CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0520 |
1.0570 |
0.0050 |
0.5% |
1.0509 |
| High |
1.0533 |
1.0895 |
0.0362 |
3.4% |
1.0509 |
| Low |
1.0513 |
1.0567 |
0.0054 |
0.5% |
1.0360 |
| Close |
1.0572 |
1.0840 |
0.0268 |
2.5% |
1.0459 |
| Range |
0.0020 |
0.0328 |
0.0308 |
1,540.0% |
0.0149 |
| ATR |
0.0058 |
0.0078 |
0.0019 |
33.1% |
0.0000 |
| Volume |
39 |
12 |
-27 |
-69.2% |
209 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1751 |
1.1624 |
1.1020 |
|
| R3 |
1.1423 |
1.1296 |
1.0930 |
|
| R2 |
1.1095 |
1.1095 |
1.0900 |
|
| R1 |
1.0968 |
1.0968 |
1.0870 |
1.1032 |
| PP |
1.0767 |
1.0767 |
1.0767 |
1.0799 |
| S1 |
1.0640 |
1.0640 |
1.0810 |
1.0704 |
| S2 |
1.0439 |
1.0439 |
1.0780 |
|
| S3 |
1.0111 |
1.0312 |
1.0750 |
|
| S4 |
0.9783 |
0.9984 |
1.0660 |
|
|
| 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 |
1.2289 |
|
2.618 |
1.1754 |
|
1.618 |
1.1426 |
|
1.000 |
1.1223 |
|
0.618 |
1.1098 |
|
HIGH |
1.0895 |
|
0.618 |
1.0770 |
|
0.500 |
1.0731 |
|
0.382 |
1.0692 |
|
LOW |
1.0567 |
|
0.618 |
1.0364 |
|
1.000 |
1.0239 |
|
1.618 |
1.0036 |
|
2.618 |
0.9708 |
|
4.250 |
0.9173 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0804 |
1.0793 |
| PP |
1.0767 |
1.0747 |
| S1 |
1.0731 |
1.0700 |
|