CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 30-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2160 |
1.2307 |
0.0147 |
1.2% |
1.1978 |
| High |
1.2270 |
1.2320 |
0.0050 |
0.4% |
1.2088 |
| Low |
1.2160 |
1.2242 |
0.0082 |
0.7% |
1.1967 |
| Close |
1.2275 |
1.2293 |
0.0018 |
0.1% |
1.2087 |
| Range |
0.0110 |
0.0078 |
-0.0032 |
-29.1% |
0.0121 |
| ATR |
|
|
|
|
|
| Volume |
37 |
29 |
-8 |
-21.6% |
77 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2519 |
1.2484 |
1.2336 |
|
| R3 |
1.2441 |
1.2406 |
1.2314 |
|
| R2 |
1.2363 |
1.2363 |
1.2307 |
|
| R1 |
1.2328 |
1.2328 |
1.2300 |
1.2307 |
| PP |
1.2285 |
1.2285 |
1.2285 |
1.2274 |
| S1 |
1.2250 |
1.2250 |
1.2286 |
1.2229 |
| S2 |
1.2207 |
1.2207 |
1.2279 |
|
| S3 |
1.2129 |
1.2172 |
1.2272 |
|
| S4 |
1.2051 |
1.2094 |
1.2250 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2410 |
1.2370 |
1.2154 |
|
| R3 |
1.2289 |
1.2249 |
1.2120 |
|
| R2 |
1.2168 |
1.2168 |
1.2109 |
|
| R1 |
1.2128 |
1.2128 |
1.2098 |
1.2148 |
| PP |
1.2047 |
1.2047 |
1.2047 |
1.2058 |
| S1 |
1.2007 |
1.2007 |
1.2076 |
1.2027 |
| S2 |
1.1926 |
1.1926 |
1.2065 |
|
| S3 |
1.1805 |
1.1886 |
1.2054 |
|
| S4 |
1.1684 |
1.1765 |
1.2020 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2652 |
|
2.618 |
1.2524 |
|
1.618 |
1.2446 |
|
1.000 |
1.2398 |
|
0.618 |
1.2368 |
|
HIGH |
1.2320 |
|
0.618 |
1.2290 |
|
0.500 |
1.2281 |
|
0.382 |
1.2272 |
|
LOW |
1.2242 |
|
0.618 |
1.2194 |
|
1.000 |
1.2164 |
|
1.618 |
1.2116 |
|
2.618 |
1.2038 |
|
4.250 |
1.1911 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2289 |
1.2275 |
| PP |
1.2285 |
1.2258 |
| S1 |
1.2281 |
1.2240 |
|