CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 09-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1026 |
1.0900 |
-0.0126 |
-1.1% |
1.1200 |
| High |
1.1056 |
1.1033 |
-0.0023 |
-0.2% |
1.1300 |
| Low |
1.0885 |
1.0900 |
0.0015 |
0.1% |
1.0880 |
| Close |
1.0887 |
1.0969 |
0.0082 |
0.8% |
1.0887 |
| Range |
0.0171 |
0.0133 |
-0.0038 |
-22.2% |
0.0420 |
| ATR |
0.0144 |
0.0144 |
0.0000 |
0.1% |
0.0000 |
| Volume |
768 |
163 |
-605 |
-78.8% |
1,308 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1366 |
1.1301 |
1.1042 |
|
| R3 |
1.1233 |
1.1168 |
1.1006 |
|
| R2 |
1.1100 |
1.1100 |
1.0993 |
|
| R1 |
1.1035 |
1.1035 |
1.0981 |
1.1068 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0984 |
| S1 |
1.0902 |
1.0902 |
1.0957 |
1.0935 |
| S2 |
1.0834 |
1.0834 |
1.0945 |
|
| S3 |
1.0701 |
1.0769 |
1.0932 |
|
| S4 |
1.0568 |
1.0636 |
1.0896 |
|
|
| 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 |
1.1598 |
|
2.618 |
1.1381 |
|
1.618 |
1.1248 |
|
1.000 |
1.1166 |
|
0.618 |
1.1115 |
|
HIGH |
1.1033 |
|
0.618 |
1.0982 |
|
0.500 |
1.0967 |
|
0.382 |
1.0951 |
|
LOW |
1.0900 |
|
0.618 |
1.0818 |
|
1.000 |
1.0767 |
|
1.618 |
1.0685 |
|
2.618 |
1.0552 |
|
4.250 |
1.0335 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0968 |
1.1043 |
| PP |
1.0967 |
1.1018 |
| S1 |
1.0967 |
1.0994 |
|