CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 23-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.1136 |
1.1145 |
0.0009 |
0.1% |
1.1066 |
| High |
1.1156 |
1.1145 |
-0.0011 |
-0.1% |
1.1509 |
| Low |
1.1136 |
1.1070 |
-0.0066 |
-0.6% |
1.1047 |
| Close |
1.1150 |
1.1073 |
-0.0077 |
-0.7% |
1.1223 |
| Range |
0.0020 |
0.0075 |
0.0055 |
275.0% |
0.0462 |
| ATR |
|
|
|
|
|
| Volume |
2 |
4 |
2 |
100.0% |
79 |
|
| Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1321 |
1.1272 |
1.1114 |
|
| R3 |
1.1246 |
1.1197 |
1.1094 |
|
| R2 |
1.1171 |
1.1171 |
1.1087 |
|
| R1 |
1.1122 |
1.1122 |
1.1080 |
1.1109 |
| PP |
1.1096 |
1.1096 |
1.1096 |
1.1090 |
| S1 |
1.1047 |
1.1047 |
1.1066 |
1.1034 |
| S2 |
1.1021 |
1.1021 |
1.1059 |
|
| S3 |
1.0946 |
1.0972 |
1.1052 |
|
| S4 |
1.0871 |
1.0897 |
1.1032 |
|
|
| 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 |
1.1464 |
|
2.618 |
1.1341 |
|
1.618 |
1.1266 |
|
1.000 |
1.1220 |
|
0.618 |
1.1191 |
|
HIGH |
1.1145 |
|
0.618 |
1.1116 |
|
0.500 |
1.1108 |
|
0.382 |
1.1099 |
|
LOW |
1.1070 |
|
0.618 |
1.1024 |
|
1.000 |
1.0995 |
|
1.618 |
1.0949 |
|
2.618 |
1.0874 |
|
4.250 |
1.0751 |
|
|
| Fisher Pivots for day following 23-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.1108 |
1.1202 |
| PP |
1.1096 |
1.1159 |
| S1 |
1.1085 |
1.1116 |
|