CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 24-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0929 |
1.0937 |
0.0008 |
0.1% |
1.1320 |
| High |
1.0929 |
1.0962 |
0.0033 |
0.3% |
1.1330 |
| Low |
1.0923 |
1.0937 |
0.0014 |
0.1% |
1.1040 |
| Close |
1.0919 |
1.0924 |
0.0005 |
0.0% |
1.1073 |
| Range |
0.0006 |
0.0025 |
0.0019 |
316.7% |
0.0290 |
| ATR |
|
|
|
|
|
| Volume |
20 |
12 |
-8 |
-40.0% |
330 |
|
| Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1016 |
1.0995 |
1.0938 |
|
| R3 |
1.0991 |
1.0970 |
1.0931 |
|
| R2 |
1.0966 |
1.0966 |
1.0929 |
|
| R1 |
1.0945 |
1.0945 |
1.0926 |
1.0943 |
| PP |
1.0941 |
1.0941 |
1.0941 |
1.0940 |
| S1 |
1.0920 |
1.0920 |
1.0922 |
1.0918 |
| S2 |
1.0916 |
1.0916 |
1.0919 |
|
| S3 |
1.0891 |
1.0895 |
1.0917 |
|
| S4 |
1.0866 |
1.0870 |
1.0910 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2018 |
1.1835 |
1.1233 |
|
| R3 |
1.1728 |
1.1545 |
1.1153 |
|
| R2 |
1.1438 |
1.1438 |
1.1126 |
|
| R1 |
1.1255 |
1.1255 |
1.1100 |
1.1202 |
| PP |
1.1148 |
1.1148 |
1.1148 |
1.1121 |
| S1 |
1.0965 |
1.0965 |
1.1046 |
1.0912 |
| S2 |
1.0858 |
1.0858 |
1.1020 |
|
| S3 |
1.0568 |
1.0675 |
1.0993 |
|
| S4 |
1.0278 |
1.0385 |
1.0914 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1068 |
|
2.618 |
1.1027 |
|
1.618 |
1.1002 |
|
1.000 |
1.0987 |
|
0.618 |
1.0977 |
|
HIGH |
1.0962 |
|
0.618 |
1.0952 |
|
0.500 |
1.0950 |
|
0.382 |
1.0947 |
|
LOW |
1.0937 |
|
0.618 |
1.0922 |
|
1.000 |
1.0912 |
|
1.618 |
1.0897 |
|
2.618 |
1.0872 |
|
4.250 |
1.0831 |
|
|
| Fisher Pivots for day following 24-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0950 |
1.0939 |
| PP |
1.0941 |
1.0934 |
| S1 |
1.0933 |
1.0929 |
|