CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0618 |
1.0366 |
-0.0252 |
-2.4% |
1.0941 |
| High |
1.0630 |
1.0407 |
-0.0223 |
-2.1% |
1.0954 |
| Low |
1.0340 |
1.0252 |
-0.0088 |
-0.9% |
1.0620 |
| Close |
1.0350 |
1.0258 |
-0.0092 |
-0.9% |
1.0754 |
| Range |
0.0290 |
0.0155 |
-0.0135 |
-46.6% |
0.0334 |
| ATR |
0.0162 |
0.0161 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
269 |
651 |
382 |
142.0% |
3,990 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0771 |
1.0669 |
1.0343 |
|
| R3 |
1.0616 |
1.0514 |
1.0301 |
|
| R2 |
1.0461 |
1.0461 |
1.0286 |
|
| R1 |
1.0359 |
1.0359 |
1.0272 |
1.0333 |
| PP |
1.0306 |
1.0306 |
1.0306 |
1.0292 |
| S1 |
1.0204 |
1.0204 |
1.0244 |
1.0178 |
| S2 |
1.0151 |
1.0151 |
1.0230 |
|
| S3 |
0.9996 |
1.0049 |
1.0215 |
|
| S4 |
0.9841 |
0.9894 |
1.0173 |
|
|
| 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 |
1.1066 |
|
2.618 |
1.0813 |
|
1.618 |
1.0658 |
|
1.000 |
1.0562 |
|
0.618 |
1.0503 |
|
HIGH |
1.0407 |
|
0.618 |
1.0348 |
|
0.500 |
1.0330 |
|
0.382 |
1.0311 |
|
LOW |
1.0252 |
|
0.618 |
1.0156 |
|
1.000 |
1.0097 |
|
1.618 |
1.0001 |
|
2.618 |
0.9846 |
|
4.250 |
0.9593 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0330 |
1.0528 |
| PP |
1.0306 |
1.0438 |
| S1 |
1.0282 |
1.0348 |
|