CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0450 |
1.0360 |
-0.0090 |
-0.9% |
1.0436 |
| High |
1.0490 |
1.0367 |
-0.0123 |
-1.2% |
1.0562 |
| Low |
1.0383 |
1.0360 |
-0.0023 |
-0.2% |
1.0395 |
| Close |
1.0401 |
1.0380 |
-0.0021 |
-0.2% |
1.0528 |
| Range |
0.0107 |
0.0007 |
-0.0100 |
-93.5% |
0.0167 |
| ATR |
0.0061 |
0.0059 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
37 |
68 |
31 |
83.8% |
54 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0390 |
1.0392 |
1.0384 |
|
| R3 |
1.0383 |
1.0385 |
1.0382 |
|
| R2 |
1.0376 |
1.0376 |
1.0381 |
|
| R1 |
1.0378 |
1.0378 |
1.0381 |
1.0377 |
| PP |
1.0369 |
1.0369 |
1.0369 |
1.0369 |
| S1 |
1.0371 |
1.0371 |
1.0379 |
1.0370 |
| S2 |
1.0362 |
1.0362 |
1.0379 |
|
| S3 |
1.0355 |
1.0364 |
1.0378 |
|
| S4 |
1.0348 |
1.0357 |
1.0376 |
|
|
| 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 |
1.0397 |
|
2.618 |
1.0385 |
|
1.618 |
1.0378 |
|
1.000 |
1.0374 |
|
0.618 |
1.0371 |
|
HIGH |
1.0367 |
|
0.618 |
1.0364 |
|
0.500 |
1.0364 |
|
0.382 |
1.0363 |
|
LOW |
1.0360 |
|
0.618 |
1.0356 |
|
1.000 |
1.0353 |
|
1.618 |
1.0349 |
|
2.618 |
1.0342 |
|
4.250 |
1.0330 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0375 |
1.0435 |
| PP |
1.0369 |
1.0416 |
| S1 |
1.0364 |
1.0398 |
|