CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0710 |
1.0618 |
-0.0092 |
-0.9% |
1.0941 |
| High |
1.0804 |
1.0630 |
-0.0174 |
-1.6% |
1.0954 |
| Low |
1.0566 |
1.0340 |
-0.0226 |
-2.1% |
1.0620 |
| Close |
1.0596 |
1.0350 |
-0.0246 |
-2.3% |
1.0754 |
| Range |
0.0238 |
0.0290 |
0.0052 |
21.8% |
0.0334 |
| ATR |
0.0152 |
0.0162 |
0.0010 |
6.5% |
0.0000 |
| Volume |
222 |
269 |
47 |
21.2% |
3,990 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1310 |
1.1120 |
1.0510 |
|
| R3 |
1.1020 |
1.0830 |
1.0430 |
|
| R2 |
1.0730 |
1.0730 |
1.0403 |
|
| R1 |
1.0540 |
1.0540 |
1.0377 |
1.0490 |
| PP |
1.0440 |
1.0440 |
1.0440 |
1.0415 |
| S1 |
1.0250 |
1.0250 |
1.0323 |
1.0200 |
| S2 |
1.0150 |
1.0150 |
1.0297 |
|
| S3 |
0.9860 |
0.9960 |
1.0270 |
|
| S4 |
0.9570 |
0.9670 |
1.0191 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1778 |
1.1600 |
1.0938 |
|
| R3 |
1.1444 |
1.1266 |
1.0846 |
|
| R2 |
1.1110 |
1.1110 |
1.0815 |
|
| R1 |
1.0932 |
1.0932 |
1.0785 |
1.0854 |
| PP |
1.0776 |
1.0776 |
1.0776 |
1.0737 |
| S1 |
1.0598 |
1.0598 |
1.0723 |
1.0520 |
| S2 |
1.0442 |
1.0442 |
1.0693 |
|
| S3 |
1.0108 |
1.0264 |
1.0662 |
|
| S4 |
0.9774 |
0.9930 |
1.0570 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1863 |
|
2.618 |
1.1389 |
|
1.618 |
1.1099 |
|
1.000 |
1.0920 |
|
0.618 |
1.0809 |
|
HIGH |
1.0630 |
|
0.618 |
1.0519 |
|
0.500 |
1.0485 |
|
0.382 |
1.0451 |
|
LOW |
1.0340 |
|
0.618 |
1.0161 |
|
1.000 |
1.0050 |
|
1.618 |
0.9871 |
|
2.618 |
0.9581 |
|
4.250 |
0.9108 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0485 |
1.0581 |
| PP |
1.0440 |
1.0504 |
| S1 |
1.0395 |
1.0427 |
|