CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0360 |
1.0416 |
0.0056 |
0.5% |
1.0436 |
| High |
1.0367 |
1.0454 |
0.0087 |
0.8% |
1.0562 |
| Low |
1.0360 |
1.0406 |
0.0046 |
0.4% |
1.0395 |
| Close |
1.0380 |
1.0459 |
0.0079 |
0.8% |
1.0528 |
| Range |
0.0007 |
0.0048 |
0.0041 |
585.7% |
0.0167 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.8% |
0.0000 |
| Volume |
68 |
7 |
-61 |
-89.7% |
54 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0584 |
1.0569 |
1.0485 |
|
| R3 |
1.0536 |
1.0521 |
1.0472 |
|
| R2 |
1.0488 |
1.0488 |
1.0468 |
|
| R1 |
1.0473 |
1.0473 |
1.0463 |
1.0481 |
| PP |
1.0440 |
1.0440 |
1.0440 |
1.0443 |
| S1 |
1.0425 |
1.0425 |
1.0455 |
1.0433 |
| S2 |
1.0392 |
1.0392 |
1.0450 |
|
| S3 |
1.0344 |
1.0377 |
1.0446 |
|
| S4 |
1.0296 |
1.0329 |
1.0433 |
|
|
| 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 |
1.0658 |
|
2.618 |
1.0580 |
|
1.618 |
1.0532 |
|
1.000 |
1.0502 |
|
0.618 |
1.0484 |
|
HIGH |
1.0454 |
|
0.618 |
1.0436 |
|
0.500 |
1.0430 |
|
0.382 |
1.0424 |
|
LOW |
1.0406 |
|
0.618 |
1.0376 |
|
1.000 |
1.0358 |
|
1.618 |
1.0328 |
|
2.618 |
1.0280 |
|
4.250 |
1.0202 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0449 |
1.0448 |
| PP |
1.0440 |
1.0436 |
| S1 |
1.0430 |
1.0425 |
|