CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0717 |
1.0623 |
-0.0094 |
-0.9% |
1.0875 |
| High |
1.0735 |
1.0627 |
-0.0108 |
-1.0% |
1.0875 |
| Low |
1.0668 |
1.0549 |
-0.0119 |
-1.1% |
1.0613 |
| Close |
1.0701 |
1.0526 |
-0.0175 |
-1.6% |
1.0627 |
| Range |
0.0067 |
0.0078 |
0.0011 |
16.4% |
0.0262 |
| ATR |
0.0082 |
0.0087 |
0.0005 |
6.1% |
0.0000 |
| Volume |
38 |
7 |
-31 |
-81.6% |
118 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0801 |
1.0742 |
1.0569 |
|
| R3 |
1.0723 |
1.0664 |
1.0547 |
|
| R2 |
1.0645 |
1.0645 |
1.0540 |
|
| R1 |
1.0586 |
1.0586 |
1.0533 |
1.0577 |
| PP |
1.0567 |
1.0567 |
1.0567 |
1.0563 |
| S1 |
1.0508 |
1.0508 |
1.0519 |
1.0499 |
| S2 |
1.0489 |
1.0489 |
1.0512 |
|
| S3 |
1.0411 |
1.0430 |
1.0505 |
|
| S4 |
1.0333 |
1.0352 |
1.0483 |
|
|
| 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 |
1.0959 |
|
2.618 |
1.0831 |
|
1.618 |
1.0753 |
|
1.000 |
1.0705 |
|
0.618 |
1.0675 |
|
HIGH |
1.0627 |
|
0.618 |
1.0597 |
|
0.500 |
1.0588 |
|
0.382 |
1.0579 |
|
LOW |
1.0549 |
|
0.618 |
1.0501 |
|
1.000 |
1.0471 |
|
1.618 |
1.0423 |
|
2.618 |
1.0345 |
|
4.250 |
1.0218 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0588 |
1.0642 |
| PP |
1.0567 |
1.0603 |
| S1 |
1.0547 |
1.0565 |
|