CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0661 |
1.0717 |
0.0056 |
0.5% |
1.0875 |
| High |
1.0729 |
1.0735 |
0.0006 |
0.1% |
1.0875 |
| Low |
1.0660 |
1.0668 |
0.0008 |
0.1% |
1.0613 |
| Close |
1.0697 |
1.0701 |
0.0004 |
0.0% |
1.0627 |
| Range |
0.0069 |
0.0067 |
-0.0002 |
-2.9% |
0.0262 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
153 |
38 |
-115 |
-75.2% |
118 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0902 |
1.0869 |
1.0738 |
|
| R3 |
1.0835 |
1.0802 |
1.0719 |
|
| R2 |
1.0768 |
1.0768 |
1.0713 |
|
| R1 |
1.0735 |
1.0735 |
1.0707 |
1.0718 |
| PP |
1.0701 |
1.0701 |
1.0701 |
1.0693 |
| S1 |
1.0668 |
1.0668 |
1.0695 |
1.0651 |
| S2 |
1.0634 |
1.0634 |
1.0689 |
|
| S3 |
1.0567 |
1.0601 |
1.0683 |
|
| S4 |
1.0500 |
1.0534 |
1.0664 |
|
|
| 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 |
1.1020 |
|
2.618 |
1.0910 |
|
1.618 |
1.0843 |
|
1.000 |
1.0802 |
|
0.618 |
1.0776 |
|
HIGH |
1.0735 |
|
0.618 |
1.0709 |
|
0.500 |
1.0702 |
|
0.382 |
1.0694 |
|
LOW |
1.0668 |
|
0.618 |
1.0627 |
|
1.000 |
1.0601 |
|
1.618 |
1.0560 |
|
2.618 |
1.0493 |
|
4.250 |
1.0383 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0702 |
1.0686 |
| PP |
1.0701 |
1.0671 |
| S1 |
1.0701 |
1.0656 |
|