.0196 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
91,755 |
96,531 |
4,776 |
5.2% |
290,998 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0744 |
1.0644 |
1.0322 |
|
| R3 |
1.0590 |
1.0490 |
1.0279 |
|
| R2 |
1.0436 |
1.0436 |
1.0265 |
|
| R1 |
1.0336 |
1.0336 |
1.0251 |
1.0309 |
| PP |
1.0282 |
1.0282 |
1.0282 |
1.0268 |
| S1 |
1.0182 |
1.0182 |
1.0223 |
1.0155 |
| S2 |
1.0128 |
1.0128 |
1.0209 |
|
| S3 |
0.9974 |
1.0028 |
1.0195 |
|
| S4 |
0.9820 |
0.9874 |
1.0152 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1816 |
1.1627 |
1.0926 |
|
| R3 |
1.1462 |
1.1273 |
1.0828 |
|
| R2 |
1.1108 |
1.1108 |
1.0796 |
|
| R1 |
1.0919 |
1.0919 |
1.0763 |
1.0837 |
| PP |
1.0754 |
1.0754 |
1.0754 |
1.0712 |
| S1 |
1.0565 |
1.0565 |
1.0699 |
1.0483 |
| S2 |
1.0400 |
1.0400 |
1.0666 |
|
| S3 |
1.0046 |
1.0211 |
1.0634 |
|
| S4 |
0.9692 |
0.9857 |
1.0536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0816 |
1.0227 |
0.0589 |
5.8% |
0.0210 |
2.1% |
2% |
False |
True |
91,000 |
| 10 |
1.1158 |
1.0227 |
0.0931 |
9.1% |
0.0192 |
1.9% |
1% |
False |
True |
85,234 |
| 20 |
1.1300 |
1.0227 |
0.1073 |
10.5% |
0.0191 |
1.9% |
1% |
False |
True |
85,209 |
| 40 |
1.1496 |
1.0227 |
0.1269 |
12.4% |
0.0194 |
1.9% |
1% |
False |
True |
77,561 |
| 60 |
1.1496 |
1.0227 |
0.1269 |
12.4% |
0.0190 |
1.9% |
1% |
False |
True |
63,220 |
| 80 |
1.1496 |
1.0001 |
0.1495 |
14.6% |
0.0182 |
1.8% |
16% |
False |
False |
47,474 |
| 100 |
1.1496 |
0.9641 |
0.1855 |
18.1% |
0.0184 |
1.8% |
32% |
False |
False |
38,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1036 |
|
2.618 |
1.0784 |
|
1.618 |
1.0630 |
|
1.000 |
1.0535 |
|
0.618 |
1.0476 |
|
HIGH |
1.0381 |
|
0.618 |
1.0322 |
|
0.500 |
1.0304 |
|
0.382 |
1.0286 |
|
LOW |
1.0227 |
|
0.618 |
1.0132 |
|
1.000 |
1.0073 |
|
1.618 |
0.9978 |
|
2.618 |
0.9824 |
|
4.250 |
0.9573 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0304 |
1.0506 |
| PP |
1.0282 |
1.0416 |
| S1 |
1.0259 |
1.0327 |
|