CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0182 |
1.0149 |
-0.0033 |
-0.3% |
1.0292 |
| High |
1.0235 |
1.0369 |
0.0134 |
1.3% |
1.0377 |
| Low |
1.0104 |
1.0139 |
0.0035 |
0.3% |
1.0054 |
| Close |
1.0146 |
1.0303 |
0.0157 |
1.5% |
1.0235 |
| Range |
0.0131 |
0.0230 |
0.0099 |
75.6% |
0.0323 |
| ATR |
0.0159 |
0.0164 |
0.0005 |
3.2% |
0.0000 |
| Volume |
6,127 |
25,993 |
19,866 |
324.2% |
8,878 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0960 |
1.0862 |
1.0430 |
|
| R3 |
1.0730 |
1.0632 |
1.0366 |
|
| R2 |
1.0500 |
1.0500 |
1.0345 |
|
| R1 |
1.0402 |
1.0402 |
1.0324 |
1.0451 |
| PP |
1.0270 |
1.0270 |
1.0270 |
1.0295 |
| S1 |
1.0172 |
1.0172 |
1.0282 |
1.0221 |
| S2 |
1.0040 |
1.0040 |
1.0261 |
|
| S3 |
0.9810 |
0.9942 |
1.0240 |
|
| S4 |
0.9580 |
0.9712 |
1.0177 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1191 |
1.1036 |
1.0413 |
|
| R3 |
1.0868 |
1.0713 |
1.0324 |
|
| R2 |
1.0545 |
1.0545 |
1.0294 |
|
| R1 |
1.0390 |
1.0390 |
1.0265 |
1.0306 |
| PP |
1.0222 |
1.0222 |
1.0222 |
1.0180 |
| S1 |
1.0067 |
1.0067 |
1.0205 |
0.9983 |
| S2 |
0.9899 |
0.9899 |
1.0176 |
|
| S3 |
0.9576 |
0.9744 |
1.0146 |
|
| S4 |
0.9253 |
0.9421 |
1.0057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0377 |
1.0054 |
0.0323 |
3.1% |
0.0177 |
1.7% |
77% |
False |
False |
7,771 |
| 10 |
1.0407 |
1.0054 |
0.0353 |
3.4% |
0.0161 |
1.6% |
71% |
False |
False |
4,500 |
| 20 |
1.1173 |
1.0054 |
0.1119 |
10.9% |
0.0163 |
1.6% |
22% |
False |
False |
2,519 |
| 40 |
1.1510 |
1.0054 |
0.1456 |
14.1% |
0.0152 |
1.5% |
17% |
False |
False |
1,344 |
| 60 |
1.1510 |
1.0054 |
0.1456 |
14.1% |
0.0132 |
1.3% |
17% |
False |
False |
905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1347 |
|
2.618 |
1.0971 |
|
1.618 |
1.0741 |
|
1.000 |
1.0599 |
|
0.618 |
1.0511 |
|
HIGH |
1.0369 |
|
0.618 |
1.0281 |
|
0.500 |
1.0254 |
|
0.382 |
1.0227 |
|
LOW |
1.0139 |
|
0.618 |
0.9997 |
|
1.000 |
0.9909 |
|
1.618 |
0.9767 |
|
2.618 |
0.9537 |
|
4.250 |
0.9162 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0287 |
1.0282 |
| PP |
1.0270 |
1.0261 |
| S1 |
1.0254 |
1.0241 |
|