CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0552 |
1.0560 |
0.0008 |
0.1% |
1.0617 |
| High |
1.0583 |
1.0560 |
-0.0023 |
-0.2% |
1.0735 |
| Low |
1.0552 |
1.0504 |
-0.0048 |
-0.5% |
1.0549 |
| Close |
1.0573 |
1.0518 |
-0.0055 |
-0.5% |
1.0573 |
| Range |
0.0031 |
0.0056 |
0.0025 |
80.6% |
0.0186 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
51 |
109 |
58 |
113.7% |
271 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0695 |
1.0663 |
1.0549 |
|
| R3 |
1.0639 |
1.0607 |
1.0533 |
|
| R2 |
1.0583 |
1.0583 |
1.0528 |
|
| R1 |
1.0551 |
1.0551 |
1.0523 |
1.0539 |
| PP |
1.0527 |
1.0527 |
1.0527 |
1.0522 |
| S1 |
1.0495 |
1.0495 |
1.0513 |
1.0483 |
| S2 |
1.0471 |
1.0471 |
1.0508 |
|
| S3 |
1.0415 |
1.0439 |
1.0503 |
|
| S4 |
1.0359 |
1.0383 |
1.0487 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1177 |
1.1061 |
1.0675 |
|
| R3 |
1.0991 |
1.0875 |
1.0624 |
|
| R2 |
1.0805 |
1.0805 |
1.0607 |
|
| R1 |
1.0689 |
1.0689 |
1.0590 |
1.0654 |
| PP |
1.0619 |
1.0619 |
1.0619 |
1.0602 |
| S1 |
1.0503 |
1.0503 |
1.0556 |
1.0468 |
| S2 |
1.0433 |
1.0433 |
1.0539 |
|
| S3 |
1.0247 |
1.0317 |
1.0522 |
|
| S4 |
1.0061 |
1.0131 |
1.0471 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0798 |
|
2.618 |
1.0707 |
|
1.618 |
1.0651 |
|
1.000 |
1.0616 |
|
0.618 |
1.0595 |
|
HIGH |
1.0560 |
|
0.618 |
1.0539 |
|
0.500 |
1.0532 |
|
0.382 |
1.0525 |
|
LOW |
1.0504 |
|
0.618 |
1.0469 |
|
1.000 |
1.0448 |
|
1.618 |
1.0413 |
|
2.618 |
1.0357 |
|
4.250 |
1.0266 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0532 |
1.0566 |
| PP |
1.0527 |
1.0550 |
| S1 |
1.0523 |
1.0534 |
|