CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 26-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0237 |
1.0255 |
0.0018 |
0.2% |
1.0201 |
| High |
1.0333 |
1.0277 |
-0.0056 |
-0.5% |
1.0703 |
| Low |
1.0181 |
1.0125 |
-0.0056 |
-0.6% |
1.0119 |
| Close |
1.0290 |
1.0163 |
-0.0127 |
-1.2% |
1.0433 |
| Range |
0.0152 |
0.0152 |
0.0000 |
0.0% |
0.0584 |
| ATR |
0.0191 |
0.0189 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
64,865 |
66,025 |
1,160 |
1.8% |
271,108 |
|
| Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0644 |
1.0556 |
1.0247 |
|
| R3 |
1.0492 |
1.0404 |
1.0205 |
|
| R2 |
1.0340 |
1.0340 |
1.0191 |
|
| R1 |
1.0252 |
1.0252 |
1.0177 |
1.0220 |
| PP |
1.0188 |
1.0188 |
1.0188 |
1.0173 |
| S1 |
1.0100 |
1.0100 |
1.0149 |
1.0068 |
| S2 |
1.0036 |
1.0036 |
1.0135 |
|
| S3 |
0.9884 |
0.9948 |
1.0121 |
|
| S4 |
0.9732 |
0.9796 |
1.0079 |
|
|
| 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 |
1.0633 |
1.0125 |
0.0508 |
5.0% |
0.0184 |
1.8% |
7% |
False |
True |
69,639 |
| 10 |
1.0703 |
1.0119 |
0.0584 |
5.7% |
0.0215 |
2.1% |
8% |
False |
False |
65,814 |
| 20 |
1.0703 |
1.0054 |
0.0649 |
6.4% |
0.0188 |
1.9% |
17% |
False |
False |
35,157 |
| 40 |
1.1300 |
1.0054 |
0.1246 |
12.3% |
0.0171 |
1.7% |
9% |
False |
False |
17,757 |
| 60 |
1.1510 |
1.0054 |
0.1456 |
14.3% |
0.0153 |
1.5% |
7% |
False |
False |
11,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0923 |
|
2.618 |
1.0675 |
|
1.618 |
1.0523 |
|
1.000 |
1.0429 |
|
0.618 |
1.0371 |
|
HIGH |
1.0277 |
|
0.618 |
1.0219 |
|
0.500 |
1.0201 |
|
0.382 |
1.0183 |
|
LOW |
1.0125 |
|
0.618 |
1.0031 |
|
1.000 |
0.9973 |
|
1.618 |
0.9879 |
|
2.618 |
0.9727 |
|
4.250 |
0.9479 |
|
|
| Fisher Pivots for day following 26-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0201 |
1.0229 |
| PP |
1.0188 |
1.0207 |
| S1 |
1.0176 |
1.0185 |
|