CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 26-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.1067 |
1.1068 |
0.0001 |
0.0% |
1.1136 |
| High |
1.1067 |
1.1078 |
0.0011 |
0.1% |
1.1156 |
| Low |
1.1067 |
1.1061 |
-0.0006 |
-0.1% |
1.1061 |
| Close |
1.1067 |
1.1082 |
0.0015 |
0.1% |
1.1082 |
| Range |
0.0000 |
0.0017 |
0.0017 |
|
0.0095 |
| ATR |
0.0122 |
0.0115 |
-0.0008 |
-6.1% |
0.0000 |
| Volume |
12 |
0 |
-12 |
-100.0% |
18 |
|
| Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1125 |
1.1120 |
1.1091 |
|
| R3 |
1.1108 |
1.1103 |
1.1087 |
|
| R2 |
1.1091 |
1.1091 |
1.1085 |
|
| R1 |
1.1086 |
1.1086 |
1.1084 |
1.1089 |
| PP |
1.1074 |
1.1074 |
1.1074 |
1.1075 |
| S1 |
1.1069 |
1.1069 |
1.1080 |
1.1072 |
| S2 |
1.1057 |
1.1057 |
1.1079 |
|
| S3 |
1.1040 |
1.1052 |
1.1077 |
|
| S4 |
1.1023 |
1.1035 |
1.1073 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1385 |
1.1328 |
1.1134 |
|
| R3 |
1.1290 |
1.1233 |
1.1108 |
|
| R2 |
1.1195 |
1.1195 |
1.1099 |
|
| R1 |
1.1138 |
1.1138 |
1.1091 |
1.1119 |
| PP |
1.1100 |
1.1100 |
1.1100 |
1.1090 |
| S1 |
1.1043 |
1.1043 |
1.1073 |
1.1024 |
| S2 |
1.1005 |
1.1005 |
1.1065 |
|
| S3 |
1.0910 |
1.0948 |
1.1056 |
|
| S4 |
1.0815 |
1.0853 |
1.1030 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1150 |
|
2.618 |
1.1123 |
|
1.618 |
1.1106 |
|
1.000 |
1.1095 |
|
0.618 |
1.1089 |
|
HIGH |
1.1078 |
|
0.618 |
1.1072 |
|
0.500 |
1.1070 |
|
0.382 |
1.1067 |
|
LOW |
1.1061 |
|
0.618 |
1.1050 |
|
1.000 |
1.1044 |
|
1.618 |
1.1033 |
|
2.618 |
1.1016 |
|
4.250 |
1.0989 |
|
|
| Fisher Pivots for day following 26-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.1078 |
1.1103 |
| PP |
1.1074 |
1.1096 |
| S1 |
1.1070 |
1.1089 |
|