CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0717 |
1.0697 |
-0.0020 |
-0.2% |
1.0515 |
| High |
1.0717 |
1.0706 |
-0.0011 |
-0.1% |
1.0895 |
| Low |
1.0615 |
1.0697 |
0.0082 |
0.8% |
1.0505 |
| Close |
1.0615 |
1.0686 |
0.0071 |
0.7% |
1.0849 |
| Range |
0.0102 |
0.0009 |
-0.0093 |
-91.2% |
0.0390 |
| ATR |
0.0083 |
0.0083 |
0.0001 |
0.7% |
0.0000 |
| Volume |
59 |
8 |
-51 |
-86.4% |
329 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0723 |
1.0714 |
1.0691 |
|
| R3 |
1.0714 |
1.0705 |
1.0688 |
|
| R2 |
1.0705 |
1.0705 |
1.0688 |
|
| R1 |
1.0696 |
1.0696 |
1.0687 |
1.0696 |
| PP |
1.0696 |
1.0696 |
1.0696 |
1.0697 |
| S1 |
1.0687 |
1.0687 |
1.0685 |
1.0687 |
| S2 |
1.0687 |
1.0687 |
1.0684 |
|
| S3 |
1.0678 |
1.0678 |
1.0684 |
|
| S4 |
1.0669 |
1.0669 |
1.0681 |
|
|
| 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 |
1.0744 |
|
2.618 |
1.0730 |
|
1.618 |
1.0721 |
|
1.000 |
1.0715 |
|
0.618 |
1.0712 |
|
HIGH |
1.0706 |
|
0.618 |
1.0703 |
|
0.500 |
1.0702 |
|
0.382 |
1.0700 |
|
LOW |
1.0697 |
|
0.618 |
1.0691 |
|
1.000 |
1.0688 |
|
1.618 |
1.0682 |
|
2.618 |
1.0673 |
|
4.250 |
1.0659 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0702 |
1.0702 |
| PP |
1.0696 |
1.0696 |
| S1 |
1.0691 |
1.0691 |
|