CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 31-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0218 |
1.0278 |
0.0060 |
0.6% |
1.0474 |
| High |
1.0435 |
1.0292 |
-0.0143 |
-1.4% |
1.0495 |
| Low |
1.0183 |
1.0074 |
-0.0109 |
-1.1% |
1.0125 |
| Close |
1.0313 |
1.0104 |
-0.0209 |
-2.0% |
1.0212 |
| Range |
0.0252 |
0.0218 |
-0.0034 |
-13.5% |
0.0370 |
| ATR |
0.0193 |
0.0197 |
0.0003 |
1.7% |
0.0000 |
| Volume |
62,319 |
63,923 |
1,604 |
2.6% |
300,369 |
|
| Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0811 |
1.0675 |
1.0224 |
|
| R3 |
1.0593 |
1.0457 |
1.0164 |
|
| R2 |
1.0375 |
1.0375 |
1.0144 |
|
| R1 |
1.0239 |
1.0239 |
1.0124 |
1.0198 |
| PP |
1.0157 |
1.0157 |
1.0157 |
1.0136 |
| S1 |
1.0021 |
1.0021 |
1.0084 |
0.9980 |
| S2 |
0.9939 |
0.9939 |
1.0064 |
|
| S3 |
0.9721 |
0.9803 |
1.0044 |
|
| S4 |
0.9503 |
0.9585 |
0.9984 |
|
|
| 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 |
1.0074 |
0.0361 |
3.6% |
0.0192 |
1.9% |
8% |
False |
True |
61,478 |
| 10 |
1.0703 |
1.0074 |
0.0629 |
6.2% |
0.0225 |
2.2% |
5% |
False |
True |
65,000 |
| 20 |
1.0703 |
1.0054 |
0.0649 |
6.4% |
0.0198 |
2.0% |
8% |
False |
False |
43,782 |
| 40 |
1.1300 |
1.0054 |
0.1246 |
12.3% |
0.0180 |
1.8% |
4% |
False |
False |
22,165 |
| 60 |
1.1510 |
1.0054 |
0.1456 |
14.4% |
0.0164 |
1.6% |
3% |
False |
False |
14,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1219 |
|
2.618 |
1.0863 |
|
1.618 |
1.0645 |
|
1.000 |
1.0510 |
|
0.618 |
1.0427 |
|
HIGH |
1.0292 |
|
0.618 |
1.0209 |
|
0.500 |
1.0183 |
|
0.382 |
1.0157 |
|
LOW |
1.0074 |
|
0.618 |
0.9939 |
|
1.000 |
0.9856 |
|
1.618 |
0.9721 |
|
2.618 |
0.9503 |
|
4.250 |
0.9148 |
|
|
| Fisher Pivots for day following 31-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0183 |
1.0255 |
| PP |
1.0157 |
1.0204 |
| S1 |
1.0130 |
1.0154 |
|