CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0516 |
1.0590 |
0.0074 |
0.7% |
1.0617 |
| High |
1.0645 |
1.0625 |
-0.0020 |
-0.2% |
1.0735 |
| Low |
1.0516 |
1.0506 |
-0.0010 |
-0.1% |
1.0549 |
| Close |
1.0592 |
1.0540 |
-0.0052 |
-0.5% |
1.0573 |
| Range |
0.0129 |
0.0119 |
-0.0010 |
-7.8% |
0.0186 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
2.6% |
0.0000 |
| Volume |
251 |
202 |
-49 |
-19.5% |
271 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0914 |
1.0846 |
1.0605 |
|
| R3 |
1.0795 |
1.0727 |
1.0573 |
|
| R2 |
1.0676 |
1.0676 |
1.0562 |
|
| R1 |
1.0608 |
1.0608 |
1.0551 |
1.0583 |
| PP |
1.0557 |
1.0557 |
1.0557 |
1.0544 |
| S1 |
1.0489 |
1.0489 |
1.0529 |
1.0464 |
| S2 |
1.0438 |
1.0438 |
1.0518 |
|
| S3 |
1.0319 |
1.0370 |
1.0507 |
|
| S4 |
1.0200 |
1.0251 |
1.0475 |
|
|
| 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 |
1.1131 |
|
2.618 |
1.0937 |
|
1.618 |
1.0818 |
|
1.000 |
1.0744 |
|
0.618 |
1.0699 |
|
HIGH |
1.0625 |
|
0.618 |
1.0580 |
|
0.500 |
1.0566 |
|
0.382 |
1.0551 |
|
LOW |
1.0506 |
|
0.618 |
1.0432 |
|
1.000 |
1.0387 |
|
1.618 |
1.0313 |
|
2.618 |
1.0194 |
|
4.250 |
1.0000 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0566 |
1.0575 |
| PP |
1.0557 |
1.0563 |
| S1 |
1.0549 |
1.0552 |
|