CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0941 |
1.0850 |
-0.0091 |
-0.8% |
1.0900 |
| High |
1.0954 |
1.0882 |
-0.0072 |
-0.7% |
1.1173 |
| Low |
1.0806 |
1.0685 |
-0.0121 |
-1.1% |
1.0895 |
| Close |
1.0850 |
1.0701 |
-0.0149 |
-1.4% |
1.0924 |
| Range |
0.0148 |
0.0197 |
0.0049 |
33.1% |
0.0278 |
| ATR |
0.0138 |
0.0142 |
0.0004 |
3.0% |
0.0000 |
| Volume |
301 |
2,622 |
2,321 |
771.1% |
1,167 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1347 |
1.1221 |
1.0809 |
|
| R3 |
1.1150 |
1.1024 |
1.0755 |
|
| R2 |
1.0953 |
1.0953 |
1.0737 |
|
| R1 |
1.0827 |
1.0827 |
1.0719 |
1.0792 |
| PP |
1.0756 |
1.0756 |
1.0756 |
1.0738 |
| S1 |
1.0630 |
1.0630 |
1.0683 |
1.0595 |
| S2 |
1.0559 |
1.0559 |
1.0665 |
|
| S3 |
1.0362 |
1.0433 |
1.0647 |
|
| S4 |
1.0165 |
1.0236 |
1.0593 |
|
|
| 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 |
1.1719 |
|
2.618 |
1.1398 |
|
1.618 |
1.1201 |
|
1.000 |
1.1079 |
|
0.618 |
1.1004 |
|
HIGH |
1.0882 |
|
0.618 |
1.0807 |
|
0.500 |
1.0784 |
|
0.382 |
1.0760 |
|
LOW |
1.0685 |
|
0.618 |
1.0563 |
|
1.000 |
1.0488 |
|
1.618 |
1.0366 |
|
2.618 |
1.0169 |
|
4.250 |
0.9848 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0784 |
1.0820 |
| PP |
1.0756 |
1.0780 |
| S1 |
1.0729 |
1.0741 |
|