CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 31-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0860 |
1.0833 |
-0.0027 |
-0.2% |
1.1070 |
| High |
1.0883 |
1.0870 |
-0.0013 |
-0.1% |
1.1070 |
| Low |
1.0821 |
1.0755 |
-0.0066 |
-0.6% |
1.0915 |
| Close |
1.0827 |
1.0749 |
-0.0078 |
-0.7% |
1.0924 |
| Range |
0.0062 |
0.0115 |
0.0053 |
85.5% |
0.0155 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
2.4% |
0.0000 |
| Volume |
139 |
80 |
-59 |
-42.4% |
167 |
|
| Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1136 |
1.1058 |
1.0812 |
|
| R3 |
1.1021 |
1.0943 |
1.0781 |
|
| R2 |
1.0906 |
1.0906 |
1.0770 |
|
| R1 |
1.0828 |
1.0828 |
1.0760 |
1.0810 |
| PP |
1.0791 |
1.0791 |
1.0791 |
1.0782 |
| S1 |
1.0713 |
1.0713 |
1.0738 |
1.0695 |
| S2 |
1.0676 |
1.0676 |
1.0728 |
|
| S3 |
1.0561 |
1.0598 |
1.0717 |
|
| S4 |
1.0446 |
1.0483 |
1.0686 |
|
|
| 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 |
1.1359 |
|
2.618 |
1.1171 |
|
1.618 |
1.1056 |
|
1.000 |
1.0985 |
|
0.618 |
1.0941 |
|
HIGH |
1.0870 |
|
0.618 |
1.0826 |
|
0.500 |
1.0813 |
|
0.382 |
1.0799 |
|
LOW |
1.0755 |
|
0.618 |
1.0684 |
|
1.000 |
1.0640 |
|
1.618 |
1.0569 |
|
2.618 |
1.0454 |
|
4.250 |
1.0266 |
|
|
| Fisher Pivots for day following 31-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0813 |
1.0843 |
| PP |
1.0791 |
1.0811 |
| S1 |
1.0770 |
1.0780 |
|