CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0591 |
1.0630 |
0.0039 |
0.4% |
1.0573 |
| High |
1.0650 |
1.0650 |
0.0000 |
0.0% |
1.0710 |
| Low |
1.0582 |
1.0576 |
-0.0006 |
-0.1% |
1.0508 |
| Close |
1.0627 |
1.0628 |
0.0001 |
0.0% |
1.0620 |
| Range |
0.0068 |
0.0074 |
0.0006 |
8.8% |
0.0202 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
252 |
513 |
261 |
103.6% |
877 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0840 |
1.0808 |
1.0669 |
|
| R3 |
1.0766 |
1.0734 |
1.0648 |
|
| R2 |
1.0692 |
1.0692 |
1.0642 |
|
| R1 |
1.0660 |
1.0660 |
1.0635 |
1.0639 |
| PP |
1.0618 |
1.0618 |
1.0618 |
1.0608 |
| S1 |
1.0586 |
1.0586 |
1.0621 |
1.0565 |
| S2 |
1.0544 |
1.0544 |
1.0614 |
|
| S3 |
1.0470 |
1.0512 |
1.0608 |
|
| S4 |
1.0396 |
1.0438 |
1.0587 |
|
|
| 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 |
1.0965 |
|
2.618 |
1.0844 |
|
1.618 |
1.0770 |
|
1.000 |
1.0724 |
|
0.618 |
1.0696 |
|
HIGH |
1.0650 |
|
0.618 |
1.0622 |
|
0.500 |
1.0613 |
|
0.382 |
1.0604 |
|
LOW |
1.0576 |
|
0.618 |
1.0530 |
|
1.000 |
1.0502 |
|
1.618 |
1.0456 |
|
2.618 |
1.0382 |
|
4.250 |
1.0262 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0623 |
1.0616 |
| PP |
1.0618 |
1.0604 |
| S1 |
1.0613 |
1.0592 |
|