CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 27-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0255 |
1.0128 |
-0.0127 |
-1.2% |
1.0474 |
| High |
1.0277 |
1.0314 |
0.0037 |
0.4% |
1.0495 |
| Low |
1.0125 |
1.0128 |
0.0003 |
0.0% |
1.0125 |
| Close |
1.0163 |
1.0212 |
0.0049 |
0.5% |
1.0212 |
| Range |
0.0152 |
0.0186 |
0.0034 |
22.4% |
0.0370 |
| ATR |
0.0189 |
0.0189 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
66,025 |
50,259 |
-15,766 |
-23.9% |
300,369 |
|
| Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0776 |
1.0680 |
1.0314 |
|
| R3 |
1.0590 |
1.0494 |
1.0263 |
|
| R2 |
1.0404 |
1.0404 |
1.0246 |
|
| R1 |
1.0308 |
1.0308 |
1.0229 |
1.0356 |
| PP |
1.0218 |
1.0218 |
1.0218 |
1.0242 |
| S1 |
1.0122 |
1.0122 |
1.0195 |
1.0170 |
| S2 |
1.0032 |
1.0032 |
1.0178 |
|
| S3 |
0.9846 |
0.9936 |
1.0161 |
|
| S4 |
0.9660 |
0.9750 |
1.0110 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1387 |
1.1170 |
1.0416 |
|
| R3 |
1.1017 |
1.0800 |
1.0314 |
|
| R2 |
1.0647 |
1.0647 |
1.0280 |
|
| R1 |
1.0430 |
1.0430 |
1.0246 |
1.0354 |
| PP |
1.0277 |
1.0277 |
1.0277 |
1.0239 |
| S1 |
1.0060 |
1.0060 |
1.0178 |
0.9984 |
| S2 |
0.9907 |
0.9907 |
1.0144 |
|
| S3 |
0.9537 |
0.9690 |
1.0110 |
|
| S4 |
0.9167 |
0.9320 |
1.0009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0495 |
1.0125 |
0.0370 |
3.6% |
0.0175 |
1.7% |
24% |
False |
False |
60,073 |
| 10 |
1.0703 |
1.0119 |
0.0584 |
5.7% |
0.0203 |
2.0% |
16% |
False |
False |
66,411 |
| 20 |
1.0703 |
1.0054 |
0.0649 |
6.4% |
0.0190 |
1.9% |
24% |
False |
False |
37,637 |
| 40 |
1.1300 |
1.0054 |
0.1246 |
12.2% |
0.0171 |
1.7% |
13% |
False |
False |
19,012 |
| 60 |
1.1510 |
1.0054 |
0.1456 |
14.3% |
0.0156 |
1.5% |
11% |
False |
False |
12,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1105 |
|
2.618 |
1.0801 |
|
1.618 |
1.0615 |
|
1.000 |
1.0500 |
|
0.618 |
1.0429 |
|
HIGH |
1.0314 |
|
0.618 |
1.0243 |
|
0.500 |
1.0221 |
|
0.382 |
1.0199 |
|
LOW |
1.0128 |
|
0.618 |
1.0013 |
|
1.000 |
0.9942 |
|
1.618 |
0.9827 |
|
2.618 |
0.9641 |
|
4.250 |
0.9338 |
|
|
| Fisher Pivots for day following 27-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0221 |
1.0229 |
| PP |
1.0218 |
1.0223 |
| S1 |
1.0215 |
1.0218 |
|