CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0459 |
1.0509 |
0.0050 |
0.5% |
1.0436 |
| High |
1.0530 |
1.0509 |
-0.0021 |
-0.2% |
1.0562 |
| Low |
1.0459 |
1.0454 |
-0.0005 |
0.0% |
1.0395 |
| Close |
1.0528 |
1.0438 |
-0.0090 |
-0.9% |
1.0528 |
| Range |
0.0071 |
0.0055 |
-0.0016 |
-22.5% |
0.0167 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
2.3% |
0.0000 |
| Volume |
13 |
7 |
-6 |
-46.2% |
54 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0632 |
1.0590 |
1.0468 |
|
| R3 |
1.0577 |
1.0535 |
1.0453 |
|
| R2 |
1.0522 |
1.0522 |
1.0448 |
|
| R1 |
1.0480 |
1.0480 |
1.0443 |
1.0474 |
| PP |
1.0467 |
1.0467 |
1.0467 |
1.0464 |
| S1 |
1.0425 |
1.0425 |
1.0433 |
1.0419 |
| S2 |
1.0412 |
1.0412 |
1.0428 |
|
| S3 |
1.0357 |
1.0370 |
1.0423 |
|
| S4 |
1.0302 |
1.0315 |
1.0408 |
|
|
| 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 |
1.0743 |
|
2.618 |
1.0653 |
|
1.618 |
1.0598 |
|
1.000 |
1.0564 |
|
0.618 |
1.0543 |
|
HIGH |
1.0509 |
|
0.618 |
1.0488 |
|
0.500 |
1.0482 |
|
0.382 |
1.0475 |
|
LOW |
1.0454 |
|
0.618 |
1.0420 |
|
1.000 |
1.0399 |
|
1.618 |
1.0365 |
|
2.618 |
1.0310 |
|
4.250 |
1.0220 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0482 |
1.0463 |
| PP |
1.0467 |
1.0454 |
| S1 |
1.0453 |
1.0446 |
|