CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0690 |
1.0641 |
-0.0049 |
-0.5% |
1.0941 |
| High |
1.0742 |
1.0822 |
0.0080 |
0.7% |
1.0954 |
| Low |
1.0620 |
1.0625 |
0.0005 |
0.0% |
1.0620 |
| Close |
1.0621 |
1.0754 |
0.0133 |
1.3% |
1.0754 |
| Range |
0.0122 |
0.0197 |
0.0075 |
61.5% |
0.0334 |
| ATR |
0.0141 |
0.0145 |
0.0004 |
3.0% |
0.0000 |
| Volume |
479 |
415 |
-64 |
-13.4% |
3,990 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1325 |
1.1236 |
1.0862 |
|
| R3 |
1.1128 |
1.1039 |
1.0808 |
|
| R2 |
1.0931 |
1.0931 |
1.0790 |
|
| R1 |
1.0842 |
1.0842 |
1.0772 |
1.0887 |
| PP |
1.0734 |
1.0734 |
1.0734 |
1.0756 |
| S1 |
1.0645 |
1.0645 |
1.0736 |
1.0690 |
| S2 |
1.0537 |
1.0537 |
1.0718 |
|
| S3 |
1.0340 |
1.0448 |
1.0700 |
|
| S4 |
1.0143 |
1.0251 |
1.0646 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1778 |
1.1600 |
1.0938 |
|
| R3 |
1.1444 |
1.1266 |
1.0846 |
|
| R2 |
1.1110 |
1.1110 |
1.0815 |
|
| R1 |
1.0932 |
1.0932 |
1.0785 |
1.0854 |
| PP |
1.0776 |
1.0776 |
1.0776 |
1.0737 |
| S1 |
1.0598 |
1.0598 |
1.0723 |
1.0520 |
| S2 |
1.0442 |
1.0442 |
1.0693 |
|
| S3 |
1.0108 |
1.0264 |
1.0662 |
|
| S4 |
0.9774 |
0.9930 |
1.0570 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1659 |
|
2.618 |
1.1338 |
|
1.618 |
1.1141 |
|
1.000 |
1.1019 |
|
0.618 |
1.0944 |
|
HIGH |
1.0822 |
|
0.618 |
1.0747 |
|
0.500 |
1.0724 |
|
0.382 |
1.0700 |
|
LOW |
1.0625 |
|
0.618 |
1.0503 |
|
1.000 |
1.0428 |
|
1.618 |
1.0306 |
|
2.618 |
1.0109 |
|
4.250 |
0.9788 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0744 |
1.0753 |
| PP |
1.0734 |
1.0752 |
| S1 |
1.0724 |
1.0751 |
|