CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 30-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0128 |
1.0218 |
0.0090 |
0.9% |
1.0474 |
| High |
1.0314 |
1.0435 |
0.0121 |
1.2% |
1.0495 |
| Low |
1.0128 |
1.0183 |
0.0055 |
0.5% |
1.0125 |
| Close |
1.0212 |
1.0313 |
0.0101 |
1.0% |
1.0212 |
| Range |
0.0186 |
0.0252 |
0.0066 |
35.5% |
0.0370 |
| ATR |
0.0189 |
0.0193 |
0.0005 |
2.4% |
0.0000 |
| Volume |
50,259 |
62,319 |
12,060 |
24.0% |
300,369 |
|
| Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1066 |
1.0942 |
1.0452 |
|
| R3 |
1.0814 |
1.0690 |
1.0382 |
|
| R2 |
1.0562 |
1.0562 |
1.0359 |
|
| R1 |
1.0438 |
1.0438 |
1.0336 |
1.0500 |
| PP |
1.0310 |
1.0310 |
1.0310 |
1.0342 |
| S1 |
1.0186 |
1.0186 |
1.0290 |
1.0248 |
| S2 |
1.0058 |
1.0058 |
1.0267 |
|
| S3 |
0.9806 |
0.9934 |
1.0244 |
|
| S4 |
0.9554 |
0.9682 |
1.0174 |
|
|
| 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 |
1.0435 |
1.0125 |
0.0310 |
3.0% |
0.0183 |
1.8% |
61% |
True |
False |
61,206 |
| 10 |
1.0703 |
1.0119 |
0.0584 |
5.7% |
0.0212 |
2.1% |
33% |
False |
False |
63,379 |
| 20 |
1.0703 |
1.0054 |
0.0649 |
6.3% |
0.0195 |
1.9% |
40% |
False |
False |
40,721 |
| 40 |
1.1300 |
1.0054 |
0.1246 |
12.1% |
0.0176 |
1.7% |
21% |
False |
False |
20,568 |
| 60 |
1.1510 |
1.0054 |
0.1456 |
14.1% |
0.0160 |
1.6% |
18% |
False |
False |
13,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1506 |
|
2.618 |
1.1095 |
|
1.618 |
1.0843 |
|
1.000 |
1.0687 |
|
0.618 |
1.0591 |
|
HIGH |
1.0435 |
|
0.618 |
1.0339 |
|
0.500 |
1.0309 |
|
0.382 |
1.0279 |
|
LOW |
1.0183 |
|
0.618 |
1.0027 |
|
1.000 |
0.9931 |
|
1.618 |
0.9775 |
|
2.618 |
0.9523 |
|
4.250 |
0.9112 |
|
|
| Fisher Pivots for day following 30-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0312 |
1.0302 |
| PP |
1.0310 |
1.0291 |
| S1 |
1.0309 |
1.0280 |
|