CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1031 |
1.1163 |
0.0132 |
1.2% |
1.1110 |
| High |
1.1191 |
1.1510 |
0.0319 |
2.9% |
1.1311 |
| Low |
1.1014 |
1.1130 |
0.0116 |
1.1% |
1.1058 |
| Close |
1.1160 |
1.1251 |
0.0091 |
0.8% |
1.1094 |
| Range |
0.0177 |
0.0380 |
0.0203 |
114.7% |
0.0253 |
| ATR |
0.0127 |
0.0145 |
0.0018 |
14.3% |
0.0000 |
| Volume |
46 |
288 |
242 |
526.1% |
796 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2437 |
1.2224 |
1.1460 |
|
| R3 |
1.2057 |
1.1844 |
1.1356 |
|
| R2 |
1.1677 |
1.1677 |
1.1321 |
|
| R1 |
1.1464 |
1.1464 |
1.1286 |
1.1571 |
| PP |
1.1297 |
1.1297 |
1.1297 |
1.1350 |
| S1 |
1.1084 |
1.1084 |
1.1216 |
1.1191 |
| S2 |
1.0917 |
1.0917 |
1.1181 |
|
| S3 |
1.0537 |
1.0704 |
1.1147 |
|
| S4 |
1.0157 |
1.0324 |
1.1042 |
|
|
| 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 |
1.3125 |
|
2.618 |
1.2505 |
|
1.618 |
1.2125 |
|
1.000 |
1.1890 |
|
0.618 |
1.1745 |
|
HIGH |
1.1510 |
|
0.618 |
1.1365 |
|
0.500 |
1.1320 |
|
0.382 |
1.1275 |
|
LOW |
1.1130 |
|
0.618 |
1.0895 |
|
1.000 |
1.0750 |
|
1.618 |
1.0515 |
|
2.618 |
1.0135 |
|
4.250 |
0.9515 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1320 |
1.1262 |
| PP |
1.1297 |
1.1258 |
| S1 |
1.1274 |
1.1255 |
|