CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1031 |
1.1031 |
0.0000 |
0.0% |
1.1110 |
| High |
1.1117 |
1.1191 |
0.0074 |
0.7% |
1.1311 |
| Low |
1.1014 |
1.1014 |
0.0000 |
0.0% |
1.1058 |
| Close |
1.1091 |
1.1160 |
0.0069 |
0.6% |
1.1094 |
| Range |
0.0103 |
0.0177 |
0.0074 |
71.8% |
0.0253 |
| ATR |
0.0123 |
0.0127 |
0.0004 |
3.2% |
0.0000 |
| Volume |
165 |
46 |
-119 |
-72.1% |
796 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1653 |
1.1583 |
1.1257 |
|
| R3 |
1.1476 |
1.1406 |
1.1209 |
|
| R2 |
1.1299 |
1.1299 |
1.1192 |
|
| R1 |
1.1229 |
1.1229 |
1.1176 |
1.1264 |
| PP |
1.1122 |
1.1122 |
1.1122 |
1.1139 |
| S1 |
1.1052 |
1.1052 |
1.1144 |
1.1087 |
| S2 |
1.0945 |
1.0945 |
1.1128 |
|
| S3 |
1.0768 |
1.0875 |
1.1111 |
|
| S4 |
1.0591 |
1.0698 |
1.1063 |
|
|
| 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 |
1.1943 |
|
2.618 |
1.1654 |
|
1.618 |
1.1477 |
|
1.000 |
1.1368 |
|
0.618 |
1.1300 |
|
HIGH |
1.1191 |
|
0.618 |
1.1123 |
|
0.500 |
1.1103 |
|
0.382 |
1.1082 |
|
LOW |
1.1014 |
|
0.618 |
1.0905 |
|
1.000 |
1.0837 |
|
1.618 |
1.0728 |
|
2.618 |
1.0551 |
|
4.250 |
1.0262 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1141 |
1.1141 |
| PP |
1.1122 |
1.1122 |
| S1 |
1.1103 |
1.1103 |
|