CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1119 |
1.1064 |
-0.0055 |
-0.5% |
1.0900 |
| High |
1.1155 |
1.1084 |
-0.0071 |
-0.6% |
1.1173 |
| Low |
1.1050 |
1.0895 |
-0.0155 |
-1.4% |
1.0895 |
| Close |
1.1083 |
1.0924 |
-0.0159 |
-1.4% |
1.0924 |
| Range |
0.0105 |
0.0189 |
0.0084 |
80.0% |
0.0278 |
| ATR |
0.0141 |
0.0145 |
0.0003 |
2.4% |
0.0000 |
| Volume |
255 |
173 |
-82 |
-32.2% |
1,167 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1535 |
1.1418 |
1.1028 |
|
| R3 |
1.1346 |
1.1229 |
1.0976 |
|
| R2 |
1.1157 |
1.1157 |
1.0959 |
|
| R1 |
1.1040 |
1.1040 |
1.0941 |
1.1004 |
| PP |
1.0968 |
1.0968 |
1.0968 |
1.0950 |
| S1 |
1.0851 |
1.0851 |
1.0907 |
1.0815 |
| S2 |
1.0779 |
1.0779 |
1.0889 |
|
| S3 |
1.0590 |
1.0662 |
1.0872 |
|
| S4 |
1.0401 |
1.0473 |
1.0820 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1831 |
1.1656 |
1.1077 |
|
| R3 |
1.1553 |
1.1378 |
1.1000 |
|
| R2 |
1.1275 |
1.1275 |
1.0975 |
|
| R1 |
1.1100 |
1.1100 |
1.0949 |
1.1188 |
| PP |
1.0997 |
1.0997 |
1.0997 |
1.1041 |
| S1 |
1.0822 |
1.0822 |
1.0899 |
1.0910 |
| S2 |
1.0719 |
1.0719 |
1.0873 |
|
| S3 |
1.0441 |
1.0544 |
1.0848 |
|
| S4 |
1.0163 |
1.0266 |
1.0771 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1887 |
|
2.618 |
1.1579 |
|
1.618 |
1.1390 |
|
1.000 |
1.1273 |
|
0.618 |
1.1201 |
|
HIGH |
1.1084 |
|
0.618 |
1.1012 |
|
0.500 |
1.0990 |
|
0.382 |
1.0967 |
|
LOW |
1.0895 |
|
0.618 |
1.0778 |
|
1.000 |
1.0706 |
|
1.618 |
1.0589 |
|
2.618 |
1.0400 |
|
4.250 |
1.0092 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0990 |
1.1034 |
| PP |
1.0968 |
1.0997 |
| S1 |
1.0946 |
1.0961 |
|