CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1669 |
1.1650 |
-0.0019 |
-0.2% |
1.1548 |
| High |
1.1670 |
1.1703 |
0.0033 |
0.3% |
1.1622 |
| Low |
1.1669 |
1.1610 |
-0.0059 |
-0.5% |
1.1416 |
| Close |
1.1671 |
1.1619 |
-0.0052 |
-0.4% |
1.1610 |
| Range |
0.0001 |
0.0093 |
0.0092 |
9,200.0% |
0.0206 |
| ATR |
0.0056 |
0.0059 |
0.0003 |
4.7% |
0.0000 |
| Volume |
4 |
2 |
-2 |
-50.0% |
49 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1923 |
1.1864 |
1.1670 |
|
| R3 |
1.1830 |
1.1771 |
1.1645 |
|
| R2 |
1.1737 |
1.1737 |
1.1636 |
|
| R1 |
1.1678 |
1.1678 |
1.1628 |
1.1661 |
| PP |
1.1644 |
1.1644 |
1.1644 |
1.1636 |
| S1 |
1.1585 |
1.1585 |
1.1610 |
1.1568 |
| S2 |
1.1551 |
1.1551 |
1.1602 |
|
| S3 |
1.1458 |
1.1492 |
1.1593 |
|
| S4 |
1.1365 |
1.1399 |
1.1568 |
|
|
| 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 |
1.2098 |
|
2.618 |
1.1946 |
|
1.618 |
1.1853 |
|
1.000 |
1.1796 |
|
0.618 |
1.1760 |
|
HIGH |
1.1703 |
|
0.618 |
1.1667 |
|
0.500 |
1.1657 |
|
0.382 |
1.1646 |
|
LOW |
1.1610 |
|
0.618 |
1.1553 |
|
1.000 |
1.1517 |
|
1.618 |
1.1460 |
|
2.618 |
1.1367 |
|
4.250 |
1.1215 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1657 |
1.1646 |
| PP |
1.1644 |
1.1637 |
| S1 |
1.1632 |
1.1628 |
|