CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 25-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0315 |
1.0237 |
-0.0078 |
-0.8% |
1.0201 |
| High |
1.0331 |
1.0333 |
0.0002 |
0.0% |
1.0703 |
| Low |
1.0159 |
1.0181 |
0.0022 |
0.2% |
1.0119 |
| Close |
1.0236 |
1.0290 |
0.0054 |
0.5% |
1.0433 |
| Range |
0.0172 |
0.0152 |
-0.0020 |
-11.6% |
0.0584 |
| ATR |
0.0194 |
0.0191 |
-0.0003 |
-1.5% |
0.0000 |
| Volume |
62,565 |
64,865 |
2,300 |
3.7% |
271,108 |
|
| Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0724 |
1.0659 |
1.0374 |
|
| R3 |
1.0572 |
1.0507 |
1.0332 |
|
| R2 |
1.0420 |
1.0420 |
1.0318 |
|
| R1 |
1.0355 |
1.0355 |
1.0304 |
1.0388 |
| PP |
1.0268 |
1.0268 |
1.0268 |
1.0284 |
| S1 |
1.0203 |
1.0203 |
1.0276 |
1.0236 |
| S2 |
1.0116 |
1.0116 |
1.0262 |
|
| S3 |
0.9964 |
1.0051 |
1.0248 |
|
| S4 |
0.9812 |
0.9899 |
1.0206 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2170 |
1.1886 |
1.0754 |
|
| R3 |
1.1586 |
1.1302 |
1.0594 |
|
| R2 |
1.1002 |
1.1002 |
1.0540 |
|
| R1 |
1.0718 |
1.0718 |
1.0487 |
1.0860 |
| PP |
1.0418 |
1.0418 |
1.0418 |
1.0490 |
| S1 |
1.0134 |
1.0134 |
1.0379 |
1.0276 |
| S2 |
0.9834 |
0.9834 |
1.0326 |
|
| S3 |
0.9250 |
0.9550 |
1.0272 |
|
| S4 |
0.8666 |
0.8966 |
1.0112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0703 |
1.0159 |
0.0544 |
5.3% |
0.0222 |
2.2% |
24% |
False |
False |
71,787 |
| 10 |
1.0703 |
1.0119 |
0.0584 |
5.7% |
0.0223 |
2.2% |
29% |
False |
False |
61,810 |
| 20 |
1.0703 |
1.0054 |
0.0649 |
6.3% |
0.0195 |
1.9% |
36% |
False |
False |
31,869 |
| 40 |
1.1331 |
1.0054 |
0.1277 |
12.4% |
0.0170 |
1.7% |
18% |
False |
False |
16,107 |
| 60 |
1.1510 |
1.0054 |
0.1456 |
14.1% |
0.0151 |
1.5% |
16% |
False |
False |
10,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0979 |
|
2.618 |
1.0731 |
|
1.618 |
1.0579 |
|
1.000 |
1.0485 |
|
0.618 |
1.0427 |
|
HIGH |
1.0333 |
|
0.618 |
1.0275 |
|
0.500 |
1.0257 |
|
0.382 |
1.0239 |
|
LOW |
1.0181 |
|
0.618 |
1.0087 |
|
1.000 |
1.0029 |
|
1.618 |
0.9935 |
|
2.618 |
0.9783 |
|
4.250 |
0.9535 |
|
|
| Fisher Pivots for day following 25-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0279 |
1.0327 |
| PP |
1.0268 |
1.0315 |
| S1 |
1.0257 |
1.0302 |
|