CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0880 |
1.0697 |
-0.0183 |
-1.7% |
1.1073 |
| High |
1.0914 |
1.0717 |
-0.0197 |
-1.8% |
1.1111 |
| Low |
1.0735 |
1.0632 |
-0.0103 |
-1.0% |
1.0960 |
| Close |
1.0764 |
1.0664 |
-0.0100 |
-0.9% |
1.0881 |
| Range |
0.0179 |
0.0085 |
-0.0094 |
-52.5% |
0.0151 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
1.9% |
0.0000 |
| Volume |
2 |
217 |
215 |
10,750.0% |
48 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0926 |
1.0880 |
1.0711 |
|
| R3 |
1.0841 |
1.0795 |
1.0687 |
|
| R2 |
1.0756 |
1.0756 |
1.0680 |
|
| R1 |
1.0710 |
1.0710 |
1.0672 |
1.0691 |
| PP |
1.0671 |
1.0671 |
1.0671 |
1.0661 |
| S1 |
1.0625 |
1.0625 |
1.0656 |
1.0606 |
| S2 |
1.0586 |
1.0586 |
1.0648 |
|
| S3 |
1.0501 |
1.0540 |
1.0641 |
|
| S4 |
1.0416 |
1.0455 |
1.0617 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1437 |
1.1310 |
1.0964 |
|
| R3 |
1.1286 |
1.1159 |
1.0923 |
|
| R2 |
1.1135 |
1.1135 |
1.0909 |
|
| R1 |
1.1008 |
1.1008 |
1.0895 |
1.0996 |
| PP |
1.0984 |
1.0984 |
1.0984 |
1.0978 |
| S1 |
1.0857 |
1.0857 |
1.0867 |
1.0845 |
| S2 |
1.0833 |
1.0833 |
1.0853 |
|
| S3 |
1.0682 |
1.0706 |
1.0839 |
|
| S4 |
1.0531 |
1.0555 |
1.0798 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1078 |
|
2.618 |
1.0940 |
|
1.618 |
1.0855 |
|
1.000 |
1.0802 |
|
0.618 |
1.0770 |
|
HIGH |
1.0717 |
|
0.618 |
1.0685 |
|
0.500 |
1.0675 |
|
0.382 |
1.0664 |
|
LOW |
1.0632 |
|
0.618 |
1.0579 |
|
1.000 |
1.0547 |
|
1.618 |
1.0494 |
|
2.618 |
1.0409 |
|
4.250 |
1.0271 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0675 |
1.0797 |
| PP |
1.0671 |
1.0752 |
| S1 |
1.0668 |
1.0708 |
|