CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0509 |
1.0450 |
-0.0059 |
-0.6% |
1.0436 |
| High |
1.0509 |
1.0490 |
-0.0019 |
-0.2% |
1.0562 |
| Low |
1.0454 |
1.0383 |
-0.0071 |
-0.7% |
1.0395 |
| Close |
1.0438 |
1.0401 |
-0.0037 |
-0.4% |
1.0528 |
| Range |
0.0055 |
0.0107 |
0.0052 |
94.5% |
0.0167 |
| ATR |
0.0057 |
0.0061 |
0.0004 |
6.2% |
0.0000 |
| Volume |
7 |
37 |
30 |
428.6% |
54 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0746 |
1.0680 |
1.0460 |
|
| R3 |
1.0639 |
1.0573 |
1.0430 |
|
| R2 |
1.0532 |
1.0532 |
1.0421 |
|
| R1 |
1.0466 |
1.0466 |
1.0411 |
1.0446 |
| PP |
1.0425 |
1.0425 |
1.0425 |
1.0414 |
| S1 |
1.0359 |
1.0359 |
1.0391 |
1.0339 |
| S2 |
1.0318 |
1.0318 |
1.0381 |
|
| S3 |
1.0211 |
1.0252 |
1.0372 |
|
| S4 |
1.0104 |
1.0145 |
1.0342 |
|
|
| 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 |
1.0945 |
|
2.618 |
1.0770 |
|
1.618 |
1.0663 |
|
1.000 |
1.0597 |
|
0.618 |
1.0556 |
|
HIGH |
1.0490 |
|
0.618 |
1.0449 |
|
0.500 |
1.0437 |
|
0.382 |
1.0424 |
|
LOW |
1.0383 |
|
0.618 |
1.0317 |
|
1.000 |
1.0276 |
|
1.618 |
1.0210 |
|
2.618 |
1.0103 |
|
4.250 |
0.9928 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0437 |
1.0457 |
| PP |
1.0425 |
1.0438 |
| S1 |
1.0413 |
1.0420 |
|