CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 12-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1028 |
1.1110 |
0.0082 |
0.7% |
1.0880 |
| High |
1.1106 |
1.1264 |
0.0158 |
1.4% |
1.1106 |
| Low |
1.0950 |
1.1110 |
0.0160 |
1.5% |
1.0632 |
| Close |
1.1071 |
1.1245 |
0.0174 |
1.6% |
1.1071 |
| Range |
0.0156 |
0.0154 |
-0.0002 |
-1.3% |
0.0474 |
| ATR |
0.0118 |
0.0123 |
0.0005 |
4.6% |
0.0000 |
| Volume |
5 |
64 |
59 |
1,180.0% |
335 |
|
| Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1668 |
1.1611 |
1.1330 |
|
| R3 |
1.1514 |
1.1457 |
1.1287 |
|
| R2 |
1.1360 |
1.1360 |
1.1273 |
|
| R1 |
1.1303 |
1.1303 |
1.1259 |
1.1332 |
| PP |
1.1206 |
1.1206 |
1.1206 |
1.1221 |
| S1 |
1.1149 |
1.1149 |
1.1231 |
1.1178 |
| S2 |
1.1052 |
1.1052 |
1.1217 |
|
| S3 |
1.0898 |
1.0995 |
1.1203 |
|
| S4 |
1.0744 |
1.0841 |
1.1160 |
|
|
| 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 |
1.1919 |
|
2.618 |
1.1667 |
|
1.618 |
1.1513 |
|
1.000 |
1.1418 |
|
0.618 |
1.1359 |
|
HIGH |
1.1264 |
|
0.618 |
1.1205 |
|
0.500 |
1.1187 |
|
0.382 |
1.1169 |
|
LOW |
1.1110 |
|
0.618 |
1.1015 |
|
1.000 |
1.0956 |
|
1.618 |
1.0861 |
|
2.618 |
1.0707 |
|
4.250 |
1.0456 |
|
|
| Fisher Pivots for day following 12-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1226 |
1.1180 |
| PP |
1.1206 |
1.1115 |
| S1 |
1.1187 |
1.1050 |
|