CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0185 |
1.0091 |
-0.0094 |
-0.9% |
1.0699 |
| High |
1.0186 |
1.0236 |
0.0050 |
0.5% |
1.0784 |
| Low |
1.0053 |
1.0032 |
-0.0021 |
-0.2% |
1.0132 |
| Close |
1.0082 |
1.0177 |
0.0095 |
0.9% |
1.0219 |
| Range |
0.0133 |
0.0204 |
0.0071 |
53.4% |
0.0652 |
| ATR |
0.0181 |
0.0182 |
0.0002 |
0.9% |
0.0000 |
| Volume |
71,237 |
67,975 |
-3,262 |
-4.6% |
429,014 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0760 |
1.0673 |
1.0289 |
|
| R3 |
1.0556 |
1.0469 |
1.0233 |
|
| R2 |
1.0352 |
1.0352 |
1.0214 |
|
| R1 |
1.0265 |
1.0265 |
1.0196 |
1.0309 |
| PP |
1.0148 |
1.0148 |
1.0148 |
1.0170 |
| S1 |
1.0061 |
1.0061 |
1.0158 |
1.0105 |
| S2 |
0.9944 |
0.9944 |
1.0140 |
|
| S3 |
0.9740 |
0.9857 |
1.0121 |
|
| S4 |
0.9536 |
0.9653 |
1.0065 |
|
|
| 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 |
1.0032 |
0.0296 |
2.9% |
0.0158 |
1.5% |
49% |
False |
True |
80,422 |
| 10 |
1.0816 |
1.0032 |
0.0784 |
7.7% |
0.0185 |
1.8% |
18% |
False |
True |
83,180 |
| 20 |
1.1220 |
1.0032 |
0.1188 |
11.7% |
0.0189 |
1.9% |
12% |
False |
True |
85,125 |
| 40 |
1.1496 |
1.0032 |
0.1464 |
14.4% |
0.0191 |
1.9% |
10% |
False |
True |
84,602 |
| 60 |
1.1496 |
1.0032 |
0.1464 |
14.4% |
0.0190 |
1.9% |
10% |
False |
True |
70,707 |
| 80 |
1.1496 |
1.0032 |
0.1464 |
14.4% |
0.0182 |
1.8% |
10% |
False |
True |
53,341 |
| 100 |
1.1496 |
0.9850 |
0.1646 |
16.2% |
0.0183 |
1.8% |
20% |
False |
False |
42,697 |
| 120 |
1.1496 |
0.9394 |
0.2102 |
20.7% |
0.0167 |
1.6% |
37% |
False |
False |
35,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1103 |
|
2.618 |
1.0770 |
|
1.618 |
1.0566 |
|
1.000 |
1.0440 |
|
0.618 |
1.0362 |
|
HIGH |
1.0236 |
|
0.618 |
1.0158 |
|
0.500 |
1.0134 |
|
0.382 |
1.0110 |
|
LOW |
1.0032 |
|
0.618 |
0.9906 |
|
1.000 |
0.9828 |
|
1.618 |
0.9702 |
|
2.618 |
0.9498 |
|
4.250 |
0.9165 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0163 |
1.0175 |
| PP |
1.0148 |
1.0173 |
| S1 |
1.0134 |
1.0171 |
|