CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0489 |
1.0294 |
-0.0195 |
-1.9% |
1.0576 |
| High |
1.0517 |
1.0313 |
-0.0204 |
-1.9% |
1.0610 |
| Low |
1.0244 |
1.0275 |
0.0031 |
0.3% |
1.0244 |
| Close |
1.0260 |
1.0318 |
0.0058 |
0.6% |
1.0260 |
| Range |
0.0273 |
0.0038 |
-0.0235 |
-86.1% |
0.0366 |
| ATR |
0.0103 |
0.0099 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
34 |
126 |
92 |
270.6% |
229 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0416 |
1.0405 |
1.0339 |
|
| R3 |
1.0378 |
1.0367 |
1.0328 |
|
| R2 |
1.0340 |
1.0340 |
1.0325 |
|
| R1 |
1.0329 |
1.0329 |
1.0321 |
1.0335 |
| PP |
1.0302 |
1.0302 |
1.0302 |
1.0305 |
| S1 |
1.0291 |
1.0291 |
1.0315 |
1.0297 |
| S2 |
1.0264 |
1.0264 |
1.0311 |
|
| S3 |
1.0226 |
1.0253 |
1.0308 |
|
| S4 |
1.0188 |
1.0215 |
1.0297 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1469 |
1.1231 |
1.0461 |
|
| R3 |
1.1103 |
1.0865 |
1.0361 |
|
| R2 |
1.0737 |
1.0737 |
1.0327 |
|
| R1 |
1.0499 |
1.0499 |
1.0294 |
1.0435 |
| PP |
1.0371 |
1.0371 |
1.0371 |
1.0340 |
| S1 |
1.0133 |
1.0133 |
1.0226 |
1.0069 |
| S2 |
1.0005 |
1.0005 |
1.0193 |
|
| S3 |
0.9639 |
0.9767 |
1.0159 |
|
| S4 |
0.9273 |
0.9401 |
1.0059 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0475 |
|
2.618 |
1.0412 |
|
1.618 |
1.0374 |
|
1.000 |
1.0351 |
|
0.618 |
1.0336 |
|
HIGH |
1.0313 |
|
0.618 |
1.0298 |
|
0.500 |
1.0294 |
|
0.382 |
1.0290 |
|
LOW |
1.0275 |
|
0.618 |
1.0252 |
|
1.000 |
1.0237 |
|
1.618 |
1.0214 |
|
2.618 |
1.0176 |
|
4.250 |
1.0114 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0310 |
1.0388 |
| PP |
1.0302 |
1.0364 |
| S1 |
1.0294 |
1.0341 |
|