CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0436 |
1.0515 |
0.0079 |
0.8% |
1.0509 |
| High |
1.0436 |
1.0566 |
0.0130 |
1.2% |
1.0509 |
| Low |
1.0436 |
1.0505 |
0.0069 |
0.7% |
1.0360 |
| Close |
1.0459 |
1.0522 |
0.0063 |
0.6% |
1.0459 |
| Range |
0.0000 |
0.0061 |
0.0061 |
|
0.0149 |
| ATR |
0.0058 |
0.0061 |
0.0004 |
6.1% |
0.0000 |
| Volume |
90 |
90 |
0 |
0.0% |
209 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0714 |
1.0679 |
1.0556 |
|
| R3 |
1.0653 |
1.0618 |
1.0539 |
|
| R2 |
1.0592 |
1.0592 |
1.0533 |
|
| R1 |
1.0557 |
1.0557 |
1.0528 |
1.0575 |
| PP |
1.0531 |
1.0531 |
1.0531 |
1.0540 |
| S1 |
1.0496 |
1.0496 |
1.0516 |
1.0514 |
| S2 |
1.0470 |
1.0470 |
1.0511 |
|
| S3 |
1.0409 |
1.0435 |
1.0505 |
|
| S4 |
1.0348 |
1.0374 |
1.0488 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0890 |
1.0823 |
1.0541 |
|
| R3 |
1.0741 |
1.0674 |
1.0500 |
|
| R2 |
1.0592 |
1.0592 |
1.0486 |
|
| R1 |
1.0525 |
1.0525 |
1.0473 |
1.0484 |
| PP |
1.0443 |
1.0443 |
1.0443 |
1.0422 |
| S1 |
1.0376 |
1.0376 |
1.0445 |
1.0335 |
| S2 |
1.0294 |
1.0294 |
1.0432 |
|
| S3 |
1.0145 |
1.0227 |
1.0418 |
|
| S4 |
0.9996 |
1.0078 |
1.0377 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0825 |
|
2.618 |
1.0726 |
|
1.618 |
1.0665 |
|
1.000 |
1.0627 |
|
0.618 |
1.0604 |
|
HIGH |
1.0566 |
|
0.618 |
1.0543 |
|
0.500 |
1.0536 |
|
0.382 |
1.0528 |
|
LOW |
1.0505 |
|
0.618 |
1.0467 |
|
1.000 |
1.0444 |
|
1.618 |
1.0406 |
|
2.618 |
1.0345 |
|
4.250 |
1.0246 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0536 |
1.0510 |
| PP |
1.0531 |
1.0498 |
| S1 |
1.0527 |
1.0486 |
|