CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0435 |
1.0522 |
0.0087 |
0.8% |
1.0294 |
| High |
1.0524 |
1.0603 |
0.0079 |
0.8% |
1.0603 |
| Low |
1.0401 |
1.0514 |
0.0113 |
1.1% |
1.0275 |
| Close |
1.0524 |
1.0552 |
0.0028 |
0.3% |
1.0552 |
| Range |
0.0123 |
0.0089 |
-0.0034 |
-27.6% |
0.0328 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
29 |
79 |
50 |
172.4% |
406 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0823 |
1.0777 |
1.0601 |
|
| R3 |
1.0734 |
1.0688 |
1.0576 |
|
| R2 |
1.0645 |
1.0645 |
1.0568 |
|
| R1 |
1.0599 |
1.0599 |
1.0560 |
1.0622 |
| PP |
1.0556 |
1.0556 |
1.0556 |
1.0568 |
| S1 |
1.0510 |
1.0510 |
1.0544 |
1.0533 |
| S2 |
1.0467 |
1.0467 |
1.0536 |
|
| S3 |
1.0378 |
1.0421 |
1.0528 |
|
| S4 |
1.0289 |
1.0332 |
1.0503 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1461 |
1.1334 |
1.0732 |
|
| R3 |
1.1133 |
1.1006 |
1.0642 |
|
| R2 |
1.0805 |
1.0805 |
1.0612 |
|
| R1 |
1.0678 |
1.0678 |
1.0582 |
1.0742 |
| PP |
1.0477 |
1.0477 |
1.0477 |
1.0508 |
| S1 |
1.0350 |
1.0350 |
1.0522 |
1.0414 |
| S2 |
1.0149 |
1.0149 |
1.0492 |
|
| S3 |
0.9821 |
1.0022 |
1.0462 |
|
| S4 |
0.9493 |
0.9694 |
1.0372 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0981 |
|
2.618 |
1.0836 |
|
1.618 |
1.0747 |
|
1.000 |
1.0692 |
|
0.618 |
1.0658 |
|
HIGH |
1.0603 |
|
0.618 |
1.0569 |
|
0.500 |
1.0559 |
|
0.382 |
1.0548 |
|
LOW |
1.0514 |
|
0.618 |
1.0459 |
|
1.000 |
1.0425 |
|
1.618 |
1.0370 |
|
2.618 |
1.0281 |
|
4.250 |
1.0136 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0559 |
1.0527 |
| PP |
1.0556 |
1.0502 |
| S1 |
1.0554 |
1.0477 |
|