CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0337 |
1.0268 |
-0.0069 |
-0.7% |
1.0898 |
| High |
1.0381 |
1.0278 |
-0.0103 |
-1.0% |
1.0942 |
| Low |
1.0227 |
1.0132 |
-0.0095 |
-0.9% |
1.0588 |
| Close |
1.0237 |
1.0165 |
-0.0072 |
-0.7% |
1.0731 |
| Range |
0.0154 |
0.0146 |
-0.0008 |
-5.2% |
0.0354 |
| ATR |
0.0196 |
0.0193 |
-0.0004 |
-1.8% |
0.0000 |
| Volume |
96,531 |
67,882 |
-28,649 |
-29.7% |
290,998 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0630 |
1.0543 |
1.0245 |
|
| R3 |
1.0484 |
1.0397 |
1.0205 |
|
| R2 |
1.0338 |
1.0338 |
1.0192 |
|
| R1 |
1.0251 |
1.0251 |
1.0178 |
1.0222 |
| PP |
1.0192 |
1.0192 |
1.0192 |
1.0177 |
| S1 |
1.0105 |
1.0105 |
1.0152 |
1.0076 |
| S2 |
1.0046 |
1.0046 |
1.0138 |
|
| S3 |
0.9900 |
0.9959 |
1.0125 |
|
| S4 |
0.9754 |
0.9813 |
1.0085 |
|
|
| 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 |
1.0132 |
0.0684 |
6.7% |
0.0213 |
2.1% |
5% |
False |
True |
85,938 |
| 10 |
1.1139 |
1.0132 |
0.1007 |
9.9% |
0.0193 |
1.9% |
3% |
False |
True |
80,350 |
| 20 |
1.1300 |
1.0132 |
0.1168 |
11.5% |
0.0186 |
1.8% |
3% |
False |
True |
84,884 |
| 40 |
1.1496 |
1.0132 |
0.1364 |
13.4% |
0.0192 |
1.9% |
2% |
False |
True |
79,096 |
| 60 |
1.1496 |
1.0132 |
0.1364 |
13.4% |
0.0192 |
1.9% |
2% |
False |
True |
64,315 |
| 80 |
1.1496 |
1.0001 |
0.1495 |
14.7% |
0.0180 |
1.8% |
11% |
False |
False |
48,322 |
| 100 |
1.1496 |
0.9809 |
0.1687 |
16.6% |
0.0185 |
1.8% |
21% |
False |
False |
38,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0899 |
|
2.618 |
1.0660 |
|
1.618 |
1.0514 |
|
1.000 |
1.0424 |
|
0.618 |
1.0368 |
|
HIGH |
1.0278 |
|
0.618 |
1.0222 |
|
0.500 |
1.0205 |
|
0.382 |
1.0188 |
|
LOW |
1.0132 |
|
0.618 |
1.0042 |
|
1.000 |
0.9986 |
|
1.618 |
0.9896 |
|
2.618 |
0.9750 |
|
4.250 |
0.9512 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0205 |
1.0372 |
| PP |
1.0192 |
1.0303 |
| S1 |
1.0178 |
1.0234 |
|