CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 07-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0697 |
1.0721 |
0.0024 |
0.2% |
1.1073 |
| High |
1.0717 |
1.0822 |
0.0105 |
1.0% |
1.1111 |
| Low |
1.0632 |
1.0721 |
0.0089 |
0.8% |
1.0960 |
| Close |
1.0664 |
1.0808 |
0.0144 |
1.4% |
1.0881 |
| Range |
0.0085 |
0.0101 |
0.0016 |
18.8% |
0.0151 |
| ATR |
0.0106 |
0.0110 |
0.0004 |
3.5% |
0.0000 |
| Volume |
217 |
84 |
-133 |
-61.3% |
48 |
|
| Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1087 |
1.1048 |
1.0864 |
|
| R3 |
1.0986 |
1.0947 |
1.0836 |
|
| R2 |
1.0885 |
1.0885 |
1.0827 |
|
| R1 |
1.0846 |
1.0846 |
1.0817 |
1.0866 |
| PP |
1.0784 |
1.0784 |
1.0784 |
1.0793 |
| S1 |
1.0745 |
1.0745 |
1.0799 |
1.0765 |
| S2 |
1.0683 |
1.0683 |
1.0789 |
|
| S3 |
1.0582 |
1.0644 |
1.0780 |
|
| S4 |
1.0481 |
1.0543 |
1.0752 |
|
|
| 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 |
1.1251 |
|
2.618 |
1.1086 |
|
1.618 |
1.0985 |
|
1.000 |
1.0923 |
|
0.618 |
1.0884 |
|
HIGH |
1.0822 |
|
0.618 |
1.0783 |
|
0.500 |
1.0772 |
|
0.382 |
1.0760 |
|
LOW |
1.0721 |
|
0.618 |
1.0659 |
|
1.000 |
1.0620 |
|
1.618 |
1.0558 |
|
2.618 |
1.0457 |
|
4.250 |
1.0292 |
|
|
| Fisher Pivots for day following 07-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0796 |
1.0796 |
| PP |
1.0784 |
1.0785 |
| S1 |
1.0772 |
1.0773 |
|