CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0630 |
1.0614 |
-0.0016 |
-0.2% |
1.0573 |
| High |
1.0650 |
1.0732 |
0.0082 |
0.8% |
1.0710 |
| Low |
1.0576 |
1.0614 |
0.0038 |
0.4% |
1.0508 |
| Close |
1.0628 |
1.0706 |
0.0078 |
0.7% |
1.0620 |
| Range |
0.0074 |
0.0118 |
0.0044 |
59.5% |
0.0202 |
| ATR |
0.0098 |
0.0099 |
0.0001 |
1.5% |
0.0000 |
| Volume |
513 |
417 |
-96 |
-18.7% |
877 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1038 |
1.0990 |
1.0771 |
|
| R3 |
1.0920 |
1.0872 |
1.0738 |
|
| R2 |
1.0802 |
1.0802 |
1.0728 |
|
| R1 |
1.0754 |
1.0754 |
1.0717 |
1.0778 |
| PP |
1.0684 |
1.0684 |
1.0684 |
1.0696 |
| S1 |
1.0636 |
1.0636 |
1.0695 |
1.0660 |
| S2 |
1.0566 |
1.0566 |
1.0684 |
|
| S3 |
1.0448 |
1.0518 |
1.0674 |
|
| S4 |
1.0330 |
1.0400 |
1.0641 |
|
|
| 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 |
1.1234 |
|
2.618 |
1.1041 |
|
1.618 |
1.0923 |
|
1.000 |
1.0850 |
|
0.618 |
1.0805 |
|
HIGH |
1.0732 |
|
0.618 |
1.0687 |
|
0.500 |
1.0673 |
|
0.382 |
1.0659 |
|
LOW |
1.0614 |
|
0.618 |
1.0541 |
|
1.000 |
1.0496 |
|
1.618 |
1.0423 |
|
2.618 |
1.0305 |
|
4.250 |
1.0113 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0695 |
1.0689 |
| PP |
1.0684 |
1.0671 |
| S1 |
1.0673 |
1.0654 |
|