CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0522 |
1.0573 |
0.0051 |
0.5% |
1.0294 |
| High |
1.0603 |
1.0620 |
0.0017 |
0.2% |
1.0603 |
| Low |
1.0514 |
1.0563 |
0.0049 |
0.5% |
1.0275 |
| Close |
1.0552 |
1.0595 |
0.0043 |
0.4% |
1.0552 |
| Range |
0.0089 |
0.0057 |
-0.0032 |
-36.0% |
0.0328 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
79 |
85 |
6 |
7.6% |
406 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0764 |
1.0736 |
1.0626 |
|
| R3 |
1.0707 |
1.0679 |
1.0611 |
|
| R2 |
1.0650 |
1.0650 |
1.0605 |
|
| R1 |
1.0622 |
1.0622 |
1.0600 |
1.0636 |
| PP |
1.0593 |
1.0593 |
1.0593 |
1.0600 |
| S1 |
1.0565 |
1.0565 |
1.0590 |
1.0579 |
| S2 |
1.0536 |
1.0536 |
1.0585 |
|
| S3 |
1.0479 |
1.0508 |
1.0579 |
|
| S4 |
1.0422 |
1.0451 |
1.0564 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1461 |
1.1334 |
1.0732 |
|
| R3 |
1.1133 |
1.1006 |
1.0642 |
|
| R2 |
1.0805 |
1.0805 |
1.0612 |
|
| R1 |
1.0678 |
1.0678 |
1.0582 |
1.0742 |
| PP |
1.0477 |
1.0477 |
1.0477 |
1.0508 |
| S1 |
1.0350 |
1.0350 |
1.0522 |
1.0414 |
| S2 |
1.0149 |
1.0149 |
1.0492 |
|
| S3 |
0.9821 |
1.0022 |
1.0462 |
|
| S4 |
0.9493 |
0.9694 |
1.0372 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0862 |
|
2.618 |
1.0769 |
|
1.618 |
1.0712 |
|
1.000 |
1.0677 |
|
0.618 |
1.0655 |
|
HIGH |
1.0620 |
|
0.618 |
1.0598 |
|
0.500 |
1.0592 |
|
0.382 |
1.0585 |
|
LOW |
1.0563 |
|
0.618 |
1.0528 |
|
1.000 |
1.0506 |
|
1.618 |
1.0471 |
|
2.618 |
1.0414 |
|
4.250 |
1.0321 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0594 |
1.0567 |
| PP |
1.0593 |
1.0539 |
| S1 |
1.0592 |
1.0511 |
|