CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0504 |
1.0487 |
-0.0017 |
-0.2% |
1.0560 |
| High |
1.0541 |
1.0580 |
0.0039 |
0.4% |
1.0645 |
| Low |
1.0444 |
1.0464 |
0.0020 |
0.2% |
1.0444 |
| Close |
1.0472 |
1.0563 |
0.0091 |
0.9% |
1.0563 |
| Range |
0.0097 |
0.0116 |
0.0019 |
19.6% |
0.0201 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
2.1% |
0.0000 |
| Volume |
300 |
290 |
-10 |
-3.3% |
1,152 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0884 |
1.0839 |
1.0627 |
|
| R3 |
1.0768 |
1.0723 |
1.0595 |
|
| R2 |
1.0652 |
1.0652 |
1.0584 |
|
| R1 |
1.0607 |
1.0607 |
1.0574 |
1.0630 |
| PP |
1.0536 |
1.0536 |
1.0536 |
1.0547 |
| S1 |
1.0491 |
1.0491 |
1.0552 |
1.0514 |
| S2 |
1.0420 |
1.0420 |
1.0542 |
|
| S3 |
1.0304 |
1.0375 |
1.0531 |
|
| S4 |
1.0188 |
1.0259 |
1.0499 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1154 |
1.1059 |
1.0674 |
|
| R3 |
1.0953 |
1.0858 |
1.0618 |
|
| R2 |
1.0752 |
1.0752 |
1.0600 |
|
| R1 |
1.0657 |
1.0657 |
1.0581 |
1.0705 |
| PP |
1.0551 |
1.0551 |
1.0551 |
1.0574 |
| S1 |
1.0456 |
1.0456 |
1.0545 |
1.0504 |
| S2 |
1.0350 |
1.0350 |
1.0526 |
|
| S3 |
1.0149 |
1.0255 |
1.0508 |
|
| S4 |
0.9948 |
1.0054 |
1.0452 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1073 |
|
2.618 |
1.0884 |
|
1.618 |
1.0768 |
|
1.000 |
1.0696 |
|
0.618 |
1.0652 |
|
HIGH |
1.0580 |
|
0.618 |
1.0536 |
|
0.500 |
1.0522 |
|
0.382 |
1.0508 |
|
LOW |
1.0464 |
|
0.618 |
1.0392 |
|
1.000 |
1.0348 |
|
1.618 |
1.0276 |
|
2.618 |
1.0160 |
|
4.250 |
0.9971 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0549 |
1.0554 |
| PP |
1.0536 |
1.0544 |
| S1 |
1.0522 |
1.0535 |
|