CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 30-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0909 |
1.0860 |
-0.0049 |
-0.4% |
1.1070 |
| High |
1.0930 |
1.0883 |
-0.0047 |
-0.4% |
1.1070 |
| Low |
1.0881 |
1.0821 |
-0.0060 |
-0.6% |
1.0915 |
| Close |
1.0888 |
1.0827 |
-0.0061 |
-0.6% |
1.0924 |
| Range |
0.0049 |
0.0062 |
0.0013 |
26.5% |
0.0155 |
| ATR |
0.0000 |
0.0086 |
0.0086 |
|
0.0000 |
| Volume |
76 |
139 |
63 |
82.9% |
167 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1030 |
1.0990 |
1.0861 |
|
| R3 |
1.0968 |
1.0928 |
1.0844 |
|
| R2 |
1.0906 |
1.0906 |
1.0838 |
|
| R1 |
1.0866 |
1.0866 |
1.0833 |
1.0855 |
| PP |
1.0844 |
1.0844 |
1.0844 |
1.0838 |
| S1 |
1.0804 |
1.0804 |
1.0821 |
1.0793 |
| S2 |
1.0782 |
1.0782 |
1.0816 |
|
| S3 |
1.0720 |
1.0742 |
1.0810 |
|
| S4 |
1.0658 |
1.0680 |
1.0793 |
|
|
| 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 |
1.1147 |
|
2.618 |
1.1045 |
|
1.618 |
1.0983 |
|
1.000 |
1.0945 |
|
0.618 |
1.0921 |
|
HIGH |
1.0883 |
|
0.618 |
1.0859 |
|
0.500 |
1.0852 |
|
0.382 |
1.0845 |
|
LOW |
1.0821 |
|
0.618 |
1.0783 |
|
1.000 |
1.0759 |
|
1.618 |
1.0721 |
|
2.618 |
1.0659 |
|
4.250 |
1.0558 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0852 |
1.0881 |
| PP |
1.0844 |
1.0863 |
| S1 |
1.0835 |
1.0845 |
|