CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0515 |
1.0520 |
0.0005 |
0.0% |
1.0509 |
| High |
1.0566 |
1.0533 |
-0.0033 |
-0.3% |
1.0509 |
| Low |
1.0505 |
1.0513 |
0.0008 |
0.1% |
1.0360 |
| Close |
1.0522 |
1.0572 |
0.0050 |
0.5% |
1.0459 |
| Range |
0.0061 |
0.0020 |
-0.0041 |
-67.2% |
0.0149 |
| ATR |
0.0061 |
0.0058 |
-0.0003 |
-4.8% |
0.0000 |
| Volume |
90 |
39 |
-51 |
-56.7% |
209 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0599 |
1.0606 |
1.0583 |
|
| R3 |
1.0579 |
1.0586 |
1.0578 |
|
| R2 |
1.0559 |
1.0559 |
1.0576 |
|
| R1 |
1.0566 |
1.0566 |
1.0574 |
1.0563 |
| PP |
1.0539 |
1.0539 |
1.0539 |
1.0538 |
| S1 |
1.0546 |
1.0546 |
1.0570 |
1.0543 |
| S2 |
1.0519 |
1.0519 |
1.0568 |
|
| S3 |
1.0499 |
1.0526 |
1.0567 |
|
| S4 |
1.0479 |
1.0506 |
1.0561 |
|
|
| 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 |
1.0618 |
|
2.618 |
1.0585 |
|
1.618 |
1.0565 |
|
1.000 |
1.0553 |
|
0.618 |
1.0545 |
|
HIGH |
1.0533 |
|
0.618 |
1.0525 |
|
0.500 |
1.0523 |
|
0.382 |
1.0521 |
|
LOW |
1.0513 |
|
0.618 |
1.0501 |
|
1.000 |
1.0493 |
|
1.618 |
1.0481 |
|
2.618 |
1.0461 |
|
4.250 |
1.0428 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0556 |
1.0548 |
| PP |
1.0539 |
1.0525 |
| S1 |
1.0523 |
1.0501 |
|