CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0623 |
1.0552 |
-0.0071 |
-0.7% |
1.0617 |
| High |
1.0627 |
1.0583 |
-0.0044 |
-0.4% |
1.0735 |
| Low |
1.0549 |
1.0552 |
0.0003 |
0.0% |
1.0549 |
| Close |
1.0526 |
1.0573 |
0.0047 |
0.4% |
1.0573 |
| Range |
0.0078 |
0.0031 |
-0.0047 |
-60.3% |
0.0186 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
7 |
51 |
44 |
628.6% |
271 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0662 |
1.0649 |
1.0590 |
|
| R3 |
1.0631 |
1.0618 |
1.0582 |
|
| R2 |
1.0600 |
1.0600 |
1.0579 |
|
| R1 |
1.0587 |
1.0587 |
1.0576 |
1.0594 |
| PP |
1.0569 |
1.0569 |
1.0569 |
1.0573 |
| S1 |
1.0556 |
1.0556 |
1.0570 |
1.0563 |
| S2 |
1.0538 |
1.0538 |
1.0567 |
|
| S3 |
1.0507 |
1.0525 |
1.0564 |
|
| S4 |
1.0476 |
1.0494 |
1.0556 |
|
|
| 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 |
1.0715 |
|
2.618 |
1.0664 |
|
1.618 |
1.0633 |
|
1.000 |
1.0614 |
|
0.618 |
1.0602 |
|
HIGH |
1.0583 |
|
0.618 |
1.0571 |
|
0.500 |
1.0568 |
|
0.382 |
1.0564 |
|
LOW |
1.0552 |
|
0.618 |
1.0533 |
|
1.000 |
1.0521 |
|
1.618 |
1.0502 |
|
2.618 |
1.0471 |
|
4.250 |
1.0420 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0571 |
1.0642 |
| PP |
1.0569 |
1.0619 |
| S1 |
1.0568 |
1.0596 |
|