CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 09-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0836 |
1.1028 |
0.0192 |
1.8% |
1.0880 |
| High |
1.0987 |
1.1106 |
0.0119 |
1.1% |
1.1106 |
| Low |
1.0836 |
1.0950 |
0.0114 |
1.1% |
1.0632 |
| Close |
1.0972 |
1.1071 |
0.0099 |
0.9% |
1.1071 |
| Range |
0.0151 |
0.0156 |
0.0005 |
3.3% |
0.0474 |
| ATR |
0.0115 |
0.0118 |
0.0003 |
2.6% |
0.0000 |
| Volume |
27 |
5 |
-22 |
-81.5% |
335 |
|
| Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1510 |
1.1447 |
1.1157 |
|
| R3 |
1.1354 |
1.1291 |
1.1114 |
|
| R2 |
1.1198 |
1.1198 |
1.1100 |
|
| R1 |
1.1135 |
1.1135 |
1.1085 |
1.1167 |
| PP |
1.1042 |
1.1042 |
1.1042 |
1.1058 |
| S1 |
1.0979 |
1.0979 |
1.1057 |
1.1011 |
| S2 |
1.0886 |
1.0886 |
1.1042 |
|
| S3 |
1.0730 |
1.0823 |
1.1028 |
|
| S4 |
1.0574 |
1.0667 |
1.0985 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2358 |
1.2189 |
1.1332 |
|
| R3 |
1.1884 |
1.1715 |
1.1201 |
|
| R2 |
1.1410 |
1.1410 |
1.1158 |
|
| R1 |
1.1241 |
1.1241 |
1.1114 |
1.1326 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0979 |
| S1 |
1.0767 |
1.0767 |
1.1028 |
1.0852 |
| S2 |
1.0462 |
1.0462 |
1.0984 |
|
| S3 |
0.9988 |
1.0293 |
1.0941 |
|
| S4 |
0.9514 |
0.9819 |
1.0810 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1769 |
|
2.618 |
1.1514 |
|
1.618 |
1.1358 |
|
1.000 |
1.1262 |
|
0.618 |
1.1202 |
|
HIGH |
1.1106 |
|
0.618 |
1.1046 |
|
0.500 |
1.1028 |
|
0.382 |
1.1010 |
|
LOW |
1.0950 |
|
0.618 |
1.0854 |
|
1.000 |
1.0794 |
|
1.618 |
1.0698 |
|
2.618 |
1.0542 |
|
4.250 |
1.0287 |
|
|
| Fisher Pivots for day following 09-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1057 |
1.1019 |
| PP |
1.1042 |
1.0966 |
| S1 |
1.1028 |
1.0914 |
|