CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1163 |
1.1229 |
0.0066 |
0.6% |
1.1110 |
| High |
1.1510 |
1.1399 |
-0.0111 |
-1.0% |
1.1311 |
| Low |
1.1130 |
1.1226 |
0.0096 |
0.9% |
1.1058 |
| Close |
1.1251 |
1.1262 |
0.0011 |
0.1% |
1.1094 |
| Range |
0.0380 |
0.0173 |
-0.0207 |
-54.5% |
0.0253 |
| ATR |
0.0145 |
0.0147 |
0.0002 |
1.4% |
0.0000 |
| Volume |
288 |
173 |
-115 |
-39.9% |
796 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1815 |
1.1711 |
1.1357 |
|
| R3 |
1.1642 |
1.1538 |
1.1310 |
|
| R2 |
1.1469 |
1.1469 |
1.1294 |
|
| R1 |
1.1365 |
1.1365 |
1.1278 |
1.1417 |
| PP |
1.1296 |
1.1296 |
1.1296 |
1.1322 |
| S1 |
1.1192 |
1.1192 |
1.1246 |
1.1244 |
| S2 |
1.1123 |
1.1123 |
1.1230 |
|
| S3 |
1.0950 |
1.1019 |
1.1214 |
|
| S4 |
1.0777 |
1.0846 |
1.1167 |
|
|
| 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 |
1.2134 |
|
2.618 |
1.1852 |
|
1.618 |
1.1679 |
|
1.000 |
1.1572 |
|
0.618 |
1.1506 |
|
HIGH |
1.1399 |
|
0.618 |
1.1333 |
|
0.500 |
1.1313 |
|
0.382 |
1.1292 |
|
LOW |
1.1226 |
|
0.618 |
1.1119 |
|
1.000 |
1.1053 |
|
1.618 |
1.0946 |
|
2.618 |
1.0773 |
|
4.250 |
1.0491 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1313 |
1.1262 |
| PP |
1.1296 |
1.1262 |
| S1 |
1.1279 |
1.1262 |
|