CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0576 |
1.0523 |
-0.0053 |
-0.5% |
1.0560 |
| High |
1.0576 |
1.0610 |
0.0034 |
0.3% |
1.0645 |
| Low |
1.0495 |
1.0503 |
0.0008 |
0.1% |
1.0444 |
| Close |
1.0505 |
1.0512 |
0.0007 |
0.1% |
1.0563 |
| Range |
0.0081 |
0.0107 |
0.0026 |
32.1% |
0.0201 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.2% |
0.0000 |
| Volume |
105 |
54 |
-51 |
-48.6% |
1,152 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0863 |
1.0794 |
1.0571 |
|
| R3 |
1.0756 |
1.0687 |
1.0541 |
|
| R2 |
1.0649 |
1.0649 |
1.0532 |
|
| R1 |
1.0580 |
1.0580 |
1.0522 |
1.0561 |
| PP |
1.0542 |
1.0542 |
1.0542 |
1.0532 |
| S1 |
1.0473 |
1.0473 |
1.0502 |
1.0454 |
| S2 |
1.0435 |
1.0435 |
1.0492 |
|
| S3 |
1.0328 |
1.0366 |
1.0483 |
|
| S4 |
1.0221 |
1.0259 |
1.0453 |
|
|
| 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 |
1.1065 |
|
2.618 |
1.0890 |
|
1.618 |
1.0783 |
|
1.000 |
1.0717 |
|
0.618 |
1.0676 |
|
HIGH |
1.0610 |
|
0.618 |
1.0569 |
|
0.500 |
1.0557 |
|
0.382 |
1.0544 |
|
LOW |
1.0503 |
|
0.618 |
1.0437 |
|
1.000 |
1.0396 |
|
1.618 |
1.0330 |
|
2.618 |
1.0223 |
|
4.250 |
1.0048 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0557 |
1.0537 |
| PP |
1.0542 |
1.0529 |
| S1 |
1.0527 |
1.0520 |
|