CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0402 |
1.0459 |
0.0057 |
0.5% |
1.0436 |
| High |
1.0450 |
1.0530 |
0.0080 |
0.8% |
1.0562 |
| Low |
1.0395 |
1.0459 |
0.0064 |
0.6% |
1.0395 |
| Close |
1.0451 |
1.0528 |
0.0077 |
0.7% |
1.0528 |
| Range |
0.0055 |
0.0071 |
0.0016 |
29.1% |
0.0167 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.3% |
0.0000 |
| Volume |
6 |
13 |
7 |
116.7% |
54 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0719 |
1.0694 |
1.0567 |
|
| R3 |
1.0648 |
1.0623 |
1.0548 |
|
| R2 |
1.0577 |
1.0577 |
1.0541 |
|
| R1 |
1.0552 |
1.0552 |
1.0535 |
1.0565 |
| PP |
1.0506 |
1.0506 |
1.0506 |
1.0512 |
| S1 |
1.0481 |
1.0481 |
1.0521 |
1.0494 |
| S2 |
1.0435 |
1.0435 |
1.0515 |
|
| S3 |
1.0364 |
1.0410 |
1.0508 |
|
| S4 |
1.0293 |
1.0339 |
1.0489 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0996 |
1.0929 |
1.0620 |
|
| R3 |
1.0829 |
1.0762 |
1.0574 |
|
| R2 |
1.0662 |
1.0662 |
1.0559 |
|
| R1 |
1.0595 |
1.0595 |
1.0543 |
1.0629 |
| PP |
1.0495 |
1.0495 |
1.0495 |
1.0512 |
| S1 |
1.0428 |
1.0428 |
1.0513 |
1.0462 |
| S2 |
1.0328 |
1.0328 |
1.0497 |
|
| S3 |
1.0161 |
1.0261 |
1.0482 |
|
| S4 |
0.9994 |
1.0094 |
1.0436 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0832 |
|
2.618 |
1.0716 |
|
1.618 |
1.0645 |
|
1.000 |
1.0601 |
|
0.618 |
1.0574 |
|
HIGH |
1.0530 |
|
0.618 |
1.0503 |
|
0.500 |
1.0495 |
|
0.382 |
1.0486 |
|
LOW |
1.0459 |
|
0.618 |
1.0415 |
|
1.000 |
1.0388 |
|
1.618 |
1.0344 |
|
2.618 |
1.0273 |
|
4.250 |
1.0157 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0517 |
1.0506 |
| PP |
1.0506 |
1.0484 |
| S1 |
1.0495 |
1.0463 |
|