CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0941 |
1.0941 |
0.0000 |
0.0% |
1.0900 |
| High |
1.0954 |
1.0954 |
0.0000 |
0.0% |
1.1173 |
| Low |
1.0910 |
1.0806 |
-0.0104 |
-1.0% |
1.0895 |
| Close |
1.0928 |
1.0850 |
-0.0078 |
-0.7% |
1.0924 |
| Range |
0.0044 |
0.0148 |
0.0104 |
236.4% |
0.0278 |
| ATR |
0.0137 |
0.0138 |
0.0001 |
0.5% |
0.0000 |
| Volume |
173 |
301 |
128 |
74.0% |
1,167 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1314 |
1.1230 |
1.0931 |
|
| R3 |
1.1166 |
1.1082 |
1.0891 |
|
| R2 |
1.1018 |
1.1018 |
1.0877 |
|
| R1 |
1.0934 |
1.0934 |
1.0864 |
1.0902 |
| PP |
1.0870 |
1.0870 |
1.0870 |
1.0854 |
| S1 |
1.0786 |
1.0786 |
1.0836 |
1.0754 |
| S2 |
1.0722 |
1.0722 |
1.0823 |
|
| S3 |
1.0574 |
1.0638 |
1.0809 |
|
| S4 |
1.0426 |
1.0490 |
1.0769 |
|
|
| 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 |
1.1583 |
|
2.618 |
1.1341 |
|
1.618 |
1.1193 |
|
1.000 |
1.1102 |
|
0.618 |
1.1045 |
|
HIGH |
1.0954 |
|
0.618 |
1.0897 |
|
0.500 |
1.0880 |
|
0.382 |
1.0863 |
|
LOW |
1.0806 |
|
0.618 |
1.0715 |
|
1.000 |
1.0658 |
|
1.618 |
1.0567 |
|
2.618 |
1.0419 |
|
4.250 |
1.0177 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0880 |
1.0945 |
| PP |
1.0870 |
1.0913 |
| S1 |
1.0860 |
1.0882 |
|