CME Japanese Yen Future March 2009
Trading Metrics calculated at close of trading on 27-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
1.0268 |
1.0149 |
-0.0119 |
-1.2% |
1.0699 |
High |
1.0278 |
1.0328 |
0.0050 |
0.5% |
1.0784 |
Low |
1.0132 |
1.0148 |
0.0016 |
0.2% |
1.0132 |
Close |
1.0165 |
1.0219 |
0.0054 |
0.5% |
1.0219 |
Range |
0.0146 |
0.0180 |
0.0034 |
23.3% |
0.0652 |
ATR |
0.0193 |
0.0192 |
-0.0001 |
-0.5% |
0.0000 |
Volume |
67,882 |
80,939 |
13,057 |
19.2% |
429,014 |
|
Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0772 |
1.0675 |
1.0318 |
|
R3 |
1.0592 |
1.0495 |
1.0269 |
|
R2 |
1.0412 |
1.0412 |
1.0252 |
|
R1 |
1.0315 |
1.0315 |
1.0236 |
1.0364 |
PP |
1.0232 |
1.0232 |
1.0232 |
1.0256 |
S1 |
1.0135 |
1.0135 |
1.0203 |
1.0184 |
S2 |
1.0052 |
1.0052 |
1.0186 |
|
S3 |
0.9872 |
0.9955 |
1.0170 |
|
S4 |
0.9692 |
0.9775 |
1.0120 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2334 |
1.1929 |
1.0578 |
|
R3 |
1.1682 |
1.1277 |
1.0398 |
|
R2 |
1.1030 |
1.1030 |
1.0339 |
|
R1 |
1.0625 |
1.0625 |
1.0279 |
1.0502 |
PP |
1.0378 |
1.0378 |
1.0378 |
1.0317 |
S1 |
0.9973 |
0.9973 |
1.0159 |
0.9850 |
S2 |
0.9726 |
0.9726 |
1.0099 |
|
S3 |
0.9074 |
0.9321 |
1.0040 |
|
S4 |
0.8422 |
0.8669 |
0.9860 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0784 |
1.0132 |
0.0652 |
6.4% |
0.0205 |
2.0% |
13% |
False |
False |
85,802 |
10 |
1.1059 |
1.0132 |
0.0927 |
9.1% |
0.0195 |
1.9% |
9% |
False |
False |
80,756 |
20 |
1.1300 |
1.0132 |
0.1168 |
11.4% |
0.0187 |
1.8% |
7% |
False |
False |
84,804 |
40 |
1.1496 |
1.0132 |
0.1364 |
13.3% |
0.0193 |
1.9% |
6% |
False |
False |
80,349 |
60 |
1.1496 |
1.0132 |
0.1364 |
13.3% |
0.0190 |
1.9% |
6% |
False |
False |
65,635 |
80 |
1.1496 |
1.0001 |
0.1495 |
14.6% |
0.0181 |
1.8% |
15% |
False |
False |
49,333 |
100 |
1.1496 |
0.9850 |
0.1646 |
16.1% |
0.0184 |
1.8% |
22% |
False |
False |
39,490 |
120 |
1.1496 |
0.9357 |
0.2139 |
20.9% |
0.0163 |
1.6% |
40% |
False |
False |
32,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1093 |
2.618 |
1.0799 |
1.618 |
1.0619 |
1.000 |
1.0508 |
0.618 |
1.0439 |
HIGH |
1.0328 |
0.618 |
1.0259 |
0.500 |
1.0238 |
0.382 |
1.0217 |
LOW |
1.0148 |
0.618 |
1.0037 |
1.000 |
0.9968 |
1.618 |
0.9857 |
2.618 |
0.9677 |
4.250 |
0.9383 |
|
|
Fisher Pivots for day following 27-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1.0238 |
1.0257 |
PP |
1.0232 |
1.0244 |
S1 |
1.0225 |
1.0232 |
|