CME Japanese Yen Future June 2009
Trading Metrics calculated at close of trading on 16-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
1.1245 |
1.1131 |
-0.0114 |
-1.0% |
1.1110 |
High |
1.1311 |
1.1131 |
-0.0180 |
-1.6% |
1.1311 |
Low |
1.1175 |
1.1058 |
-0.0117 |
-1.0% |
1.1058 |
Close |
1.1183 |
1.1094 |
-0.0089 |
-0.8% |
1.1094 |
Range |
0.0136 |
0.0073 |
-0.0063 |
-46.3% |
0.0253 |
ATR |
0.0124 |
0.0124 |
0.0000 |
0.0% |
0.0000 |
Volume |
240 |
165 |
-75 |
-31.3% |
796 |
|
Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1313 |
1.1277 |
1.1134 |
|
R3 |
1.1240 |
1.1204 |
1.1114 |
|
R2 |
1.1167 |
1.1167 |
1.1107 |
|
R1 |
1.1131 |
1.1131 |
1.1101 |
1.1113 |
PP |
1.1094 |
1.1094 |
1.1094 |
1.1085 |
S1 |
1.1058 |
1.1058 |
1.1087 |
1.1040 |
S2 |
1.1021 |
1.1021 |
1.1081 |
|
S3 |
1.0948 |
1.0985 |
1.1074 |
|
S4 |
1.0875 |
1.0912 |
1.1054 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1913 |
1.1757 |
1.1233 |
|
R3 |
1.1660 |
1.1504 |
1.1164 |
|
R2 |
1.1407 |
1.1407 |
1.1140 |
|
R1 |
1.1251 |
1.1251 |
1.1117 |
1.1203 |
PP |
1.1154 |
1.1154 |
1.1154 |
1.1130 |
S1 |
1.0998 |
1.0998 |
1.1071 |
1.0950 |
S2 |
1.0901 |
1.0901 |
1.1048 |
|
S3 |
1.0648 |
1.0745 |
1.1024 |
|
S4 |
1.0395 |
1.0492 |
1.0955 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1441 |
2.618 |
1.1322 |
1.618 |
1.1249 |
1.000 |
1.1204 |
0.618 |
1.1176 |
HIGH |
1.1131 |
0.618 |
1.1103 |
0.500 |
1.1095 |
0.382 |
1.1086 |
LOW |
1.1058 |
0.618 |
1.1013 |
1.000 |
1.0985 |
1.618 |
1.0940 |
2.618 |
1.0867 |
4.250 |
1.0748 |
|
|
Fisher Pivots for day following 16-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1.1095 |
1.1185 |
PP |
1.1094 |
1.1154 |
S1 |
1.1094 |
1.1124 |
|