CME Japanese Yen Future June 2009
Trading Metrics calculated at close of trading on 13-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
1.1110 |
1.1210 |
0.0100 |
0.9% |
1.0880 |
High |
1.1264 |
1.1263 |
-0.0001 |
0.0% |
1.1106 |
Low |
1.1110 |
1.1153 |
0.0043 |
0.4% |
1.0632 |
Close |
1.1245 |
1.1239 |
-0.0006 |
-0.1% |
1.1071 |
Range |
0.0154 |
0.0110 |
-0.0044 |
-28.6% |
0.0474 |
ATR |
0.0123 |
0.0122 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
64 |
18 |
-46 |
-71.9% |
335 |
|
Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1548 |
1.1504 |
1.1300 |
|
R3 |
1.1438 |
1.1394 |
1.1269 |
|
R2 |
1.1328 |
1.1328 |
1.1259 |
|
R1 |
1.1284 |
1.1284 |
1.1249 |
1.1306 |
PP |
1.1218 |
1.1218 |
1.1218 |
1.1230 |
S1 |
1.1174 |
1.1174 |
1.1229 |
1.1196 |
S2 |
1.1108 |
1.1108 |
1.1219 |
|
S3 |
1.0998 |
1.1064 |
1.1209 |
|
S4 |
1.0888 |
1.0954 |
1.1179 |
|
|
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 |
1.1731 |
2.618 |
1.1551 |
1.618 |
1.1441 |
1.000 |
1.1373 |
0.618 |
1.1331 |
HIGH |
1.1263 |
0.618 |
1.1221 |
0.500 |
1.1208 |
0.382 |
1.1195 |
LOW |
1.1153 |
0.618 |
1.1085 |
1.000 |
1.1043 |
1.618 |
1.0975 |
2.618 |
1.0865 |
4.250 |
1.0686 |
|
|
Fisher Pivots for day following 13-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1.1229 |
1.1195 |
PP |
1.1218 |
1.1151 |
S1 |
1.1208 |
1.1107 |
|