CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0560 |
1.0516 |
-0.0044 |
-0.4% |
1.0617 |
| High |
1.0560 |
1.0645 |
0.0085 |
0.8% |
1.0735 |
| Low |
1.0504 |
1.0516 |
0.0012 |
0.1% |
1.0549 |
| Close |
1.0518 |
1.0592 |
0.0074 |
0.7% |
1.0573 |
| Range |
0.0056 |
0.0129 |
0.0073 |
130.4% |
0.0186 |
| ATR |
0.0084 |
0.0087 |
0.0003 |
3.8% |
0.0000 |
| Volume |
109 |
251 |
142 |
130.3% |
271 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0971 |
1.0911 |
1.0663 |
|
| R3 |
1.0842 |
1.0782 |
1.0627 |
|
| R2 |
1.0713 |
1.0713 |
1.0616 |
|
| R1 |
1.0653 |
1.0653 |
1.0604 |
1.0683 |
| PP |
1.0584 |
1.0584 |
1.0584 |
1.0600 |
| S1 |
1.0524 |
1.0524 |
1.0580 |
1.0554 |
| S2 |
1.0455 |
1.0455 |
1.0568 |
|
| S3 |
1.0326 |
1.0395 |
1.0557 |
|
| S4 |
1.0197 |
1.0266 |
1.0521 |
|
|
| 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 |
1.1193 |
|
2.618 |
1.0983 |
|
1.618 |
1.0854 |
|
1.000 |
1.0774 |
|
0.618 |
1.0725 |
|
HIGH |
1.0645 |
|
0.618 |
1.0596 |
|
0.500 |
1.0581 |
|
0.382 |
1.0565 |
|
LOW |
1.0516 |
|
0.618 |
1.0436 |
|
1.000 |
1.0387 |
|
1.618 |
1.0307 |
|
2.618 |
1.0178 |
|
4.250 |
0.9968 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0588 |
1.0586 |
| PP |
1.0584 |
1.0580 |
| S1 |
1.0581 |
1.0575 |
|