CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0617 |
1.0661 |
0.0044 |
0.4% |
1.0875 |
| High |
1.0636 |
1.0729 |
0.0093 |
0.9% |
1.0875 |
| Low |
1.0576 |
1.0660 |
0.0084 |
0.8% |
1.0613 |
| Close |
1.0631 |
1.0697 |
0.0066 |
0.6% |
1.0627 |
| Range |
0.0060 |
0.0069 |
0.0009 |
15.0% |
0.0262 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.4% |
0.0000 |
| Volume |
22 |
153 |
131 |
595.5% |
118 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0902 |
1.0869 |
1.0735 |
|
| R3 |
1.0833 |
1.0800 |
1.0716 |
|
| R2 |
1.0764 |
1.0764 |
1.0710 |
|
| R1 |
1.0731 |
1.0731 |
1.0703 |
1.0748 |
| PP |
1.0695 |
1.0695 |
1.0695 |
1.0704 |
| S1 |
1.0662 |
1.0662 |
1.0691 |
1.0679 |
| S2 |
1.0626 |
1.0626 |
1.0684 |
|
| S3 |
1.0557 |
1.0593 |
1.0678 |
|
| S4 |
1.0488 |
1.0524 |
1.0659 |
|
|
| 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 |
1.1022 |
|
2.618 |
1.0910 |
|
1.618 |
1.0841 |
|
1.000 |
1.0798 |
|
0.618 |
1.0772 |
|
HIGH |
1.0729 |
|
0.618 |
1.0703 |
|
0.500 |
1.0695 |
|
0.382 |
1.0686 |
|
LOW |
1.0660 |
|
0.618 |
1.0617 |
|
1.000 |
1.0591 |
|
1.618 |
1.0548 |
|
2.618 |
1.0479 |
|
4.250 |
1.0367 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0696 |
1.0682 |
| PP |
1.0695 |
1.0667 |
| S1 |
1.0695 |
1.0653 |
|