CME Japanese Yen Future December 2009
Trading Metrics calculated at close of trading on 22-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1.0417 |
1.0436 |
0.0019 |
0.2% |
1.0210 |
High |
1.0417 |
1.0441 |
0.0024 |
0.2% |
1.0489 |
Low |
1.0417 |
1.0436 |
0.0019 |
0.2% |
1.0210 |
Close |
1.0417 |
1.0452 |
0.0035 |
0.3% |
1.0417 |
Range |
0.0000 |
0.0005 |
0.0005 |
|
0.0279 |
ATR |
|
|
|
|
|
Volume |
4 |
1 |
-3 |
-75.0% |
111 |
|
Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0458 |
1.0460 |
1.0455 |
|
R3 |
1.0453 |
1.0455 |
1.0453 |
|
R2 |
1.0448 |
1.0448 |
1.0453 |
|
R1 |
1.0450 |
1.0450 |
1.0452 |
1.0449 |
PP |
1.0443 |
1.0443 |
1.0443 |
1.0443 |
S1 |
1.0445 |
1.0445 |
1.0452 |
1.0444 |
S2 |
1.0438 |
1.0438 |
1.0451 |
|
S3 |
1.0433 |
1.0440 |
1.0451 |
|
S4 |
1.0428 |
1.0435 |
1.0449 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1209 |
1.1092 |
1.0570 |
|
R3 |
1.0930 |
1.0813 |
1.0494 |
|
R2 |
1.0651 |
1.0651 |
1.0468 |
|
R1 |
1.0534 |
1.0534 |
1.0443 |
1.0593 |
PP |
1.0372 |
1.0372 |
1.0372 |
1.0401 |
S1 |
1.0255 |
1.0255 |
1.0391 |
1.0314 |
S2 |
1.0093 |
1.0093 |
1.0366 |
|
S3 |
0.9814 |
0.9976 |
1.0340 |
|
S4 |
0.9535 |
0.9697 |
1.0264 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0462 |
2.618 |
1.0454 |
1.618 |
1.0449 |
1.000 |
1.0446 |
0.618 |
1.0444 |
HIGH |
1.0441 |
0.618 |
1.0439 |
0.500 |
1.0439 |
0.382 |
1.0438 |
LOW |
1.0436 |
0.618 |
1.0433 |
1.000 |
1.0431 |
1.618 |
1.0428 |
2.618 |
1.0423 |
4.250 |
1.0415 |
|
|
Fisher Pivots for day following 22-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1.0448 |
1.0444 |
PP |
1.0443 |
1.0436 |
S1 |
1.0439 |
1.0428 |
|