CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1350 |
1.1240 |
-0.0110 |
-1.0% |
1.1031 |
| High |
1.1350 |
1.1331 |
-0.0019 |
-0.2% |
1.1510 |
| Low |
1.1294 |
1.1236 |
-0.0058 |
-0.5% |
1.1014 |
| Close |
1.1277 |
1.1282 |
0.0005 |
0.0% |
1.1299 |
| Range |
0.0056 |
0.0095 |
0.0039 |
69.6% |
0.0496 |
| ATR |
0.0135 |
0.0132 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
163 |
20 |
-143 |
-87.7% |
720 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1568 |
1.1520 |
1.1334 |
|
| R3 |
1.1473 |
1.1425 |
1.1308 |
|
| R2 |
1.1378 |
1.1378 |
1.1299 |
|
| R1 |
1.1330 |
1.1330 |
1.1291 |
1.1354 |
| PP |
1.1283 |
1.1283 |
1.1283 |
1.1295 |
| S1 |
1.1235 |
1.1235 |
1.1273 |
1.1259 |
| S2 |
1.1188 |
1.1188 |
1.1265 |
|
| S3 |
1.1093 |
1.1140 |
1.1256 |
|
| S4 |
1.0998 |
1.1045 |
1.1230 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2762 |
1.2527 |
1.1572 |
|
| R3 |
1.2266 |
1.2031 |
1.1435 |
|
| R2 |
1.1770 |
1.1770 |
1.1390 |
|
| R1 |
1.1535 |
1.1535 |
1.1344 |
1.1653 |
| PP |
1.1274 |
1.1274 |
1.1274 |
1.1333 |
| S1 |
1.1039 |
1.1039 |
1.1254 |
1.1157 |
| S2 |
1.0778 |
1.0778 |
1.1208 |
|
| S3 |
1.0282 |
1.0543 |
1.1163 |
|
| S4 |
0.9786 |
1.0047 |
1.1026 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1735 |
|
2.618 |
1.1580 |
|
1.618 |
1.1485 |
|
1.000 |
1.1426 |
|
0.618 |
1.1390 |
|
HIGH |
1.1331 |
|
0.618 |
1.1295 |
|
0.500 |
1.1284 |
|
0.382 |
1.1272 |
|
LOW |
1.1236 |
|
0.618 |
1.1177 |
|
1.000 |
1.1141 |
|
1.618 |
1.1082 |
|
2.618 |
1.0987 |
|
4.250 |
1.0832 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1284 |
1.1293 |
| PP |
1.1283 |
1.1289 |
| S1 |
1.1283 |
1.1286 |
|