CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0508 |
1.0503 |
-0.0005 |
0.0% |
1.0210 |
| High |
1.0562 |
1.0514 |
-0.0048 |
-0.5% |
1.0489 |
| Low |
1.0477 |
1.0503 |
0.0026 |
0.2% |
1.0210 |
| Close |
1.0524 |
1.0472 |
-0.0052 |
-0.5% |
1.0417 |
| Range |
0.0085 |
0.0011 |
-0.0074 |
-87.1% |
0.0279 |
| ATR |
0.0000 |
0.0052 |
0.0052 |
|
0.0000 |
| Volume |
8 |
26 |
18 |
225.0% |
111 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0529 |
1.0512 |
1.0478 |
|
| R3 |
1.0518 |
1.0501 |
1.0475 |
|
| R2 |
1.0507 |
1.0507 |
1.0474 |
|
| R1 |
1.0490 |
1.0490 |
1.0473 |
1.0493 |
| PP |
1.0496 |
1.0496 |
1.0496 |
1.0498 |
| S1 |
1.0479 |
1.0479 |
1.0471 |
1.0482 |
| S2 |
1.0485 |
1.0485 |
1.0470 |
|
| S3 |
1.0474 |
1.0468 |
1.0469 |
|
| S4 |
1.0463 |
1.0457 |
1.0466 |
|
|
| 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 |
1.0561 |
|
2.618 |
1.0543 |
|
1.618 |
1.0532 |
|
1.000 |
1.0525 |
|
0.618 |
1.0521 |
|
HIGH |
1.0514 |
|
0.618 |
1.0510 |
|
0.500 |
1.0509 |
|
0.382 |
1.0507 |
|
LOW |
1.0503 |
|
0.618 |
1.0496 |
|
1.000 |
1.0492 |
|
1.618 |
1.0485 |
|
2.618 |
1.0474 |
|
4.250 |
1.0456 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0509 |
1.0499 |
| PP |
1.0496 |
1.0490 |
| S1 |
1.0484 |
1.0481 |
|