CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 19-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
19-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1131 |
1.1031 |
-0.0100 |
-0.9% |
1.1110 |
| High |
1.1131 |
1.1117 |
-0.0014 |
-0.1% |
1.1311 |
| Low |
1.1058 |
1.1014 |
-0.0044 |
-0.4% |
1.1058 |
| Close |
1.1094 |
1.1091 |
-0.0003 |
0.0% |
1.1094 |
| Range |
0.0073 |
0.0103 |
0.0030 |
41.1% |
0.0253 |
| ATR |
0.0124 |
0.0123 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
165 |
165 |
0 |
0.0% |
796 |
|
| Daily Pivots for day following 19-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1383 |
1.1340 |
1.1148 |
|
| R3 |
1.1280 |
1.1237 |
1.1119 |
|
| R2 |
1.1177 |
1.1177 |
1.1110 |
|
| R1 |
1.1134 |
1.1134 |
1.1100 |
1.1156 |
| PP |
1.1074 |
1.1074 |
1.1074 |
1.1085 |
| S1 |
1.1031 |
1.1031 |
1.1082 |
1.1053 |
| S2 |
1.0971 |
1.0971 |
1.1072 |
|
| S3 |
1.0868 |
1.0928 |
1.1063 |
|
| S4 |
1.0765 |
1.0825 |
1.1034 |
|
|
| 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 |
1.1555 |
|
2.618 |
1.1387 |
|
1.618 |
1.1284 |
|
1.000 |
1.1220 |
|
0.618 |
1.1181 |
|
HIGH |
1.1117 |
|
0.618 |
1.1078 |
|
0.500 |
1.1066 |
|
0.382 |
1.1053 |
|
LOW |
1.1014 |
|
0.618 |
1.0950 |
|
1.000 |
1.0911 |
|
1.618 |
1.0847 |
|
2.618 |
1.0744 |
|
4.250 |
1.0576 |
|
|
| Fisher Pivots for day following 19-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1083 |
1.1163 |
| PP |
1.1074 |
1.1139 |
| S1 |
1.1066 |
1.1115 |
|