CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0850 |
1.0690 |
-0.0160 |
-1.5% |
1.0900 |
| High |
1.0882 |
1.0742 |
-0.0140 |
-1.3% |
1.1173 |
| Low |
1.0685 |
1.0620 |
-0.0065 |
-0.6% |
1.0895 |
| Close |
1.0701 |
1.0621 |
-0.0080 |
-0.7% |
1.0924 |
| Range |
0.0197 |
0.0122 |
-0.0075 |
-38.1% |
0.0278 |
| ATR |
0.0142 |
0.0141 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
2,622 |
479 |
-2,143 |
-81.7% |
1,167 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1027 |
1.0946 |
1.0688 |
|
| R3 |
1.0905 |
1.0824 |
1.0655 |
|
| R2 |
1.0783 |
1.0783 |
1.0643 |
|
| R1 |
1.0702 |
1.0702 |
1.0632 |
1.0682 |
| PP |
1.0661 |
1.0661 |
1.0661 |
1.0651 |
| S1 |
1.0580 |
1.0580 |
1.0610 |
1.0560 |
| S2 |
1.0539 |
1.0539 |
1.0599 |
|
| S3 |
1.0417 |
1.0458 |
1.0587 |
|
| S4 |
1.0295 |
1.0336 |
1.0554 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1831 |
1.1656 |
1.1077 |
|
| R3 |
1.1553 |
1.1378 |
1.1000 |
|
| R2 |
1.1275 |
1.1275 |
1.0975 |
|
| R1 |
1.1100 |
1.1100 |
1.0949 |
1.1188 |
| PP |
1.0997 |
1.0997 |
1.0997 |
1.1041 |
| S1 |
1.0822 |
1.0822 |
1.0899 |
1.0910 |
| S2 |
1.0719 |
1.0719 |
1.0873 |
|
| S3 |
1.0441 |
1.0544 |
1.0848 |
|
| S4 |
1.0163 |
1.0266 |
1.0771 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1261 |
|
2.618 |
1.1061 |
|
1.618 |
1.0939 |
|
1.000 |
1.0864 |
|
0.618 |
1.0817 |
|
HIGH |
1.0742 |
|
0.618 |
1.0695 |
|
0.500 |
1.0681 |
|
0.382 |
1.0667 |
|
LOW |
1.0620 |
|
0.618 |
1.0545 |
|
1.000 |
1.0498 |
|
1.618 |
1.0423 |
|
2.618 |
1.0301 |
|
4.250 |
1.0102 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0681 |
1.0787 |
| PP |
1.0661 |
1.0732 |
| S1 |
1.0641 |
1.0676 |
|