CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1248 |
1.1205 |
-0.0043 |
-0.4% |
1.1350 |
| High |
1.1278 |
1.1206 |
-0.0072 |
-0.6% |
1.1350 |
| Low |
1.1194 |
1.0880 |
-0.0314 |
-2.8% |
1.1045 |
| Close |
1.1201 |
1.0971 |
-0.0230 |
-2.1% |
1.1167 |
| Range |
0.0084 |
0.0326 |
0.0242 |
288.1% |
0.0305 |
| ATR |
0.0128 |
0.0142 |
0.0014 |
11.0% |
0.0000 |
| Volume |
90 |
144 |
54 |
60.0% |
390 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1997 |
1.1810 |
1.1150 |
|
| R3 |
1.1671 |
1.1484 |
1.1061 |
|
| R2 |
1.1345 |
1.1345 |
1.1031 |
|
| R1 |
1.1158 |
1.1158 |
1.1001 |
1.1089 |
| PP |
1.1019 |
1.1019 |
1.1019 |
1.0984 |
| S1 |
1.0832 |
1.0832 |
1.0941 |
1.0763 |
| S2 |
1.0693 |
1.0693 |
1.0911 |
|
| S3 |
1.0367 |
1.0506 |
1.0881 |
|
| S4 |
1.0041 |
1.0180 |
1.0792 |
|
|
| 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 |
1.2592 |
|
2.618 |
1.2059 |
|
1.618 |
1.1733 |
|
1.000 |
1.1532 |
|
0.618 |
1.1407 |
|
HIGH |
1.1206 |
|
0.618 |
1.1081 |
|
0.500 |
1.1043 |
|
0.382 |
1.1005 |
|
LOW |
1.0880 |
|
0.618 |
1.0679 |
|
1.000 |
1.0554 |
|
1.618 |
1.0353 |
|
2.618 |
1.0027 |
|
4.250 |
0.9495 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1043 |
1.1090 |
| PP |
1.1019 |
1.1050 |
| S1 |
1.0995 |
1.1011 |
|