CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0625 |
1.0566 |
-0.0059 |
-0.6% |
1.0573 |
| High |
1.0710 |
1.0600 |
-0.0110 |
-1.0% |
1.0710 |
| Low |
1.0574 |
1.0533 |
-0.0041 |
-0.4% |
1.0508 |
| Close |
1.0620 |
1.0590 |
-0.0030 |
-0.3% |
1.0620 |
| Range |
0.0136 |
0.0067 |
-0.0069 |
-50.7% |
0.0202 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
237 |
259 |
22 |
9.3% |
877 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0775 |
1.0750 |
1.0627 |
|
| R3 |
1.0708 |
1.0683 |
1.0608 |
|
| R2 |
1.0641 |
1.0641 |
1.0602 |
|
| R1 |
1.0616 |
1.0616 |
1.0596 |
1.0629 |
| PP |
1.0574 |
1.0574 |
1.0574 |
1.0581 |
| S1 |
1.0549 |
1.0549 |
1.0584 |
1.0562 |
| S2 |
1.0507 |
1.0507 |
1.0578 |
|
| S3 |
1.0440 |
1.0482 |
1.0572 |
|
| S4 |
1.0373 |
1.0415 |
1.0553 |
|
|
| 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 |
1.0885 |
|
2.618 |
1.0775 |
|
1.618 |
1.0708 |
|
1.000 |
1.0667 |
|
0.618 |
1.0641 |
|
HIGH |
1.0600 |
|
0.618 |
1.0574 |
|
0.500 |
1.0567 |
|
0.382 |
1.0559 |
|
LOW |
1.0533 |
|
0.618 |
1.0492 |
|
1.000 |
1.0466 |
|
1.618 |
1.0425 |
|
2.618 |
1.0358 |
|
4.250 |
1.0248 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0582 |
1.0622 |
| PP |
1.0574 |
1.0611 |
| S1 |
1.0567 |
1.0601 |
|