CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1188 |
1.1209 |
0.0021 |
0.2% |
1.1350 |
| High |
1.1198 |
1.1213 |
0.0015 |
0.1% |
1.1350 |
| Low |
1.1153 |
1.1152 |
-0.0001 |
0.0% |
1.1045 |
| Close |
1.1166 |
1.1167 |
0.0001 |
0.0% |
1.1167 |
| Range |
0.0045 |
0.0061 |
0.0016 |
35.6% |
0.0305 |
| ATR |
0.0138 |
0.0132 |
-0.0005 |
-4.0% |
0.0000 |
| Volume |
84 |
54 |
-30 |
-35.7% |
390 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1360 |
1.1325 |
1.1201 |
|
| R3 |
1.1299 |
1.1264 |
1.1184 |
|
| R2 |
1.1238 |
1.1238 |
1.1178 |
|
| R1 |
1.1203 |
1.1203 |
1.1173 |
1.1190 |
| PP |
1.1177 |
1.1177 |
1.1177 |
1.1171 |
| S1 |
1.1142 |
1.1142 |
1.1161 |
1.1129 |
| S2 |
1.1116 |
1.1116 |
1.1156 |
|
| S3 |
1.1055 |
1.1081 |
1.1150 |
|
| S4 |
1.0994 |
1.1020 |
1.1133 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2102 |
1.1940 |
1.1335 |
|
| R3 |
1.1797 |
1.1635 |
1.1251 |
|
| R2 |
1.1492 |
1.1492 |
1.1223 |
|
| R1 |
1.1330 |
1.1330 |
1.1195 |
1.1259 |
| PP |
1.1187 |
1.1187 |
1.1187 |
1.1152 |
| S1 |
1.1025 |
1.1025 |
1.1139 |
1.0954 |
| S2 |
1.0882 |
1.0882 |
1.1111 |
|
| S3 |
1.0577 |
1.0720 |
1.1083 |
|
| S4 |
1.0272 |
1.0415 |
1.0999 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1472 |
|
2.618 |
1.1373 |
|
1.618 |
1.1312 |
|
1.000 |
1.1274 |
|
0.618 |
1.1251 |
|
HIGH |
1.1213 |
|
0.618 |
1.1190 |
|
0.500 |
1.1183 |
|
0.382 |
1.1175 |
|
LOW |
1.1152 |
|
0.618 |
1.1114 |
|
1.000 |
1.1091 |
|
1.618 |
1.1053 |
|
2.618 |
1.0992 |
|
4.250 |
1.0893 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1183 |
1.1160 |
| PP |
1.1177 |
1.1154 |
| S1 |
1.1172 |
1.1147 |
|