CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1186 |
1.1245 |
0.0059 |
0.5% |
1.0880 |
| High |
1.1300 |
1.1311 |
0.0011 |
0.1% |
1.1106 |
| Low |
1.1160 |
1.1175 |
0.0015 |
0.1% |
1.0632 |
| Close |
1.1245 |
1.1183 |
-0.0062 |
-0.6% |
1.1071 |
| Range |
0.0140 |
0.0136 |
-0.0004 |
-2.9% |
0.0474 |
| ATR |
0.0123 |
0.0124 |
0.0001 |
0.7% |
0.0000 |
| Volume |
309 |
240 |
-69 |
-22.3% |
335 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1631 |
1.1543 |
1.1258 |
|
| R3 |
1.1495 |
1.1407 |
1.1220 |
|
| R2 |
1.1359 |
1.1359 |
1.1208 |
|
| R1 |
1.1271 |
1.1271 |
1.1195 |
1.1247 |
| PP |
1.1223 |
1.1223 |
1.1223 |
1.1211 |
| S1 |
1.1135 |
1.1135 |
1.1171 |
1.1111 |
| S2 |
1.1087 |
1.1087 |
1.1158 |
|
| S3 |
1.0951 |
1.0999 |
1.1146 |
|
| S4 |
1.0815 |
1.0863 |
1.1108 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2358 |
1.2189 |
1.1332 |
|
| R3 |
1.1884 |
1.1715 |
1.1201 |
|
| R2 |
1.1410 |
1.1410 |
1.1158 |
|
| R1 |
1.1241 |
1.1241 |
1.1114 |
1.1326 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0979 |
| S1 |
1.0767 |
1.0767 |
1.1028 |
1.0852 |
| S2 |
1.0462 |
1.0462 |
1.0984 |
|
| S3 |
0.9988 |
1.0293 |
1.0941 |
|
| S4 |
0.9514 |
0.9819 |
1.0810 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1889 |
|
2.618 |
1.1667 |
|
1.618 |
1.1531 |
|
1.000 |
1.1447 |
|
0.618 |
1.1395 |
|
HIGH |
1.1311 |
|
0.618 |
1.1259 |
|
0.500 |
1.1243 |
|
0.382 |
1.1227 |
|
LOW |
1.1175 |
|
0.618 |
1.1091 |
|
1.000 |
1.1039 |
|
1.618 |
1.0955 |
|
2.618 |
1.0819 |
|
4.250 |
1.0597 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1243 |
1.1232 |
| PP |
1.1223 |
1.1216 |
| S1 |
1.1203 |
1.1199 |
|