CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0704 |
1.0617 |
-0.0087 |
-0.8% |
1.0875 |
| High |
1.0708 |
1.0636 |
-0.0072 |
-0.7% |
1.0875 |
| Low |
1.0613 |
1.0576 |
-0.0037 |
-0.3% |
1.0613 |
| Close |
1.0627 |
1.0631 |
0.0004 |
0.0% |
1.0627 |
| Range |
0.0095 |
0.0060 |
-0.0035 |
-36.8% |
0.0262 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
14 |
22 |
8 |
57.1% |
118 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0794 |
1.0773 |
1.0664 |
|
| R3 |
1.0734 |
1.0713 |
1.0648 |
|
| R2 |
1.0674 |
1.0674 |
1.0642 |
|
| R1 |
1.0653 |
1.0653 |
1.0637 |
1.0664 |
| PP |
1.0614 |
1.0614 |
1.0614 |
1.0620 |
| S1 |
1.0593 |
1.0593 |
1.0626 |
1.0604 |
| S2 |
1.0554 |
1.0554 |
1.0620 |
|
| S3 |
1.0494 |
1.0533 |
1.0615 |
|
| S4 |
1.0434 |
1.0473 |
1.0598 |
|
|
| 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 |
1.0891 |
|
2.618 |
1.0793 |
|
1.618 |
1.0733 |
|
1.000 |
1.0696 |
|
0.618 |
1.0673 |
|
HIGH |
1.0636 |
|
0.618 |
1.0613 |
|
0.500 |
1.0606 |
|
0.382 |
1.0599 |
|
LOW |
1.0576 |
|
0.618 |
1.0539 |
|
1.000 |
1.0516 |
|
1.618 |
1.0479 |
|
2.618 |
1.0419 |
|
4.250 |
1.0321 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0623 |
1.0642 |
| PP |
1.0614 |
1.0638 |
| S1 |
1.0606 |
1.0635 |
|