CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 10-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0900 |
1.0949 |
0.0049 |
0.4% |
1.1200 |
| High |
1.1033 |
1.1112 |
0.0079 |
0.7% |
1.1300 |
| Low |
1.0900 |
1.0949 |
0.0049 |
0.4% |
1.0880 |
| Close |
1.0969 |
1.1121 |
0.0152 |
1.4% |
1.0887 |
| Range |
0.0133 |
0.0163 |
0.0030 |
22.6% |
0.0420 |
| ATR |
0.0144 |
0.0146 |
0.0001 |
0.9% |
0.0000 |
| Volume |
163 |
106 |
-57 |
-35.0% |
1,308 |
|
| Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1550 |
1.1498 |
1.1211 |
|
| R3 |
1.1387 |
1.1335 |
1.1166 |
|
| R2 |
1.1224 |
1.1224 |
1.1151 |
|
| R1 |
1.1172 |
1.1172 |
1.1136 |
1.1198 |
| PP |
1.1061 |
1.1061 |
1.1061 |
1.1074 |
| S1 |
1.1009 |
1.1009 |
1.1106 |
1.1035 |
| S2 |
1.0898 |
1.0898 |
1.1091 |
|
| S3 |
1.0735 |
1.0846 |
1.1076 |
|
| S4 |
1.0572 |
1.0683 |
1.1031 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2282 |
1.2005 |
1.1118 |
|
| R3 |
1.1862 |
1.1585 |
1.1003 |
|
| R2 |
1.1442 |
1.1442 |
1.0964 |
|
| R1 |
1.1165 |
1.1165 |
1.0926 |
1.1094 |
| PP |
1.1022 |
1.1022 |
1.1022 |
1.0987 |
| S1 |
1.0745 |
1.0745 |
1.0849 |
1.0674 |
| S2 |
1.0602 |
1.0602 |
1.0810 |
|
| S3 |
1.0182 |
1.0325 |
1.0772 |
|
| S4 |
0.9762 |
0.9905 |
1.0656 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1805 |
|
2.618 |
1.1539 |
|
1.618 |
1.1376 |
|
1.000 |
1.1275 |
|
0.618 |
1.1213 |
|
HIGH |
1.1112 |
|
0.618 |
1.1050 |
|
0.500 |
1.1031 |
|
0.382 |
1.1011 |
|
LOW |
1.0949 |
|
0.618 |
1.0848 |
|
1.000 |
1.0786 |
|
1.618 |
1.0685 |
|
2.618 |
1.0522 |
|
4.250 |
1.0256 |
|
|
| Fisher Pivots for day following 10-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1091 |
1.1080 |
| PP |
1.1061 |
1.1039 |
| S1 |
1.1031 |
1.0999 |
|