CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0366 |
1.0280 |
-0.0086 |
-0.8% |
1.0941 |
| High |
1.0407 |
1.0294 |
-0.0113 |
-1.1% |
1.0954 |
| Low |
1.0252 |
1.0157 |
-0.0095 |
-0.9% |
1.0620 |
| Close |
1.0258 |
1.0187 |
-0.0071 |
-0.7% |
1.0754 |
| Range |
0.0155 |
0.0137 |
-0.0018 |
-11.6% |
0.0334 |
| ATR |
0.0161 |
0.0160 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
651 |
646 |
-5 |
-0.8% |
3,990 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0624 |
1.0542 |
1.0262 |
|
| R3 |
1.0487 |
1.0405 |
1.0225 |
|
| R2 |
1.0350 |
1.0350 |
1.0212 |
|
| R1 |
1.0268 |
1.0268 |
1.0200 |
1.0241 |
| PP |
1.0213 |
1.0213 |
1.0213 |
1.0199 |
| S1 |
1.0131 |
1.0131 |
1.0174 |
1.0104 |
| S2 |
1.0076 |
1.0076 |
1.0162 |
|
| S3 |
0.9939 |
0.9994 |
1.0149 |
|
| S4 |
0.9802 |
0.9857 |
1.0112 |
|
|
| 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 |
1.0876 |
|
2.618 |
1.0653 |
|
1.618 |
1.0516 |
|
1.000 |
1.0431 |
|
0.618 |
1.0379 |
|
HIGH |
1.0294 |
|
0.618 |
1.0242 |
|
0.500 |
1.0226 |
|
0.382 |
1.0209 |
|
LOW |
1.0157 |
|
0.618 |
1.0072 |
|
1.000 |
1.0020 |
|
1.618 |
0.9935 |
|
2.618 |
0.9798 |
|
4.250 |
0.9575 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0226 |
1.0394 |
| PP |
1.0213 |
1.0325 |
| S1 |
1.0200 |
1.0256 |
|