CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0523 |
1.0504 |
-0.0019 |
-0.2% |
1.0560 |
| High |
1.0610 |
1.0572 |
-0.0038 |
-0.4% |
1.0645 |
| Low |
1.0503 |
1.0504 |
0.0001 |
0.0% |
1.0444 |
| Close |
1.0512 |
1.0546 |
0.0034 |
0.3% |
1.0563 |
| Range |
0.0107 |
0.0068 |
-0.0039 |
-36.4% |
0.0201 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
54 |
27 |
-27 |
-50.0% |
1,152 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0745 |
1.0713 |
1.0583 |
|
| R3 |
1.0677 |
1.0645 |
1.0565 |
|
| R2 |
1.0609 |
1.0609 |
1.0558 |
|
| R1 |
1.0577 |
1.0577 |
1.0552 |
1.0593 |
| PP |
1.0541 |
1.0541 |
1.0541 |
1.0549 |
| S1 |
1.0509 |
1.0509 |
1.0540 |
1.0525 |
| S2 |
1.0473 |
1.0473 |
1.0534 |
|
| S3 |
1.0405 |
1.0441 |
1.0527 |
|
| S4 |
1.0337 |
1.0373 |
1.0509 |
|
|
| 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 |
1.0861 |
|
2.618 |
1.0750 |
|
1.618 |
1.0682 |
|
1.000 |
1.0640 |
|
0.618 |
1.0614 |
|
HIGH |
1.0572 |
|
0.618 |
1.0546 |
|
0.500 |
1.0538 |
|
0.382 |
1.0530 |
|
LOW |
1.0504 |
|
0.618 |
1.0462 |
|
1.000 |
1.0436 |
|
1.618 |
1.0394 |
|
2.618 |
1.0326 |
|
4.250 |
1.0215 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0543 |
1.0553 |
| PP |
1.0541 |
1.0550 |
| S1 |
1.0538 |
1.0548 |
|