CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1240 |
1.1249 |
0.0009 |
0.1% |
1.1031 |
| High |
1.1331 |
1.1249 |
-0.0082 |
-0.7% |
1.1510 |
| Low |
1.1236 |
1.1045 |
-0.0191 |
-1.7% |
1.1014 |
| Close |
1.1282 |
1.1080 |
-0.0202 |
-1.8% |
1.1299 |
| Range |
0.0095 |
0.0204 |
0.0109 |
114.7% |
0.0496 |
| ATR |
0.0132 |
0.0140 |
0.0007 |
5.7% |
0.0000 |
| Volume |
20 |
69 |
49 |
245.0% |
720 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1737 |
1.1612 |
1.1192 |
|
| R3 |
1.1533 |
1.1408 |
1.1136 |
|
| R2 |
1.1329 |
1.1329 |
1.1117 |
|
| R1 |
1.1204 |
1.1204 |
1.1099 |
1.1165 |
| PP |
1.1125 |
1.1125 |
1.1125 |
1.1105 |
| S1 |
1.1000 |
1.1000 |
1.1061 |
1.0961 |
| S2 |
1.0921 |
1.0921 |
1.1043 |
|
| S3 |
1.0717 |
1.0796 |
1.1024 |
|
| S4 |
1.0513 |
1.0592 |
1.0968 |
|
|
| 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 |
1.2116 |
|
2.618 |
1.1783 |
|
1.618 |
1.1579 |
|
1.000 |
1.1453 |
|
0.618 |
1.1375 |
|
HIGH |
1.1249 |
|
0.618 |
1.1171 |
|
0.500 |
1.1147 |
|
0.382 |
1.1123 |
|
LOW |
1.1045 |
|
0.618 |
1.0919 |
|
1.000 |
1.0841 |
|
1.618 |
1.0715 |
|
2.618 |
1.0511 |
|
4.250 |
1.0178 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1147 |
1.1198 |
| PP |
1.1125 |
1.1158 |
| S1 |
1.1102 |
1.1119 |
|