CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0566 |
1.0591 |
0.0025 |
0.2% |
1.0573 |
| High |
1.0600 |
1.0650 |
0.0050 |
0.5% |
1.0710 |
| Low |
1.0533 |
1.0582 |
0.0049 |
0.5% |
1.0508 |
| Close |
1.0590 |
1.0627 |
0.0037 |
0.3% |
1.0620 |
| Range |
0.0067 |
0.0068 |
0.0001 |
1.5% |
0.0202 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
259 |
252 |
-7 |
-2.7% |
877 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0824 |
1.0793 |
1.0664 |
|
| R3 |
1.0756 |
1.0725 |
1.0646 |
|
| R2 |
1.0688 |
1.0688 |
1.0639 |
|
| R1 |
1.0657 |
1.0657 |
1.0633 |
1.0673 |
| PP |
1.0620 |
1.0620 |
1.0620 |
1.0627 |
| S1 |
1.0589 |
1.0589 |
1.0621 |
1.0605 |
| S2 |
1.0552 |
1.0552 |
1.0615 |
|
| S3 |
1.0484 |
1.0521 |
1.0608 |
|
| S4 |
1.0416 |
1.0453 |
1.0590 |
|
|
| 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 |
1.0939 |
|
2.618 |
1.0828 |
|
1.618 |
1.0760 |
|
1.000 |
1.0718 |
|
0.618 |
1.0692 |
|
HIGH |
1.0650 |
|
0.618 |
1.0624 |
|
0.500 |
1.0616 |
|
0.382 |
1.0608 |
|
LOW |
1.0582 |
|
0.618 |
1.0540 |
|
1.000 |
1.0514 |
|
1.618 |
1.0472 |
|
2.618 |
1.0404 |
|
4.250 |
1.0293 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0623 |
1.0625 |
| PP |
1.0620 |
1.0623 |
| S1 |
1.0616 |
1.0622 |
|