CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0436 |
1.0508 |
0.0072 |
0.7% |
1.0210 |
| High |
1.0441 |
1.0562 |
0.0121 |
1.2% |
1.0489 |
| Low |
1.0436 |
1.0477 |
0.0041 |
0.4% |
1.0210 |
| Close |
1.0452 |
1.0524 |
0.0072 |
0.7% |
1.0417 |
| Range |
0.0005 |
0.0085 |
0.0080 |
1,600.0% |
0.0279 |
| ATR |
|
|
|
|
|
| Volume |
1 |
8 |
7 |
700.0% |
111 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0776 |
1.0735 |
1.0571 |
|
| R3 |
1.0691 |
1.0650 |
1.0547 |
|
| R2 |
1.0606 |
1.0606 |
1.0540 |
|
| R1 |
1.0565 |
1.0565 |
1.0532 |
1.0586 |
| PP |
1.0521 |
1.0521 |
1.0521 |
1.0531 |
| S1 |
1.0480 |
1.0480 |
1.0516 |
1.0501 |
| S2 |
1.0436 |
1.0436 |
1.0508 |
|
| S3 |
1.0351 |
1.0395 |
1.0501 |
|
| S4 |
1.0266 |
1.0310 |
1.0477 |
|
|
| 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 |
1.0923 |
|
2.618 |
1.0785 |
|
1.618 |
1.0700 |
|
1.000 |
1.0647 |
|
0.618 |
1.0615 |
|
HIGH |
1.0562 |
|
0.618 |
1.0530 |
|
0.500 |
1.0520 |
|
0.382 |
1.0509 |
|
LOW |
1.0477 |
|
0.618 |
1.0424 |
|
1.000 |
1.0392 |
|
1.618 |
1.0339 |
|
2.618 |
1.0254 |
|
4.250 |
1.0116 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0523 |
1.0513 |
| PP |
1.0521 |
1.0501 |
| S1 |
1.0520 |
1.0490 |
|