CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1089 |
1.1119 |
0.0030 |
0.3% |
1.1200 |
| High |
1.1173 |
1.1155 |
-0.0018 |
-0.2% |
1.1300 |
| Low |
1.1050 |
1.1050 |
0.0000 |
0.0% |
1.0880 |
| Close |
1.1081 |
1.1083 |
0.0002 |
0.0% |
1.0887 |
| Range |
0.0123 |
0.0105 |
-0.0018 |
-14.6% |
0.0420 |
| ATR |
0.0144 |
0.0141 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
470 |
255 |
-215 |
-45.7% |
1,308 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1411 |
1.1352 |
1.1141 |
|
| R3 |
1.1306 |
1.1247 |
1.1112 |
|
| R2 |
1.1201 |
1.1201 |
1.1102 |
|
| R1 |
1.1142 |
1.1142 |
1.1093 |
1.1119 |
| PP |
1.1096 |
1.1096 |
1.1096 |
1.1085 |
| S1 |
1.1037 |
1.1037 |
1.1073 |
1.1014 |
| S2 |
1.0991 |
1.0991 |
1.1064 |
|
| S3 |
1.0886 |
1.0932 |
1.1054 |
|
| S4 |
1.0781 |
1.0827 |
1.1025 |
|
|
| 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 |
1.1601 |
|
2.618 |
1.1430 |
|
1.618 |
1.1325 |
|
1.000 |
1.1260 |
|
0.618 |
1.1220 |
|
HIGH |
1.1155 |
|
0.618 |
1.1115 |
|
0.500 |
1.1103 |
|
0.382 |
1.1090 |
|
LOW |
1.1050 |
|
0.618 |
1.0985 |
|
1.000 |
1.0945 |
|
1.618 |
1.0880 |
|
2.618 |
1.0775 |
|
4.250 |
1.0604 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1103 |
1.1076 |
| PP |
1.1096 |
1.1068 |
| S1 |
1.1090 |
1.1061 |
|