CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0949 |
1.1089 |
0.0140 |
1.3% |
1.1200 |
| High |
1.1112 |
1.1173 |
0.0061 |
0.5% |
1.1300 |
| Low |
1.0949 |
1.1050 |
0.0101 |
0.9% |
1.0880 |
| Close |
1.1121 |
1.1081 |
-0.0040 |
-0.4% |
1.0887 |
| Range |
0.0163 |
0.0123 |
-0.0040 |
-24.5% |
0.0420 |
| ATR |
0.0146 |
0.0144 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
106 |
470 |
364 |
343.4% |
1,308 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1470 |
1.1399 |
1.1149 |
|
| R3 |
1.1347 |
1.1276 |
1.1115 |
|
| R2 |
1.1224 |
1.1224 |
1.1104 |
|
| R1 |
1.1153 |
1.1153 |
1.1092 |
1.1127 |
| PP |
1.1101 |
1.1101 |
1.1101 |
1.1089 |
| S1 |
1.1030 |
1.1030 |
1.1070 |
1.1004 |
| S2 |
1.0978 |
1.0978 |
1.1058 |
|
| S3 |
1.0855 |
1.0907 |
1.1047 |
|
| S4 |
1.0732 |
1.0784 |
1.1013 |
|
|
| 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 |
1.1696 |
|
2.618 |
1.1495 |
|
1.618 |
1.1372 |
|
1.000 |
1.1296 |
|
0.618 |
1.1249 |
|
HIGH |
1.1173 |
|
0.618 |
1.1126 |
|
0.500 |
1.1112 |
|
0.382 |
1.1097 |
|
LOW |
1.1050 |
|
0.618 |
1.0974 |
|
1.000 |
1.0927 |
|
1.618 |
1.0851 |
|
2.618 |
1.0728 |
|
4.250 |
1.0527 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1112 |
1.1066 |
| PP |
1.1101 |
1.1051 |
| S1 |
1.1091 |
1.1037 |
|