CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0802 |
1.0784 |
-0.0018 |
-0.2% |
1.0515 |
| High |
1.0825 |
1.0854 |
0.0029 |
0.3% |
1.0895 |
| Low |
1.0709 |
1.0784 |
0.0075 |
0.7% |
1.0505 |
| Close |
1.0768 |
1.0849 |
0.0081 |
0.8% |
1.0849 |
| Range |
0.0116 |
0.0070 |
-0.0046 |
-39.7% |
0.0390 |
| ATR |
0.0081 |
0.0082 |
0.0000 |
0.4% |
0.0000 |
| Volume |
161 |
27 |
-134 |
-83.2% |
329 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1039 |
1.1014 |
1.0888 |
|
| R3 |
1.0969 |
1.0944 |
1.0868 |
|
| R2 |
1.0899 |
1.0899 |
1.0862 |
|
| R1 |
1.0874 |
1.0874 |
1.0855 |
1.0887 |
| PP |
1.0829 |
1.0829 |
1.0829 |
1.0835 |
| S1 |
1.0804 |
1.0804 |
1.0843 |
1.0817 |
| S2 |
1.0759 |
1.0759 |
1.0836 |
|
| S3 |
1.0689 |
1.0734 |
1.0830 |
|
| S4 |
1.0619 |
1.0664 |
1.0811 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1920 |
1.1774 |
1.1064 |
|
| R3 |
1.1530 |
1.1384 |
1.0956 |
|
| R2 |
1.1140 |
1.1140 |
1.0921 |
|
| R1 |
1.0994 |
1.0994 |
1.0885 |
1.1067 |
| PP |
1.0750 |
1.0750 |
1.0750 |
1.0786 |
| S1 |
1.0604 |
1.0604 |
1.0813 |
1.0677 |
| S2 |
1.0360 |
1.0360 |
1.0778 |
|
| S3 |
0.9970 |
1.0214 |
1.0742 |
|
| S4 |
0.9580 |
0.9824 |
1.0635 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1152 |
|
2.618 |
1.1037 |
|
1.618 |
1.0967 |
|
1.000 |
1.0924 |
|
0.618 |
1.0897 |
|
HIGH |
1.0854 |
|
0.618 |
1.0827 |
|
0.500 |
1.0819 |
|
0.382 |
1.0811 |
|
LOW |
1.0784 |
|
0.618 |
1.0741 |
|
1.000 |
1.0714 |
|
1.618 |
1.0671 |
|
2.618 |
1.0601 |
|
4.250 |
1.0487 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0839 |
1.0810 |
| PP |
1.0829 |
1.0770 |
| S1 |
1.0819 |
1.0731 |
|