CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0784 |
1.0875 |
0.0091 |
0.8% |
1.0515 |
| High |
1.0854 |
1.0875 |
0.0021 |
0.2% |
1.0895 |
| Low |
1.0784 |
1.0790 |
0.0006 |
0.1% |
1.0505 |
| Close |
1.0849 |
1.0787 |
-0.0062 |
-0.6% |
1.0849 |
| Range |
0.0070 |
0.0085 |
0.0015 |
21.4% |
0.0390 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
0.3% |
0.0000 |
| Volume |
27 |
17 |
-10 |
-37.0% |
329 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1072 |
1.1015 |
1.0834 |
|
| R3 |
1.0987 |
1.0930 |
1.0810 |
|
| R2 |
1.0902 |
1.0902 |
1.0803 |
|
| R1 |
1.0845 |
1.0845 |
1.0795 |
1.0831 |
| PP |
1.0817 |
1.0817 |
1.0817 |
1.0811 |
| S1 |
1.0760 |
1.0760 |
1.0779 |
1.0746 |
| S2 |
1.0732 |
1.0732 |
1.0771 |
|
| S3 |
1.0647 |
1.0675 |
1.0764 |
|
| S4 |
1.0562 |
1.0590 |
1.0740 |
|
|
| 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 |
1.1236 |
|
2.618 |
1.1098 |
|
1.618 |
1.1013 |
|
1.000 |
1.0960 |
|
0.618 |
1.0928 |
|
HIGH |
1.0875 |
|
0.618 |
1.0843 |
|
0.500 |
1.0833 |
|
0.382 |
1.0822 |
|
LOW |
1.0790 |
|
0.618 |
1.0737 |
|
1.000 |
1.0705 |
|
1.618 |
1.0652 |
|
2.618 |
1.0567 |
|
4.250 |
1.0429 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0833 |
1.0792 |
| PP |
1.0817 |
1.0790 |
| S1 |
1.0802 |
1.0789 |
|