CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0697 |
1.0704 |
0.0007 |
0.1% |
1.0875 |
| High |
1.0706 |
1.0708 |
0.0002 |
0.0% |
1.0875 |
| Low |
1.0697 |
1.0613 |
-0.0084 |
-0.8% |
1.0613 |
| Close |
1.0686 |
1.0627 |
-0.0059 |
-0.6% |
1.0627 |
| Range |
0.0009 |
0.0095 |
0.0086 |
955.6% |
0.0262 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.0% |
0.0000 |
| Volume |
8 |
14 |
6 |
75.0% |
118 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0934 |
1.0876 |
1.0679 |
|
| R3 |
1.0839 |
1.0781 |
1.0653 |
|
| R2 |
1.0744 |
1.0744 |
1.0644 |
|
| R1 |
1.0686 |
1.0686 |
1.0636 |
1.0668 |
| PP |
1.0649 |
1.0649 |
1.0649 |
1.0640 |
| S1 |
1.0591 |
1.0591 |
1.0618 |
1.0573 |
| S2 |
1.0554 |
1.0554 |
1.0610 |
|
| S3 |
1.0459 |
1.0496 |
1.0601 |
|
| S4 |
1.0364 |
1.0401 |
1.0575 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1491 |
1.1321 |
1.0771 |
|
| R3 |
1.1229 |
1.1059 |
1.0699 |
|
| R2 |
1.0967 |
1.0967 |
1.0675 |
|
| R1 |
1.0797 |
1.0797 |
1.0651 |
1.0751 |
| PP |
1.0705 |
1.0705 |
1.0705 |
1.0682 |
| S1 |
1.0535 |
1.0535 |
1.0603 |
1.0489 |
| S2 |
1.0443 |
1.0443 |
1.0579 |
|
| S3 |
1.0181 |
1.0273 |
1.0555 |
|
| S4 |
0.9919 |
1.0011 |
1.0483 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1112 |
|
2.618 |
1.0957 |
|
1.618 |
1.0862 |
|
1.000 |
1.0803 |
|
0.618 |
1.0767 |
|
HIGH |
1.0708 |
|
0.618 |
1.0672 |
|
0.500 |
1.0661 |
|
0.382 |
1.0649 |
|
LOW |
1.0613 |
|
0.618 |
1.0554 |
|
1.000 |
1.0518 |
|
1.618 |
1.0459 |
|
2.618 |
1.0364 |
|
4.250 |
1.0209 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0661 |
1.0665 |
| PP |
1.0649 |
1.0652 |
| S1 |
1.0638 |
1.0640 |
|