CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0503 |
1.0402 |
-0.0101 |
-1.0% |
1.0210 |
| High |
1.0514 |
1.0450 |
-0.0064 |
-0.6% |
1.0489 |
| Low |
1.0503 |
1.0395 |
-0.0108 |
-1.0% |
1.0210 |
| Close |
1.0472 |
1.0451 |
-0.0021 |
-0.2% |
1.0417 |
| Range |
0.0011 |
0.0055 |
0.0044 |
400.0% |
0.0279 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.4% |
0.0000 |
| Volume |
26 |
6 |
-20 |
-76.9% |
111 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0597 |
1.0579 |
1.0481 |
|
| R3 |
1.0542 |
1.0524 |
1.0466 |
|
| R2 |
1.0487 |
1.0487 |
1.0461 |
|
| R1 |
1.0469 |
1.0469 |
1.0456 |
1.0478 |
| PP |
1.0432 |
1.0432 |
1.0432 |
1.0437 |
| S1 |
1.0414 |
1.0414 |
1.0446 |
1.0423 |
| S2 |
1.0377 |
1.0377 |
1.0441 |
|
| S3 |
1.0322 |
1.0359 |
1.0436 |
|
| S4 |
1.0267 |
1.0304 |
1.0421 |
|
|
| 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 |
1.0684 |
|
2.618 |
1.0594 |
|
1.618 |
1.0539 |
|
1.000 |
1.0505 |
|
0.618 |
1.0484 |
|
HIGH |
1.0450 |
|
0.618 |
1.0429 |
|
0.500 |
1.0423 |
|
0.382 |
1.0416 |
|
LOW |
1.0395 |
|
0.618 |
1.0361 |
|
1.000 |
1.0340 |
|
1.618 |
1.0306 |
|
2.618 |
1.0251 |
|
4.250 |
1.0161 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0442 |
1.0479 |
| PP |
1.0432 |
1.0469 |
| S1 |
1.0423 |
1.0460 |
|