CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0555 |
1.0632 |
0.0077 |
0.7% |
1.0294 |
| High |
1.0683 |
1.0656 |
-0.0027 |
-0.3% |
1.0603 |
| Low |
1.0555 |
1.0588 |
0.0033 |
0.3% |
1.0275 |
| Close |
1.0652 |
1.0636 |
-0.0016 |
-0.2% |
1.0552 |
| Range |
0.0128 |
0.0068 |
-0.0060 |
-46.9% |
0.0328 |
| ATR |
0.0103 |
0.0101 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
307 |
181 |
-126 |
-41.0% |
406 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0831 |
1.0801 |
1.0673 |
|
| R3 |
1.0763 |
1.0733 |
1.0655 |
|
| R2 |
1.0695 |
1.0695 |
1.0648 |
|
| R1 |
1.0665 |
1.0665 |
1.0642 |
1.0680 |
| PP |
1.0627 |
1.0627 |
1.0627 |
1.0634 |
| S1 |
1.0597 |
1.0597 |
1.0630 |
1.0612 |
| S2 |
1.0559 |
1.0559 |
1.0624 |
|
| S3 |
1.0491 |
1.0529 |
1.0617 |
|
| S4 |
1.0423 |
1.0461 |
1.0599 |
|
|
| 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 |
1.0945 |
|
2.618 |
1.0834 |
|
1.618 |
1.0766 |
|
1.000 |
1.0724 |
|
0.618 |
1.0698 |
|
HIGH |
1.0656 |
|
0.618 |
1.0630 |
|
0.500 |
1.0622 |
|
0.382 |
1.0614 |
|
LOW |
1.0588 |
|
0.618 |
1.0546 |
|
1.000 |
1.0520 |
|
1.618 |
1.0478 |
|
2.618 |
1.0410 |
|
4.250 |
1.0299 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0631 |
1.0623 |
| PP |
1.0627 |
1.0609 |
| S1 |
1.0622 |
1.0596 |
|