CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 05-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0960 |
1.0880 |
-0.0080 |
-0.7% |
1.1073 |
| High |
1.0961 |
1.0914 |
-0.0047 |
-0.4% |
1.1111 |
| Low |
1.0960 |
1.0735 |
-0.0225 |
-2.1% |
1.0960 |
| Close |
1.0881 |
1.0764 |
-0.0117 |
-1.1% |
1.0881 |
| Range |
0.0001 |
0.0179 |
0.0178 |
17,800.0% |
0.0151 |
| ATR |
0.0098 |
0.0104 |
0.0006 |
5.9% |
0.0000 |
| Volume |
3 |
2 |
-1 |
-33.3% |
48 |
|
| Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1341 |
1.1232 |
1.0862 |
|
| R3 |
1.1162 |
1.1053 |
1.0813 |
|
| R2 |
1.0983 |
1.0983 |
1.0797 |
|
| R1 |
1.0874 |
1.0874 |
1.0780 |
1.0839 |
| PP |
1.0804 |
1.0804 |
1.0804 |
1.0787 |
| S1 |
1.0695 |
1.0695 |
1.0748 |
1.0660 |
| S2 |
1.0625 |
1.0625 |
1.0731 |
|
| S3 |
1.0446 |
1.0516 |
1.0715 |
|
| S4 |
1.0267 |
1.0337 |
1.0666 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1437 |
1.1310 |
1.0964 |
|
| R3 |
1.1286 |
1.1159 |
1.0923 |
|
| R2 |
1.1135 |
1.1135 |
1.0909 |
|
| R1 |
1.1008 |
1.1008 |
1.0895 |
1.0996 |
| PP |
1.0984 |
1.0984 |
1.0984 |
1.0978 |
| S1 |
1.0857 |
1.0857 |
1.0867 |
1.0845 |
| S2 |
1.0833 |
1.0833 |
1.0853 |
|
| S3 |
1.0682 |
1.0706 |
1.0839 |
|
| S4 |
1.0531 |
1.0555 |
1.0798 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1675 |
|
2.618 |
1.1383 |
|
1.618 |
1.1204 |
|
1.000 |
1.1093 |
|
0.618 |
1.1025 |
|
HIGH |
1.0914 |
|
0.618 |
1.0846 |
|
0.500 |
1.0825 |
|
0.382 |
1.0803 |
|
LOW |
1.0735 |
|
0.618 |
1.0624 |
|
1.000 |
1.0556 |
|
1.618 |
1.0445 |
|
2.618 |
1.0266 |
|
4.250 |
0.9974 |
|
|
| Fisher Pivots for day following 05-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0825 |
1.0894 |
| PP |
1.0804 |
1.0850 |
| S1 |
1.0784 |
1.0807 |
|