CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0599 |
1.0555 |
-0.0044 |
-0.4% |
1.0294 |
| High |
1.0599 |
1.0683 |
0.0084 |
0.8% |
1.0603 |
| Low |
1.0508 |
1.0555 |
0.0047 |
0.4% |
1.0275 |
| Close |
1.0577 |
1.0652 |
0.0075 |
0.7% |
1.0552 |
| Range |
0.0091 |
0.0128 |
0.0037 |
40.7% |
0.0328 |
| ATR |
0.0102 |
0.0103 |
0.0002 |
1.9% |
0.0000 |
| Volume |
67 |
307 |
240 |
358.2% |
406 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1014 |
1.0961 |
1.0722 |
|
| R3 |
1.0886 |
1.0833 |
1.0687 |
|
| R2 |
1.0758 |
1.0758 |
1.0675 |
|
| R1 |
1.0705 |
1.0705 |
1.0664 |
1.0732 |
| PP |
1.0630 |
1.0630 |
1.0630 |
1.0643 |
| S1 |
1.0577 |
1.0577 |
1.0640 |
1.0604 |
| S2 |
1.0502 |
1.0502 |
1.0629 |
|
| S3 |
1.0374 |
1.0449 |
1.0617 |
|
| S4 |
1.0246 |
1.0321 |
1.0582 |
|
|
| 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 |
1.1227 |
|
2.618 |
1.1018 |
|
1.618 |
1.0890 |
|
1.000 |
1.0811 |
|
0.618 |
1.0762 |
|
HIGH |
1.0683 |
|
0.618 |
1.0634 |
|
0.500 |
1.0619 |
|
0.382 |
1.0604 |
|
LOW |
1.0555 |
|
0.618 |
1.0476 |
|
1.000 |
1.0427 |
|
1.618 |
1.0348 |
|
2.618 |
1.0220 |
|
4.250 |
1.0011 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0641 |
1.0633 |
| PP |
1.0630 |
1.0614 |
| S1 |
1.0619 |
1.0596 |
|