CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0632 |
1.0625 |
-0.0007 |
-0.1% |
1.0573 |
| High |
1.0656 |
1.0710 |
0.0054 |
0.5% |
1.0710 |
| Low |
1.0588 |
1.0574 |
-0.0014 |
-0.1% |
1.0508 |
| Close |
1.0636 |
1.0620 |
-0.0016 |
-0.2% |
1.0620 |
| Range |
0.0068 |
0.0136 |
0.0068 |
100.0% |
0.0202 |
| ATR |
0.0101 |
0.0103 |
0.0003 |
2.5% |
0.0000 |
| Volume |
181 |
237 |
56 |
30.9% |
877 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1043 |
1.0967 |
1.0695 |
|
| R3 |
1.0907 |
1.0831 |
1.0657 |
|
| R2 |
1.0771 |
1.0771 |
1.0645 |
|
| R1 |
1.0695 |
1.0695 |
1.0632 |
1.0665 |
| PP |
1.0635 |
1.0635 |
1.0635 |
1.0620 |
| S1 |
1.0559 |
1.0559 |
1.0608 |
1.0529 |
| S2 |
1.0499 |
1.0499 |
1.0595 |
|
| S3 |
1.0363 |
1.0423 |
1.0583 |
|
| S4 |
1.0227 |
1.0287 |
1.0545 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1219 |
1.1121 |
1.0731 |
|
| R3 |
1.1017 |
1.0919 |
1.0676 |
|
| R2 |
1.0815 |
1.0815 |
1.0657 |
|
| R1 |
1.0717 |
1.0717 |
1.0639 |
1.0766 |
| PP |
1.0613 |
1.0613 |
1.0613 |
1.0637 |
| S1 |
1.0515 |
1.0515 |
1.0601 |
1.0564 |
| S2 |
1.0411 |
1.0411 |
1.0583 |
|
| S3 |
1.0209 |
1.0313 |
1.0564 |
|
| S4 |
1.0007 |
1.0111 |
1.0509 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1288 |
|
2.618 |
1.1066 |
|
1.618 |
1.0930 |
|
1.000 |
1.0846 |
|
0.618 |
1.0794 |
|
HIGH |
1.0710 |
|
0.618 |
1.0658 |
|
0.500 |
1.0642 |
|
0.382 |
1.0626 |
|
LOW |
1.0574 |
|
0.618 |
1.0490 |
|
1.000 |
1.0438 |
|
1.618 |
1.0354 |
|
2.618 |
1.0218 |
|
4.250 |
0.9996 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0642 |
1.0633 |
| PP |
1.0635 |
1.0628 |
| S1 |
1.0627 |
1.0624 |
|