CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 09-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1673 |
1.1672 |
-0.0001 |
0.0% |
1.1589 |
| High |
1.1673 |
1.1672 |
-0.0001 |
0.0% |
1.1703 |
| Low |
1.1673 |
1.1672 |
-0.0001 |
0.0% |
1.1589 |
| Close |
1.1732 |
1.1672 |
-0.0060 |
-0.5% |
1.1732 |
| Range |
|
|
|
|
|
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.7% |
0.0000 |
| Volume |
27 |
1 |
-26 |
-96.3% |
64 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1672 |
1.1672 |
1.1672 |
|
| R3 |
1.1672 |
1.1672 |
1.1672 |
|
| R2 |
1.1672 |
1.1672 |
1.1672 |
|
| R1 |
1.1672 |
1.1672 |
1.1672 |
1.1672 |
| PP |
1.1672 |
1.1672 |
1.1672 |
1.1672 |
| S1 |
1.1672 |
1.1672 |
1.1672 |
1.1672 |
| S2 |
1.1672 |
1.1672 |
1.1672 |
|
| S3 |
1.1672 |
1.1672 |
1.1672 |
|
| S4 |
1.1672 |
1.1672 |
1.1672 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2017 |
1.1988 |
1.1795 |
|
| R3 |
1.1903 |
1.1874 |
1.1763 |
|
| R2 |
1.1789 |
1.1789 |
1.1753 |
|
| R1 |
1.1760 |
1.1760 |
1.1742 |
1.1775 |
| PP |
1.1675 |
1.1675 |
1.1675 |
1.1682 |
| S1 |
1.1646 |
1.1646 |
1.1722 |
1.1661 |
| S2 |
1.1561 |
1.1561 |
1.1711 |
|
| S3 |
1.1447 |
1.1532 |
1.1701 |
|
| S4 |
1.1333 |
1.1418 |
1.1669 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1672 |
|
2.618 |
1.1672 |
|
1.618 |
1.1672 |
|
1.000 |
1.1672 |
|
0.618 |
1.1672 |
|
HIGH |
1.1672 |
|
0.618 |
1.1672 |
|
0.500 |
1.1672 |
|
0.382 |
1.1672 |
|
LOW |
1.1672 |
|
0.618 |
1.1672 |
|
1.000 |
1.1672 |
|
1.618 |
1.1672 |
|
2.618 |
1.1672 |
|
4.250 |
1.1672 |
|
|
| Fisher Pivots for day following 09-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1672 |
1.1673 |
| PP |
1.1672 |
1.1673 |
| S1 |
1.1672 |
1.1672 |
|