CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0875 |
1.0767 |
-0.0108 |
-1.0% |
1.0515 |
| High |
1.0875 |
1.0788 |
-0.0087 |
-0.8% |
1.0895 |
| Low |
1.0790 |
1.0740 |
-0.0050 |
-0.5% |
1.0505 |
| Close |
1.0787 |
1.0738 |
-0.0049 |
-0.5% |
1.0849 |
| Range |
0.0085 |
0.0048 |
-0.0037 |
-43.5% |
0.0390 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
17 |
20 |
3 |
17.6% |
329 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0899 |
1.0867 |
1.0764 |
|
| R3 |
1.0851 |
1.0819 |
1.0751 |
|
| R2 |
1.0803 |
1.0803 |
1.0747 |
|
| R1 |
1.0771 |
1.0771 |
1.0742 |
1.0763 |
| PP |
1.0755 |
1.0755 |
1.0755 |
1.0752 |
| S1 |
1.0723 |
1.0723 |
1.0734 |
1.0715 |
| S2 |
1.0707 |
1.0707 |
1.0729 |
|
| S3 |
1.0659 |
1.0675 |
1.0725 |
|
| S4 |
1.0611 |
1.0627 |
1.0712 |
|
|
| 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 |
1.0992 |
|
2.618 |
1.0914 |
|
1.618 |
1.0866 |
|
1.000 |
1.0836 |
|
0.618 |
1.0818 |
|
HIGH |
1.0788 |
|
0.618 |
1.0770 |
|
0.500 |
1.0764 |
|
0.382 |
1.0758 |
|
LOW |
1.0740 |
|
0.618 |
1.0710 |
|
1.000 |
1.0692 |
|
1.618 |
1.0662 |
|
2.618 |
1.0614 |
|
4.250 |
1.0536 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0764 |
1.0808 |
| PP |
1.0755 |
1.0784 |
| S1 |
1.0747 |
1.0761 |
|