CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0296 |
1.0185 |
-0.0111 |
-1.1% |
1.0699 |
| High |
1.0310 |
1.0186 |
-0.0124 |
-1.2% |
1.0784 |
| Low |
1.0143 |
1.0053 |
-0.0090 |
-0.9% |
1.0132 |
| Close |
1.0170 |
1.0082 |
-0.0088 |
-0.9% |
1.0219 |
| Range |
0.0167 |
0.0133 |
-0.0034 |
-20.4% |
0.0652 |
| ATR |
0.0184 |
0.0181 |
-0.0004 |
-2.0% |
0.0000 |
| Volume |
82,118 |
71,237 |
-10,881 |
-13.3% |
429,014 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0506 |
1.0427 |
1.0155 |
|
| R3 |
1.0373 |
1.0294 |
1.0119 |
|
| R2 |
1.0240 |
1.0240 |
1.0106 |
|
| R1 |
1.0161 |
1.0161 |
1.0094 |
1.0134 |
| PP |
1.0107 |
1.0107 |
1.0107 |
1.0094 |
| S1 |
1.0028 |
1.0028 |
1.0070 |
1.0001 |
| S2 |
0.9974 |
0.9974 |
1.0058 |
|
| S3 |
0.9841 |
0.9895 |
1.0045 |
|
| S4 |
0.9708 |
0.9762 |
1.0009 |
|
|
| 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 |
1.0328 |
1.0053 |
0.0275 |
2.7% |
0.0146 |
1.4% |
11% |
False |
True |
80,403 |
| 10 |
1.0816 |
1.0053 |
0.0763 |
7.6% |
0.0178 |
1.8% |
4% |
False |
True |
85,702 |
| 20 |
1.1268 |
1.0053 |
0.1215 |
12.1% |
0.0185 |
1.8% |
2% |
False |
True |
86,514 |
| 40 |
1.1496 |
1.0053 |
0.1443 |
14.3% |
0.0191 |
1.9% |
2% |
False |
True |
84,618 |
| 60 |
1.1496 |
1.0053 |
0.1443 |
14.3% |
0.0191 |
1.9% |
2% |
False |
True |
69,633 |
| 80 |
1.1496 |
1.0053 |
0.1443 |
14.3% |
0.0181 |
1.8% |
2% |
False |
True |
52,492 |
| 100 |
1.1496 |
0.9850 |
0.1646 |
16.3% |
0.0183 |
1.8% |
14% |
False |
False |
42,017 |
| 120 |
1.1496 |
0.9360 |
0.2136 |
21.2% |
0.0167 |
1.7% |
34% |
False |
False |
35,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0751 |
|
2.618 |
1.0534 |
|
1.618 |
1.0401 |
|
1.000 |
1.0319 |
|
0.618 |
1.0268 |
|
HIGH |
1.0186 |
|
0.618 |
1.0135 |
|
0.500 |
1.0120 |
|
0.382 |
1.0104 |
|
LOW |
1.0053 |
|
0.618 |
0.9971 |
|
1.000 |
0.9920 |
|
1.618 |
0.9838 |
|
2.618 |
0.9705 |
|
4.250 |
0.9488 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0120 |
1.0187 |
| PP |
1.0107 |
1.0152 |
| S1 |
1.0095 |
1.0117 |
|