CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0504 |
1.0531 |
0.0027 |
0.3% |
1.0560 |
| High |
1.0572 |
1.0531 |
-0.0041 |
-0.4% |
1.0645 |
| Low |
1.0504 |
1.0467 |
-0.0037 |
-0.4% |
1.0444 |
| Close |
1.0546 |
1.0491 |
-0.0055 |
-0.5% |
1.0563 |
| Range |
0.0068 |
0.0064 |
-0.0004 |
-5.9% |
0.0201 |
| ATR |
0.0090 |
0.0090 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
27 |
9 |
-18 |
-66.7% |
1,152 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0688 |
1.0654 |
1.0526 |
|
| R3 |
1.0624 |
1.0590 |
1.0509 |
|
| R2 |
1.0560 |
1.0560 |
1.0503 |
|
| R1 |
1.0526 |
1.0526 |
1.0497 |
1.0511 |
| PP |
1.0496 |
1.0496 |
1.0496 |
1.0489 |
| S1 |
1.0462 |
1.0462 |
1.0485 |
1.0447 |
| S2 |
1.0432 |
1.0432 |
1.0479 |
|
| S3 |
1.0368 |
1.0398 |
1.0473 |
|
| S4 |
1.0304 |
1.0334 |
1.0456 |
|
|
| 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 |
1.0803 |
|
2.618 |
1.0699 |
|
1.618 |
1.0635 |
|
1.000 |
1.0595 |
|
0.618 |
1.0571 |
|
HIGH |
1.0531 |
|
0.618 |
1.0507 |
|
0.500 |
1.0499 |
|
0.382 |
1.0491 |
|
LOW |
1.0467 |
|
0.618 |
1.0427 |
|
1.000 |
1.0403 |
|
1.618 |
1.0363 |
|
2.618 |
1.0299 |
|
4.250 |
1.0195 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0499 |
1.0539 |
| PP |
1.0496 |
1.0523 |
| S1 |
1.0494 |
1.0507 |
|