CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1209 |
1.1200 |
-0.0009 |
-0.1% |
1.1350 |
| High |
1.1213 |
1.1300 |
0.0087 |
0.8% |
1.1350 |
| Low |
1.1152 |
1.1168 |
0.0016 |
0.1% |
1.1045 |
| Close |
1.1167 |
1.1212 |
0.0045 |
0.4% |
1.1167 |
| Range |
0.0061 |
0.0132 |
0.0071 |
116.4% |
0.0305 |
| ATR |
0.0132 |
0.0133 |
0.0000 |
0.0% |
0.0000 |
| Volume |
54 |
89 |
35 |
64.8% |
390 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1623 |
1.1549 |
1.1285 |
|
| R3 |
1.1491 |
1.1417 |
1.1248 |
|
| R2 |
1.1359 |
1.1359 |
1.1236 |
|
| R1 |
1.1285 |
1.1285 |
1.1224 |
1.1322 |
| PP |
1.1227 |
1.1227 |
1.1227 |
1.1245 |
| S1 |
1.1153 |
1.1153 |
1.1200 |
1.1190 |
| S2 |
1.1095 |
1.1095 |
1.1188 |
|
| S3 |
1.0963 |
1.1021 |
1.1176 |
|
| S4 |
1.0831 |
1.0889 |
1.1139 |
|
|
| 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 |
1.1861 |
|
2.618 |
1.1646 |
|
1.618 |
1.1514 |
|
1.000 |
1.1432 |
|
0.618 |
1.1382 |
|
HIGH |
1.1300 |
|
0.618 |
1.1250 |
|
0.500 |
1.1234 |
|
0.382 |
1.1218 |
|
LOW |
1.1168 |
|
0.618 |
1.1086 |
|
1.000 |
1.1036 |
|
1.618 |
1.0954 |
|
2.618 |
1.0822 |
|
4.250 |
1.0607 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1234 |
1.1226 |
| PP |
1.1227 |
1.1221 |
| S1 |
1.1219 |
1.1217 |
|