CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0459 |
1.0435 |
-0.0024 |
-0.2% |
1.0576 |
| High |
1.0499 |
1.0524 |
0.0025 |
0.2% |
1.0610 |
| Low |
1.0351 |
1.0401 |
0.0050 |
0.5% |
1.0244 |
| Close |
1.0408 |
1.0524 |
0.0116 |
1.1% |
1.0260 |
| Range |
0.0148 |
0.0123 |
-0.0025 |
-16.9% |
0.0366 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
1.2% |
0.0000 |
| Volume |
95 |
29 |
-66 |
-69.5% |
229 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0852 |
1.0811 |
1.0592 |
|
| R3 |
1.0729 |
1.0688 |
1.0558 |
|
| R2 |
1.0606 |
1.0606 |
1.0547 |
|
| R1 |
1.0565 |
1.0565 |
1.0535 |
1.0586 |
| PP |
1.0483 |
1.0483 |
1.0483 |
1.0493 |
| S1 |
1.0442 |
1.0442 |
1.0513 |
1.0463 |
| S2 |
1.0360 |
1.0360 |
1.0501 |
|
| S3 |
1.0237 |
1.0319 |
1.0490 |
|
| S4 |
1.0114 |
1.0196 |
1.0456 |
|
|
| 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 |
1.1047 |
|
2.618 |
1.0846 |
|
1.618 |
1.0723 |
|
1.000 |
1.0647 |
|
0.618 |
1.0600 |
|
HIGH |
1.0524 |
|
0.618 |
1.0477 |
|
0.500 |
1.0463 |
|
0.382 |
1.0448 |
|
LOW |
1.0401 |
|
0.618 |
1.0325 |
|
1.000 |
1.0278 |
|
1.618 |
1.0202 |
|
2.618 |
1.0079 |
|
4.250 |
0.9878 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0504 |
1.0492 |
| PP |
1.0483 |
1.0459 |
| S1 |
1.0463 |
1.0427 |
|