CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1210 |
1.1186 |
-0.0024 |
-0.2% |
1.0880 |
| High |
1.1263 |
1.1300 |
0.0037 |
0.3% |
1.1106 |
| Low |
1.1153 |
1.1160 |
0.0007 |
0.1% |
1.0632 |
| Close |
1.1239 |
1.1245 |
0.0006 |
0.1% |
1.1071 |
| Range |
0.0110 |
0.0140 |
0.0030 |
27.3% |
0.0474 |
| ATR |
0.0122 |
0.0123 |
0.0001 |
1.1% |
0.0000 |
| Volume |
18 |
309 |
291 |
1,616.7% |
335 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1655 |
1.1590 |
1.1322 |
|
| R3 |
1.1515 |
1.1450 |
1.1284 |
|
| R2 |
1.1375 |
1.1375 |
1.1271 |
|
| R1 |
1.1310 |
1.1310 |
1.1258 |
1.1343 |
| PP |
1.1235 |
1.1235 |
1.1235 |
1.1251 |
| S1 |
1.1170 |
1.1170 |
1.1232 |
1.1203 |
| S2 |
1.1095 |
1.1095 |
1.1219 |
|
| S3 |
1.0955 |
1.1030 |
1.1207 |
|
| S4 |
1.0815 |
1.0890 |
1.1168 |
|
|
| 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 |
1.1895 |
|
2.618 |
1.1667 |
|
1.618 |
1.1527 |
|
1.000 |
1.1440 |
|
0.618 |
1.1387 |
|
HIGH |
1.1300 |
|
0.618 |
1.1247 |
|
0.500 |
1.1230 |
|
0.382 |
1.1213 |
|
LOW |
1.1160 |
|
0.618 |
1.1073 |
|
1.000 |
1.1020 |
|
1.618 |
1.0933 |
|
2.618 |
1.0793 |
|
4.250 |
1.0565 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1240 |
1.1232 |
| PP |
1.1235 |
1.1218 |
| S1 |
1.1230 |
1.1205 |
|