CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0280 |
1.0178 |
-0.0102 |
-1.0% |
1.0710 |
| High |
1.0294 |
1.0350 |
0.0056 |
0.5% |
1.0804 |
| Low |
1.0157 |
1.0178 |
0.0021 |
0.2% |
1.0157 |
| Close |
1.0187 |
1.0242 |
0.0055 |
0.5% |
1.0242 |
| Range |
0.0137 |
0.0172 |
0.0035 |
25.5% |
0.0647 |
| ATR |
0.0160 |
0.0160 |
0.0001 |
0.6% |
0.0000 |
| Volume |
646 |
2,712 |
2,066 |
319.8% |
4,500 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0773 |
1.0679 |
1.0337 |
|
| R3 |
1.0601 |
1.0507 |
1.0289 |
|
| R2 |
1.0429 |
1.0429 |
1.0274 |
|
| R1 |
1.0335 |
1.0335 |
1.0258 |
1.0382 |
| PP |
1.0257 |
1.0257 |
1.0257 |
1.0280 |
| S1 |
1.0163 |
1.0163 |
1.0226 |
1.0210 |
| S2 |
1.0085 |
1.0085 |
1.0210 |
|
| S3 |
0.9913 |
0.9991 |
1.0195 |
|
| S4 |
0.9741 |
0.9819 |
1.0147 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2342 |
1.1939 |
1.0598 |
|
| R3 |
1.1695 |
1.1292 |
1.0420 |
|
| R2 |
1.1048 |
1.1048 |
1.0361 |
|
| R1 |
1.0645 |
1.0645 |
1.0301 |
1.0523 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0340 |
| S1 |
0.9998 |
0.9998 |
1.0183 |
0.9876 |
| S2 |
0.9754 |
0.9754 |
1.0123 |
|
| S3 |
0.9107 |
0.9351 |
1.0064 |
|
| S4 |
0.8460 |
0.8704 |
0.9886 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1081 |
|
2.618 |
1.0800 |
|
1.618 |
1.0628 |
|
1.000 |
1.0522 |
|
0.618 |
1.0456 |
|
HIGH |
1.0350 |
|
0.618 |
1.0284 |
|
0.500 |
1.0264 |
|
0.382 |
1.0244 |
|
LOW |
1.0178 |
|
0.618 |
1.0072 |
|
1.000 |
1.0006 |
|
1.618 |
0.9900 |
|
2.618 |
0.9728 |
|
4.250 |
0.9447 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0264 |
1.0282 |
| PP |
1.0257 |
1.0269 |
| S1 |
1.0249 |
1.0255 |
|