CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0125 |
1.0133 |
0.0008 |
0.1% |
1.0238 |
| High |
1.0216 |
1.0342 |
0.0126 |
1.2% |
1.0355 |
| Low |
1.0087 |
1.0110 |
0.0023 |
0.2% |
1.0032 |
| Close |
1.0110 |
1.0282 |
0.0172 |
1.7% |
1.0213 |
| Range |
0.0129 |
0.0232 |
0.0103 |
79.8% |
0.0323 |
| ATR |
0.0176 |
0.0180 |
0.0004 |
2.3% |
0.0000 |
| Volume |
70,487 |
80,758 |
10,271 |
14.6% |
419,466 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0941 |
1.0843 |
1.0410 |
|
| R3 |
1.0709 |
1.0611 |
1.0346 |
|
| R2 |
1.0477 |
1.0477 |
1.0325 |
|
| R1 |
1.0379 |
1.0379 |
1.0303 |
1.0428 |
| PP |
1.0245 |
1.0245 |
1.0245 |
1.0269 |
| S1 |
1.0147 |
1.0147 |
1.0261 |
1.0196 |
| S2 |
1.0013 |
1.0013 |
1.0239 |
|
| S3 |
0.9781 |
0.9915 |
1.0218 |
|
| S4 |
0.9549 |
0.9683 |
1.0154 |
|
|
| 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 |
3.1% |
0.0180 |
1.7% |
77% |
False |
False |
85,111 |
| 10 |
1.0355 |
1.0032 |
0.0323 |
3.1% |
0.0163 |
1.6% |
77% |
False |
False |
82,757 |
| 20 |
1.1158 |
1.0032 |
0.1126 |
11.0% |
0.0177 |
1.7% |
22% |
False |
False |
83,996 |
| 40 |
1.1496 |
1.0032 |
0.1464 |
14.2% |
0.0187 |
1.8% |
17% |
False |
False |
85,219 |
| 60 |
1.1496 |
1.0032 |
0.1464 |
14.2% |
0.0192 |
1.9% |
17% |
False |
False |
75,035 |
| 80 |
1.1496 |
1.0032 |
0.1464 |
14.2% |
0.0181 |
1.8% |
17% |
False |
False |
57,808 |
| 100 |
1.1496 |
0.9910 |
0.1586 |
15.4% |
0.0186 |
1.8% |
23% |
False |
False |
46,272 |
| 120 |
1.1496 |
0.9394 |
0.2102 |
20.4% |
0.0171 |
1.7% |
42% |
False |
False |
38,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1328 |
|
2.618 |
1.0949 |
|
1.618 |
1.0717 |
|
1.000 |
1.0574 |
|
0.618 |
1.0485 |
|
HIGH |
1.0342 |
|
0.618 |
1.0253 |
|
0.500 |
1.0226 |
|
0.382 |
1.0199 |
|
LOW |
1.0110 |
|
0.618 |
0.9967 |
|
1.000 |
0.9878 |
|
1.618 |
0.9735 |
|
2.618 |
0.9503 |
|
4.250 |
0.9124 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0263 |
1.0259 |
| PP |
1.0245 |
1.0235 |
| S1 |
1.0226 |
1.0212 |
|