CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0590 |
1.0504 |
-0.0086 |
-0.8% |
1.0617 |
| High |
1.0625 |
1.0541 |
-0.0084 |
-0.8% |
1.0735 |
| Low |
1.0506 |
1.0444 |
-0.0062 |
-0.6% |
1.0549 |
| Close |
1.0540 |
1.0472 |
-0.0068 |
-0.6% |
1.0573 |
| Range |
0.0119 |
0.0097 |
-0.0022 |
-18.5% |
0.0186 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
0.6% |
0.0000 |
| Volume |
202 |
300 |
98 |
48.5% |
271 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0777 |
1.0721 |
1.0525 |
|
| R3 |
1.0680 |
1.0624 |
1.0499 |
|
| R2 |
1.0583 |
1.0583 |
1.0490 |
|
| R1 |
1.0527 |
1.0527 |
1.0481 |
1.0507 |
| PP |
1.0486 |
1.0486 |
1.0486 |
1.0475 |
| S1 |
1.0430 |
1.0430 |
1.0463 |
1.0410 |
| S2 |
1.0389 |
1.0389 |
1.0454 |
|
| S3 |
1.0292 |
1.0333 |
1.0445 |
|
| S4 |
1.0195 |
1.0236 |
1.0419 |
|
|
| 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 |
1.0953 |
|
2.618 |
1.0795 |
|
1.618 |
1.0698 |
|
1.000 |
1.0638 |
|
0.618 |
1.0601 |
|
HIGH |
1.0541 |
|
0.618 |
1.0504 |
|
0.500 |
1.0493 |
|
0.382 |
1.0481 |
|
LOW |
1.0444 |
|
0.618 |
1.0384 |
|
1.000 |
1.0347 |
|
1.618 |
1.0287 |
|
2.618 |
1.0190 |
|
4.250 |
1.0032 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0493 |
1.0545 |
| PP |
1.0486 |
1.0520 |
| S1 |
1.0479 |
1.0496 |
|