CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1182 |
1.1248 |
0.0066 |
0.6% |
1.1350 |
| High |
1.1299 |
1.1278 |
-0.0021 |
-0.2% |
1.1350 |
| Low |
1.1182 |
1.1194 |
0.0012 |
0.1% |
1.1045 |
| Close |
1.1247 |
1.1201 |
-0.0046 |
-0.4% |
1.1167 |
| Range |
0.0117 |
0.0084 |
-0.0033 |
-28.2% |
0.0305 |
| ATR |
0.0131 |
0.0128 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
217 |
90 |
-127 |
-58.5% |
390 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1476 |
1.1423 |
1.1247 |
|
| R3 |
1.1392 |
1.1339 |
1.1224 |
|
| R2 |
1.1308 |
1.1308 |
1.1216 |
|
| R1 |
1.1255 |
1.1255 |
1.1209 |
1.1240 |
| PP |
1.1224 |
1.1224 |
1.1224 |
1.1217 |
| S1 |
1.1171 |
1.1171 |
1.1193 |
1.1156 |
| S2 |
1.1140 |
1.1140 |
1.1186 |
|
| S3 |
1.1056 |
1.1087 |
1.1178 |
|
| S4 |
1.0972 |
1.1003 |
1.1155 |
|
|
| 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 |
1.1635 |
|
2.618 |
1.1498 |
|
1.618 |
1.1414 |
|
1.000 |
1.1362 |
|
0.618 |
1.1330 |
|
HIGH |
1.1278 |
|
0.618 |
1.1246 |
|
0.500 |
1.1236 |
|
0.382 |
1.1226 |
|
LOW |
1.1194 |
|
0.618 |
1.1142 |
|
1.000 |
1.1110 |
|
1.618 |
1.1058 |
|
2.618 |
1.0974 |
|
4.250 |
1.0837 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1236 |
1.1234 |
| PP |
1.1224 |
1.1223 |
| S1 |
1.1213 |
1.1212 |
|