CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 18-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0573 |
1.0599 |
0.0026 |
0.2% |
1.0294 |
| High |
1.0620 |
1.0599 |
-0.0021 |
-0.2% |
1.0603 |
| Low |
1.0563 |
1.0508 |
-0.0055 |
-0.5% |
1.0275 |
| Close |
1.0595 |
1.0577 |
-0.0018 |
-0.2% |
1.0552 |
| Range |
0.0057 |
0.0091 |
0.0034 |
59.6% |
0.0328 |
| ATR |
0.0102 |
0.0102 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
85 |
67 |
-18 |
-21.2% |
406 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0834 |
1.0797 |
1.0627 |
|
| R3 |
1.0743 |
1.0706 |
1.0602 |
|
| R2 |
1.0652 |
1.0652 |
1.0594 |
|
| R1 |
1.0615 |
1.0615 |
1.0585 |
1.0588 |
| PP |
1.0561 |
1.0561 |
1.0561 |
1.0548 |
| S1 |
1.0524 |
1.0524 |
1.0569 |
1.0497 |
| S2 |
1.0470 |
1.0470 |
1.0560 |
|
| S3 |
1.0379 |
1.0433 |
1.0552 |
|
| S4 |
1.0288 |
1.0342 |
1.0527 |
|
|
| 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 |
1.0986 |
|
2.618 |
1.0837 |
|
1.618 |
1.0746 |
|
1.000 |
1.0690 |
|
0.618 |
1.0655 |
|
HIGH |
1.0599 |
|
0.618 |
1.0564 |
|
0.500 |
1.0554 |
|
0.382 |
1.0543 |
|
LOW |
1.0508 |
|
0.618 |
1.0452 |
|
1.000 |
1.0417 |
|
1.618 |
1.0361 |
|
2.618 |
1.0270 |
|
4.250 |
1.0121 |
|
|
| Fisher Pivots for day following 18-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0569 |
1.0573 |
| PP |
1.0561 |
1.0568 |
| S1 |
1.0554 |
1.0564 |
|