CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0091 |
1.0198 |
0.0107 |
1.1% |
1.0238 |
| High |
1.0236 |
1.0355 |
0.0119 |
1.2% |
1.0355 |
| Low |
1.0032 |
1.0152 |
0.0120 |
1.2% |
1.0032 |
| Close |
1.0177 |
1.0213 |
0.0036 |
0.4% |
1.0213 |
| Range |
0.0204 |
0.0203 |
-0.0001 |
-0.5% |
0.0323 |
| ATR |
0.0182 |
0.0184 |
0.0001 |
0.8% |
0.0000 |
| Volume |
67,975 |
98,293 |
30,318 |
44.6% |
419,466 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0849 |
1.0734 |
1.0325 |
|
| R3 |
1.0646 |
1.0531 |
1.0269 |
|
| R2 |
1.0443 |
1.0443 |
1.0250 |
|
| R1 |
1.0328 |
1.0328 |
1.0232 |
1.0386 |
| PP |
1.0240 |
1.0240 |
1.0240 |
1.0269 |
| S1 |
1.0125 |
1.0125 |
1.0194 |
1.0183 |
| S2 |
1.0037 |
1.0037 |
1.0176 |
|
| S3 |
0.9834 |
0.9922 |
1.0157 |
|
| S4 |
0.9631 |
0.9719 |
1.0101 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1169 |
1.1014 |
1.0391 |
|
| R3 |
1.0846 |
1.0691 |
1.0302 |
|
| R2 |
1.0523 |
1.0523 |
1.0272 |
|
| R1 |
1.0368 |
1.0368 |
1.0243 |
1.0284 |
| PP |
1.0200 |
1.0200 |
1.0200 |
1.0158 |
| S1 |
1.0045 |
1.0045 |
1.0183 |
0.9961 |
| S2 |
0.9877 |
0.9877 |
1.0154 |
|
| S3 |
0.9554 |
0.9722 |
1.0124 |
|
| S4 |
0.9231 |
0.9399 |
1.0035 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0355 |
1.0032 |
0.0323 |
3.2% |
0.0162 |
1.6% |
56% |
True |
False |
83,893 |
| 10 |
1.0784 |
1.0032 |
0.0752 |
7.4% |
0.0184 |
1.8% |
24% |
False |
False |
84,848 |
| 20 |
1.1158 |
1.0032 |
0.1126 |
11.0% |
0.0180 |
1.8% |
16% |
False |
False |
85,374 |
| 40 |
1.1496 |
1.0032 |
0.1464 |
14.3% |
0.0190 |
1.9% |
12% |
False |
False |
85,189 |
| 60 |
1.1496 |
1.0032 |
0.1464 |
14.3% |
0.0191 |
1.9% |
12% |
False |
False |
72,246 |
| 80 |
1.1496 |
1.0032 |
0.1464 |
14.3% |
0.0182 |
1.8% |
12% |
False |
False |
54,569 |
| 100 |
1.1496 |
0.9850 |
0.1646 |
16.1% |
0.0184 |
1.8% |
22% |
False |
False |
43,680 |
| 120 |
1.1496 |
0.9394 |
0.2102 |
20.6% |
0.0169 |
1.7% |
39% |
False |
False |
36,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1218 |
|
2.618 |
1.0886 |
|
1.618 |
1.0683 |
|
1.000 |
1.0558 |
|
0.618 |
1.0480 |
|
HIGH |
1.0355 |
|
0.618 |
1.0277 |
|
0.500 |
1.0254 |
|
0.382 |
1.0230 |
|
LOW |
1.0152 |
|
0.618 |
1.0027 |
|
1.000 |
0.9949 |
|
1.618 |
0.9824 |
|
2.618 |
0.9621 |
|
4.250 |
0.9289 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0254 |
1.0207 |
| PP |
1.0240 |
1.0200 |
| S1 |
1.0227 |
1.0194 |
|