CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0641 |
1.0710 |
0.0069 |
0.6% |
1.0941 |
| High |
1.0822 |
1.0804 |
-0.0018 |
-0.2% |
1.0954 |
| Low |
1.0625 |
1.0566 |
-0.0059 |
-0.6% |
1.0620 |
| Close |
1.0754 |
1.0596 |
-0.0158 |
-1.5% |
1.0754 |
| Range |
0.0197 |
0.0238 |
0.0041 |
20.8% |
0.0334 |
| ATR |
0.0145 |
0.0152 |
0.0007 |
4.6% |
0.0000 |
| Volume |
415 |
222 |
-193 |
-46.5% |
3,990 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1369 |
1.1221 |
1.0727 |
|
| R3 |
1.1131 |
1.0983 |
1.0661 |
|
| R2 |
1.0893 |
1.0893 |
1.0640 |
|
| R1 |
1.0745 |
1.0745 |
1.0618 |
1.0700 |
| PP |
1.0655 |
1.0655 |
1.0655 |
1.0633 |
| S1 |
1.0507 |
1.0507 |
1.0574 |
1.0462 |
| S2 |
1.0417 |
1.0417 |
1.0552 |
|
| S3 |
1.0179 |
1.0269 |
1.0531 |
|
| S4 |
0.9941 |
1.0031 |
1.0465 |
|
|
| 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 |
1.1816 |
|
2.618 |
1.1427 |
|
1.618 |
1.1189 |
|
1.000 |
1.1042 |
|
0.618 |
1.0951 |
|
HIGH |
1.0804 |
|
0.618 |
1.0713 |
|
0.500 |
1.0685 |
|
0.382 |
1.0657 |
|
LOW |
1.0566 |
|
0.618 |
1.0419 |
|
1.000 |
1.0328 |
|
1.618 |
1.0181 |
|
2.618 |
0.9943 |
|
4.250 |
0.9555 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0685 |
1.0694 |
| PP |
1.0655 |
1.0661 |
| S1 |
1.0626 |
1.0629 |
|