CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 06-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1205 |
1.1026 |
-0.0179 |
-1.6% |
1.1200 |
| High |
1.1206 |
1.1056 |
-0.0150 |
-1.3% |
1.1300 |
| Low |
1.0880 |
1.0885 |
0.0005 |
0.0% |
1.0880 |
| Close |
1.0971 |
1.0887 |
-0.0084 |
-0.8% |
1.0887 |
| Range |
0.0326 |
0.0171 |
-0.0155 |
-47.5% |
0.0420 |
| ATR |
0.0142 |
0.0144 |
0.0002 |
1.4% |
0.0000 |
| Volume |
144 |
768 |
624 |
433.3% |
1,308 |
|
| Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1456 |
1.1342 |
1.0981 |
|
| R3 |
1.1285 |
1.1171 |
1.0934 |
|
| R2 |
1.1114 |
1.1114 |
1.0918 |
|
| R1 |
1.1000 |
1.1000 |
1.0903 |
1.0972 |
| PP |
1.0943 |
1.0943 |
1.0943 |
1.0928 |
| S1 |
1.0829 |
1.0829 |
1.0871 |
1.0801 |
| S2 |
1.0772 |
1.0772 |
1.0856 |
|
| S3 |
1.0601 |
1.0658 |
1.0840 |
|
| S4 |
1.0430 |
1.0487 |
1.0793 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2282 |
1.2005 |
1.1118 |
|
| R3 |
1.1862 |
1.1585 |
1.1003 |
|
| R2 |
1.1442 |
1.1442 |
1.0964 |
|
| R1 |
1.1165 |
1.1165 |
1.0926 |
1.1094 |
| PP |
1.1022 |
1.1022 |
1.1022 |
1.0987 |
| S1 |
1.0745 |
1.0745 |
1.0849 |
1.0674 |
| S2 |
1.0602 |
1.0602 |
1.0810 |
|
| S3 |
1.0182 |
1.0325 |
1.0772 |
|
| S4 |
0.9762 |
0.9905 |
1.0656 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1783 |
|
2.618 |
1.1504 |
|
1.618 |
1.1333 |
|
1.000 |
1.1227 |
|
0.618 |
1.1162 |
|
HIGH |
1.1056 |
|
0.618 |
1.0991 |
|
0.500 |
1.0971 |
|
0.382 |
1.0950 |
|
LOW |
1.0885 |
|
0.618 |
1.0779 |
|
1.000 |
1.0714 |
|
1.618 |
1.0608 |
|
2.618 |
1.0437 |
|
4.250 |
1.0158 |
|
|
| Fisher Pivots for day following 06-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0971 |
1.1079 |
| PP |
1.0943 |
1.1015 |
| S1 |
1.0915 |
1.0951 |
|