CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0904 |
1.0909 |
0.0005 |
0.0% |
1.1070 |
| High |
1.0941 |
1.0930 |
-0.0011 |
-0.1% |
1.1070 |
| Low |
1.0904 |
1.0881 |
-0.0023 |
-0.2% |
1.0915 |
| Close |
1.0930 |
1.0888 |
-0.0042 |
-0.4% |
1.0924 |
| Range |
0.0037 |
0.0049 |
0.0012 |
32.4% |
0.0155 |
| ATR |
|
|
|
|
|
| Volume |
2 |
76 |
74 |
3,700.0% |
167 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1047 |
1.1016 |
1.0915 |
|
| R3 |
1.0998 |
1.0967 |
1.0901 |
|
| R2 |
1.0949 |
1.0949 |
1.0897 |
|
| R1 |
1.0918 |
1.0918 |
1.0892 |
1.0909 |
| PP |
1.0900 |
1.0900 |
1.0900 |
1.0895 |
| S1 |
1.0869 |
1.0869 |
1.0884 |
1.0860 |
| S2 |
1.0851 |
1.0851 |
1.0879 |
|
| S3 |
1.0802 |
1.0820 |
1.0875 |
|
| S4 |
1.0753 |
1.0771 |
1.0861 |
|
|
| 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 |
1.1138 |
|
2.618 |
1.1058 |
|
1.618 |
1.1009 |
|
1.000 |
1.0979 |
|
0.618 |
1.0960 |
|
HIGH |
1.0930 |
|
0.618 |
1.0911 |
|
0.500 |
1.0906 |
|
0.382 |
1.0900 |
|
LOW |
1.0881 |
|
0.618 |
1.0851 |
|
1.000 |
1.0832 |
|
1.618 |
1.0802 |
|
2.618 |
1.0753 |
|
4.250 |
1.0673 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0906 |
1.0922 |
| PP |
1.0900 |
1.0910 |
| S1 |
1.0894 |
1.0899 |
|