CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0294 |
1.0329 |
0.0035 |
0.3% |
1.0576 |
| High |
1.0313 |
1.0452 |
0.0139 |
1.3% |
1.0610 |
| Low |
1.0275 |
1.0329 |
0.0054 |
0.5% |
1.0244 |
| Close |
1.0318 |
1.0428 |
0.0110 |
1.1% |
1.0260 |
| Range |
0.0038 |
0.0123 |
0.0085 |
223.7% |
0.0366 |
| ATR |
0.0099 |
0.0102 |
0.0002 |
2.5% |
0.0000 |
| Volume |
126 |
77 |
-49 |
-38.9% |
229 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0772 |
1.0723 |
1.0496 |
|
| R3 |
1.0649 |
1.0600 |
1.0462 |
|
| R2 |
1.0526 |
1.0526 |
1.0451 |
|
| R1 |
1.0477 |
1.0477 |
1.0439 |
1.0502 |
| PP |
1.0403 |
1.0403 |
1.0403 |
1.0415 |
| S1 |
1.0354 |
1.0354 |
1.0417 |
1.0379 |
| S2 |
1.0280 |
1.0280 |
1.0405 |
|
| S3 |
1.0157 |
1.0231 |
1.0394 |
|
| S4 |
1.0034 |
1.0108 |
1.0360 |
|
|
| 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 |
1.0975 |
|
2.618 |
1.0774 |
|
1.618 |
1.0651 |
|
1.000 |
1.0575 |
|
0.618 |
1.0528 |
|
HIGH |
1.0452 |
|
0.618 |
1.0405 |
|
0.500 |
1.0391 |
|
0.382 |
1.0376 |
|
LOW |
1.0329 |
|
0.618 |
1.0253 |
|
1.000 |
1.0206 |
|
1.618 |
1.0130 |
|
2.618 |
1.0007 |
|
4.250 |
0.9806 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0416 |
1.0412 |
| PP |
1.0403 |
1.0396 |
| S1 |
1.0391 |
1.0381 |
|