CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1589 |
1.1669 |
0.0080 |
0.7% |
1.1548 |
| High |
1.1589 |
1.1670 |
0.0081 |
0.7% |
1.1622 |
| Low |
1.1589 |
1.1669 |
0.0080 |
0.7% |
1.1416 |
| Close |
1.1589 |
1.1671 |
0.0082 |
0.7% |
1.1610 |
| Range |
0.0000 |
0.0001 |
0.0001 |
|
0.0206 |
| ATR |
0.0000 |
0.0056 |
0.0056 |
|
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
49 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1673 |
1.1673 |
1.1672 |
|
| R3 |
1.1672 |
1.1672 |
1.1671 |
|
| R2 |
1.1671 |
1.1671 |
1.1671 |
|
| R1 |
1.1671 |
1.1671 |
1.1671 |
1.1671 |
| PP |
1.1670 |
1.1670 |
1.1670 |
1.1670 |
| S1 |
1.1670 |
1.1670 |
1.1671 |
1.1670 |
| S2 |
1.1669 |
1.1669 |
1.1671 |
|
| S3 |
1.1668 |
1.1669 |
1.1671 |
|
| S4 |
1.1667 |
1.1668 |
1.1670 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2167 |
1.2095 |
1.1723 |
|
| R3 |
1.1961 |
1.1889 |
1.1667 |
|
| R2 |
1.1755 |
1.1755 |
1.1648 |
|
| R1 |
1.1683 |
1.1683 |
1.1629 |
1.1719 |
| PP |
1.1549 |
1.1549 |
1.1549 |
1.1568 |
| S1 |
1.1477 |
1.1477 |
1.1591 |
1.1513 |
| S2 |
1.1343 |
1.1343 |
1.1572 |
|
| S3 |
1.1137 |
1.1271 |
1.1553 |
|
| S4 |
1.0931 |
1.1065 |
1.1497 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1674 |
|
2.618 |
1.1673 |
|
1.618 |
1.1672 |
|
1.000 |
1.1671 |
|
0.618 |
1.1671 |
|
HIGH |
1.1670 |
|
0.618 |
1.1670 |
|
0.500 |
1.1670 |
|
0.382 |
1.1669 |
|
LOW |
1.1669 |
|
0.618 |
1.1668 |
|
1.000 |
1.1668 |
|
1.618 |
1.1667 |
|
2.618 |
1.1666 |
|
4.250 |
1.1665 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1671 |
1.1654 |
| PP |
1.1670 |
1.1637 |
| S1 |
1.1670 |
1.1621 |
|