CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.1388 |
1.1333 |
-0.0055 |
-0.5% |
1.1066 |
| High |
1.1388 |
1.1333 |
-0.0055 |
-0.5% |
1.1509 |
| Low |
1.1142 |
1.1303 |
0.0161 |
1.4% |
1.1047 |
| Close |
1.1220 |
1.1223 |
0.0003 |
0.0% |
1.1223 |
| Range |
0.0246 |
0.0030 |
-0.0216 |
-87.8% |
0.0462 |
| ATR |
|
|
|
|
|
| Volume |
16 |
27 |
11 |
68.8% |
79 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1376 |
1.1330 |
1.1240 |
|
| R3 |
1.1346 |
1.1300 |
1.1231 |
|
| R2 |
1.1316 |
1.1316 |
1.1229 |
|
| R1 |
1.1270 |
1.1270 |
1.1226 |
1.1278 |
| PP |
1.1286 |
1.1286 |
1.1286 |
1.1291 |
| S1 |
1.1240 |
1.1240 |
1.1220 |
1.1248 |
| S2 |
1.1256 |
1.1256 |
1.1218 |
|
| S3 |
1.1226 |
1.1210 |
1.1215 |
|
| S4 |
1.1196 |
1.1180 |
1.1207 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2646 |
1.2396 |
1.1477 |
|
| R3 |
1.2184 |
1.1934 |
1.1350 |
|
| R2 |
1.1722 |
1.1722 |
1.1308 |
|
| R1 |
1.1472 |
1.1472 |
1.1265 |
1.1597 |
| PP |
1.1260 |
1.1260 |
1.1260 |
1.1322 |
| S1 |
1.1010 |
1.1010 |
1.1181 |
1.1135 |
| S2 |
1.0798 |
1.0798 |
1.1138 |
|
| S3 |
1.0336 |
1.0548 |
1.1096 |
|
| S4 |
0.9874 |
1.0086 |
1.0969 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1461 |
|
2.618 |
1.1412 |
|
1.618 |
1.1382 |
|
1.000 |
1.1363 |
|
0.618 |
1.1352 |
|
HIGH |
1.1333 |
|
0.618 |
1.1322 |
|
0.500 |
1.1318 |
|
0.382 |
1.1314 |
|
LOW |
1.1303 |
|
0.618 |
1.1284 |
|
1.000 |
1.1273 |
|
1.618 |
1.1254 |
|
2.618 |
1.1224 |
|
4.250 |
1.1176 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.1318 |
1.1326 |
| PP |
1.1286 |
1.1291 |
| S1 |
1.1255 |
1.1257 |
|