CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 22-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.1333 |
1.1136 |
-0.0197 |
-1.7% |
1.1066 |
| High |
1.1333 |
1.1156 |
-0.0177 |
-1.6% |
1.1509 |
| Low |
1.1303 |
1.1136 |
-0.0167 |
-1.5% |
1.1047 |
| Close |
1.1223 |
1.1150 |
-0.0073 |
-0.7% |
1.1223 |
| Range |
0.0030 |
0.0020 |
-0.0010 |
-33.3% |
0.0462 |
| ATR |
|
|
|
|
|
| Volume |
27 |
2 |
-25 |
-92.6% |
79 |
|
| Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1207 |
1.1199 |
1.1161 |
|
| R3 |
1.1187 |
1.1179 |
1.1156 |
|
| R2 |
1.1167 |
1.1167 |
1.1154 |
|
| R1 |
1.1159 |
1.1159 |
1.1152 |
1.1163 |
| PP |
1.1147 |
1.1147 |
1.1147 |
1.1150 |
| S1 |
1.1139 |
1.1139 |
1.1148 |
1.1143 |
| S2 |
1.1127 |
1.1127 |
1.1146 |
|
| S3 |
1.1107 |
1.1119 |
1.1145 |
|
| S4 |
1.1087 |
1.1099 |
1.1139 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2646 |
1.2396 |
1.1477 |
|
| R3 |
1.2184 |
1.1934 |
1.1350 |
|
| R2 |
1.1722 |
1.1722 |
1.1308 |
|
| R1 |
1.1472 |
1.1472 |
1.1265 |
1.1597 |
| PP |
1.1260 |
1.1260 |
1.1260 |
1.1322 |
| S1 |
1.1010 |
1.1010 |
1.1181 |
1.1135 |
| S2 |
1.0798 |
1.0798 |
1.1138 |
|
| S3 |
1.0336 |
1.0548 |
1.1096 |
|
| S4 |
0.9874 |
1.0086 |
1.0969 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1241 |
|
2.618 |
1.1208 |
|
1.618 |
1.1188 |
|
1.000 |
1.1176 |
|
0.618 |
1.1168 |
|
HIGH |
1.1156 |
|
0.618 |
1.1148 |
|
0.500 |
1.1146 |
|
0.382 |
1.1144 |
|
LOW |
1.1136 |
|
0.618 |
1.1124 |
|
1.000 |
1.1116 |
|
1.618 |
1.1104 |
|
2.618 |
1.1084 |
|
4.250 |
1.1051 |
|
|
| Fisher Pivots for day following 22-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.1149 |
1.1262 |
| PP |
1.1147 |
1.1225 |
| S1 |
1.1146 |
1.1187 |
|