CME Japanese Yen Future June 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 |
1.0318 |
1.0199 |
-0.0119 |
-1.2% |
1.0710 |
| High |
1.0332 |
1.0201 |
-0.0131 |
-1.3% |
1.0804 |
| Low |
1.0168 |
1.0072 |
-0.0096 |
-0.9% |
1.0157 |
| Close |
1.0191 |
1.0102 |
-0.0089 |
-0.9% |
1.0242 |
| Range |
0.0164 |
0.0129 |
-0.0035 |
-21.3% |
0.0647 |
| ATR |
0.0157 |
0.0155 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
1,403 |
1,687 |
284 |
20.2% |
4,500 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0512 |
1.0436 |
1.0173 |
|
| R3 |
1.0383 |
1.0307 |
1.0137 |
|
| R2 |
1.0254 |
1.0254 |
1.0126 |
|
| R1 |
1.0178 |
1.0178 |
1.0114 |
1.0152 |
| PP |
1.0125 |
1.0125 |
1.0125 |
1.0112 |
| S1 |
1.0049 |
1.0049 |
1.0090 |
1.0023 |
| S2 |
0.9996 |
0.9996 |
1.0078 |
|
| S3 |
0.9867 |
0.9920 |
1.0067 |
|
| S4 |
0.9738 |
0.9791 |
1.0031 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2342 |
1.1939 |
1.0598 |
|
| R3 |
1.1695 |
1.1292 |
1.0420 |
|
| R2 |
1.1048 |
1.1048 |
1.0361 |
|
| R1 |
1.0645 |
1.0645 |
1.0301 |
1.0523 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0340 |
| S1 |
0.9998 |
0.9998 |
1.0183 |
0.9876 |
| S2 |
0.9754 |
0.9754 |
1.0123 |
|
| S3 |
0.9107 |
0.9351 |
1.0064 |
|
| S4 |
0.8460 |
0.8704 |
0.9886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0350 |
1.0072 |
0.0278 |
2.8% |
0.0140 |
1.4% |
11% |
False |
True |
1,437 |
| 10 |
1.0822 |
1.0072 |
0.0750 |
7.4% |
0.0170 |
1.7% |
4% |
False |
True |
922 |
| 20 |
1.1206 |
1.0072 |
0.1134 |
11.2% |
0.0165 |
1.6% |
3% |
False |
True |
719 |
| 40 |
1.1510 |
1.0072 |
0.1438 |
14.2% |
0.0148 |
1.5% |
2% |
False |
True |
418 |
| 60 |
1.1510 |
1.0072 |
0.1438 |
14.2% |
0.0122 |
1.2% |
2% |
False |
True |
286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0749 |
|
2.618 |
1.0539 |
|
1.618 |
1.0410 |
|
1.000 |
1.0330 |
|
0.618 |
1.0281 |
|
HIGH |
1.0201 |
|
0.618 |
1.0152 |
|
0.500 |
1.0137 |
|
0.382 |
1.0121 |
|
LOW |
1.0072 |
|
0.618 |
0.9992 |
|
1.000 |
0.9943 |
|
1.618 |
0.9863 |
|
2.618 |
0.9734 |
|
4.250 |
0.9524 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0137 |
1.0207 |
| PP |
1.0125 |
1.0172 |
| S1 |
1.0114 |
1.0137 |
|