CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 28-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0937 |
1.0904 |
-0.0033 |
-0.3% |
1.1070 |
| High |
1.0962 |
1.0941 |
-0.0021 |
-0.2% |
1.1070 |
| Low |
1.0937 |
1.0904 |
-0.0033 |
-0.3% |
1.0915 |
| Close |
1.0924 |
1.0930 |
0.0006 |
0.1% |
1.0924 |
| Range |
0.0025 |
0.0037 |
0.0012 |
48.0% |
0.0155 |
| ATR |
|
|
|
|
|
| Volume |
12 |
2 |
-10 |
-83.3% |
167 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1036 |
1.1020 |
1.0950 |
|
| R3 |
1.0999 |
1.0983 |
1.0940 |
|
| R2 |
1.0962 |
1.0962 |
1.0937 |
|
| R1 |
1.0946 |
1.0946 |
1.0933 |
1.0954 |
| PP |
1.0925 |
1.0925 |
1.0925 |
1.0929 |
| S1 |
1.0909 |
1.0909 |
1.0927 |
1.0917 |
| S2 |
1.0888 |
1.0888 |
1.0923 |
|
| S3 |
1.0851 |
1.0872 |
1.0920 |
|
| S4 |
1.0814 |
1.0835 |
1.0910 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1435 |
1.1334 |
1.1009 |
|
| R3 |
1.1280 |
1.1179 |
1.0967 |
|
| R2 |
1.1125 |
1.1125 |
1.0952 |
|
| R1 |
1.1024 |
1.1024 |
1.0938 |
1.0997 |
| PP |
1.0970 |
1.0970 |
1.0970 |
1.0956 |
| S1 |
1.0869 |
1.0869 |
1.0910 |
1.0842 |
| S2 |
1.0815 |
1.0815 |
1.0896 |
|
| S3 |
1.0660 |
1.0714 |
1.0881 |
|
| S4 |
1.0505 |
1.0559 |
1.0839 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1098 |
|
2.618 |
1.1038 |
|
1.618 |
1.1001 |
|
1.000 |
1.0978 |
|
0.618 |
1.0964 |
|
HIGH |
1.0941 |
|
0.618 |
1.0927 |
|
0.500 |
1.0923 |
|
0.382 |
1.0918 |
|
LOW |
1.0904 |
|
0.618 |
1.0881 |
|
1.000 |
1.0867 |
|
1.618 |
1.0844 |
|
2.618 |
1.0807 |
|
4.250 |
1.0747 |
|
|
| Fisher Pivots for day following 28-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0928 |
1.0933 |
| PP |
1.0925 |
1.0932 |
| S1 |
1.0923 |
1.0931 |
|