CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 08-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0721 |
1.0836 |
0.0115 |
1.1% |
1.1073 |
| High |
1.0822 |
1.0987 |
0.0165 |
1.5% |
1.1111 |
| Low |
1.0721 |
1.0836 |
0.0115 |
1.1% |
1.0960 |
| Close |
1.0808 |
1.0972 |
0.0164 |
1.5% |
1.0881 |
| Range |
0.0101 |
0.0151 |
0.0050 |
49.5% |
0.0151 |
| ATR |
0.0110 |
0.0115 |
0.0005 |
4.5% |
0.0000 |
| Volume |
84 |
27 |
-57 |
-67.9% |
48 |
|
| Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1385 |
1.1329 |
1.1055 |
|
| R3 |
1.1234 |
1.1178 |
1.1014 |
|
| R2 |
1.1083 |
1.1083 |
1.1000 |
|
| R1 |
1.1027 |
1.1027 |
1.0986 |
1.1055 |
| PP |
1.0932 |
1.0932 |
1.0932 |
1.0946 |
| S1 |
1.0876 |
1.0876 |
1.0958 |
1.0904 |
| S2 |
1.0781 |
1.0781 |
1.0944 |
|
| S3 |
1.0630 |
1.0725 |
1.0930 |
|
| S4 |
1.0479 |
1.0574 |
1.0889 |
|
|
| 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 |
1.1629 |
|
2.618 |
1.1382 |
|
1.618 |
1.1231 |
|
1.000 |
1.1138 |
|
0.618 |
1.1080 |
|
HIGH |
1.0987 |
|
0.618 |
1.0929 |
|
0.500 |
1.0912 |
|
0.382 |
1.0894 |
|
LOW |
1.0836 |
|
0.618 |
1.0743 |
|
1.000 |
1.0685 |
|
1.618 |
1.0592 |
|
2.618 |
1.0441 |
|
4.250 |
1.0194 |
|
|
| Fisher Pivots for day following 08-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0952 |
1.0918 |
| PP |
1.0932 |
1.0864 |
| S1 |
1.0912 |
1.0810 |
|