CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0133 |
1.0280 |
0.0147 |
1.5% |
1.0238 |
| High |
1.0342 |
1.0454 |
0.0112 |
1.1% |
1.0355 |
| Low |
1.0110 |
1.0148 |
0.0038 |
0.4% |
1.0032 |
| Close |
1.0282 |
1.0200 |
-0.0082 |
-0.8% |
1.0213 |
| Range |
0.0232 |
0.0306 |
0.0074 |
31.9% |
0.0323 |
| ATR |
0.0180 |
0.0189 |
0.0009 |
5.0% |
0.0000 |
| Volume |
80,758 |
78,984 |
-1,774 |
-2.2% |
419,466 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1185 |
1.0999 |
1.0368 |
|
| R3 |
1.0879 |
1.0693 |
1.0284 |
|
| R2 |
1.0573 |
1.0573 |
1.0256 |
|
| R1 |
1.0387 |
1.0387 |
1.0228 |
1.0327 |
| PP |
1.0267 |
1.0267 |
1.0267 |
1.0238 |
| S1 |
1.0081 |
1.0081 |
1.0172 |
1.0021 |
| S2 |
0.9961 |
0.9961 |
1.0144 |
|
| S3 |
0.9655 |
0.9775 |
1.0116 |
|
| S4 |
0.9349 |
0.9469 |
1.0032 |
|
|
| 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 |
1.0454 |
1.0082 |
0.0372 |
3.6% |
0.0200 |
2.0% |
32% |
True |
False |
87,313 |
| 10 |
1.0454 |
1.0032 |
0.0422 |
4.1% |
0.0179 |
1.8% |
40% |
True |
False |
83,867 |
| 20 |
1.1139 |
1.0032 |
0.1107 |
10.9% |
0.0186 |
1.8% |
15% |
False |
False |
82,108 |
| 40 |
1.1496 |
1.0032 |
0.1464 |
14.4% |
0.0191 |
1.9% |
11% |
False |
False |
85,458 |
| 60 |
1.1496 |
1.0032 |
0.1464 |
14.4% |
0.0189 |
1.9% |
11% |
False |
False |
75,132 |
| 80 |
1.1496 |
1.0032 |
0.1464 |
14.4% |
0.0183 |
1.8% |
11% |
False |
False |
58,793 |
| 100 |
1.1496 |
0.9910 |
0.1586 |
15.5% |
0.0188 |
1.8% |
18% |
False |
False |
47,062 |
| 120 |
1.1496 |
0.9535 |
0.1961 |
19.2% |
0.0173 |
1.7% |
34% |
False |
False |
39,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1755 |
|
2.618 |
1.1255 |
|
1.618 |
1.0949 |
|
1.000 |
1.0760 |
|
0.618 |
1.0643 |
|
HIGH |
1.0454 |
|
0.618 |
1.0337 |
|
0.500 |
1.0301 |
|
0.382 |
1.0265 |
|
LOW |
1.0148 |
|
0.618 |
0.9959 |
|
1.000 |
0.9842 |
|
1.618 |
0.9653 |
|
2.618 |
0.9347 |
|
4.250 |
0.8848 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0301 |
1.0271 |
| PP |
1.0267 |
1.0247 |
| S1 |
1.0234 |
1.0224 |
|