CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0487 |
1.0576 |
0.0089 |
0.8% |
1.0560 |
| High |
1.0580 |
1.0576 |
-0.0004 |
0.0% |
1.0645 |
| Low |
1.0464 |
1.0495 |
0.0031 |
0.3% |
1.0444 |
| Close |
1.0563 |
1.0505 |
-0.0058 |
-0.5% |
1.0563 |
| Range |
0.0116 |
0.0081 |
-0.0035 |
-30.2% |
0.0201 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
290 |
105 |
-185 |
-63.8% |
1,152 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0768 |
1.0718 |
1.0550 |
|
| R3 |
1.0687 |
1.0637 |
1.0527 |
|
| R2 |
1.0606 |
1.0606 |
1.0520 |
|
| R1 |
1.0556 |
1.0556 |
1.0512 |
1.0541 |
| PP |
1.0525 |
1.0525 |
1.0525 |
1.0518 |
| S1 |
1.0475 |
1.0475 |
1.0498 |
1.0460 |
| S2 |
1.0444 |
1.0444 |
1.0490 |
|
| S3 |
1.0363 |
1.0394 |
1.0483 |
|
| S4 |
1.0282 |
1.0313 |
1.0460 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1154 |
1.1059 |
1.0674 |
|
| R3 |
1.0953 |
1.0858 |
1.0618 |
|
| R2 |
1.0752 |
1.0752 |
1.0600 |
|
| R1 |
1.0657 |
1.0657 |
1.0581 |
1.0705 |
| PP |
1.0551 |
1.0551 |
1.0551 |
1.0574 |
| S1 |
1.0456 |
1.0456 |
1.0545 |
1.0504 |
| S2 |
1.0350 |
1.0350 |
1.0526 |
|
| S3 |
1.0149 |
1.0255 |
1.0508 |
|
| S4 |
0.9948 |
1.0054 |
1.0452 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0920 |
|
2.618 |
1.0788 |
|
1.618 |
1.0707 |
|
1.000 |
1.0657 |
|
0.618 |
1.0626 |
|
HIGH |
1.0576 |
|
0.618 |
1.0545 |
|
0.500 |
1.0536 |
|
0.382 |
1.0526 |
|
LOW |
1.0495 |
|
0.618 |
1.0445 |
|
1.000 |
1.0414 |
|
1.618 |
1.0364 |
|
2.618 |
1.0283 |
|
4.250 |
1.0151 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0536 |
1.0512 |
| PP |
1.0525 |
1.0510 |
| S1 |
1.0515 |
1.0507 |
|