CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0767 |
1.0717 |
-0.0050 |
-0.5% |
1.0515 |
| High |
1.0788 |
1.0717 |
-0.0071 |
-0.7% |
1.0895 |
| Low |
1.0740 |
1.0615 |
-0.0125 |
-1.2% |
1.0505 |
| Close |
1.0738 |
1.0615 |
-0.0123 |
-1.1% |
1.0849 |
| Range |
0.0048 |
0.0102 |
0.0054 |
112.5% |
0.0390 |
| ATR |
0.0080 |
0.0083 |
0.0003 |
3.9% |
0.0000 |
| Volume |
20 |
59 |
39 |
195.0% |
329 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0955 |
1.0887 |
1.0671 |
|
| R3 |
1.0853 |
1.0785 |
1.0643 |
|
| R2 |
1.0751 |
1.0751 |
1.0634 |
|
| R1 |
1.0683 |
1.0683 |
1.0624 |
1.0666 |
| PP |
1.0649 |
1.0649 |
1.0649 |
1.0641 |
| S1 |
1.0581 |
1.0581 |
1.0606 |
1.0564 |
| S2 |
1.0547 |
1.0547 |
1.0596 |
|
| S3 |
1.0445 |
1.0479 |
1.0587 |
|
| S4 |
1.0343 |
1.0377 |
1.0559 |
|
|
| 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 |
1.1151 |
|
2.618 |
1.0984 |
|
1.618 |
1.0882 |
|
1.000 |
1.0819 |
|
0.618 |
1.0780 |
|
HIGH |
1.0717 |
|
0.618 |
1.0678 |
|
0.500 |
1.0666 |
|
0.382 |
1.0654 |
|
LOW |
1.0615 |
|
0.618 |
1.0552 |
|
1.000 |
1.0513 |
|
1.618 |
1.0450 |
|
2.618 |
1.0348 |
|
4.250 |
1.0182 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0666 |
1.0745 |
| PP |
1.0649 |
1.0702 |
| S1 |
1.0632 |
1.0658 |
|