CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0570 |
1.0802 |
0.0232 |
2.2% |
1.0509 |
| High |
1.0895 |
1.0825 |
-0.0070 |
-0.6% |
1.0509 |
| Low |
1.0567 |
1.0709 |
0.0142 |
1.3% |
1.0360 |
| Close |
1.0840 |
1.0768 |
-0.0072 |
-0.7% |
1.0459 |
| Range |
0.0328 |
0.0116 |
-0.0212 |
-64.6% |
0.0149 |
| ATR |
0.0078 |
0.0081 |
0.0004 |
4.9% |
0.0000 |
| Volume |
12 |
161 |
149 |
1,241.7% |
209 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1115 |
1.1058 |
1.0832 |
|
| R3 |
1.0999 |
1.0942 |
1.0800 |
|
| R2 |
1.0883 |
1.0883 |
1.0789 |
|
| R1 |
1.0826 |
1.0826 |
1.0779 |
1.0797 |
| PP |
1.0767 |
1.0767 |
1.0767 |
1.0753 |
| S1 |
1.0710 |
1.0710 |
1.0757 |
1.0681 |
| S2 |
1.0651 |
1.0651 |
1.0747 |
|
| S3 |
1.0535 |
1.0594 |
1.0736 |
|
| S4 |
1.0419 |
1.0478 |
1.0704 |
|
|
| 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 |
1.1318 |
|
2.618 |
1.1129 |
|
1.618 |
1.1013 |
|
1.000 |
1.0941 |
|
0.618 |
1.0897 |
|
HIGH |
1.0825 |
|
0.618 |
1.0781 |
|
0.500 |
1.0767 |
|
0.382 |
1.0753 |
|
LOW |
1.0709 |
|
0.618 |
1.0637 |
|
1.000 |
1.0593 |
|
1.618 |
1.0521 |
|
2.618 |
1.0405 |
|
4.250 |
1.0216 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0768 |
1.0747 |
| PP |
1.0767 |
1.0725 |
| S1 |
1.0767 |
1.0704 |
|