CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2259 |
1.2223 |
-0.0036 |
-0.3% |
1.2103 |
| High |
1.2261 |
1.2223 |
-0.0038 |
-0.3% |
1.2345 |
| Low |
1.2189 |
1.2028 |
-0.0161 |
-1.3% |
1.2095 |
| Close |
1.2220 |
1.2024 |
-0.0196 |
-1.6% |
1.2342 |
| Range |
0.0072 |
0.0195 |
0.0123 |
170.8% |
0.0250 |
| ATR |
0.0068 |
0.0077 |
0.0009 |
13.3% |
0.0000 |
| Volume |
33 |
52 |
19 |
57.6% |
217 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2677 |
1.2545 |
1.2131 |
|
| R3 |
1.2482 |
1.2350 |
1.2078 |
|
| R2 |
1.2287 |
1.2287 |
1.2060 |
|
| R1 |
1.2155 |
1.2155 |
1.2042 |
1.2124 |
| PP |
1.2092 |
1.2092 |
1.2092 |
1.2076 |
| S1 |
1.1960 |
1.1960 |
1.2006 |
1.1929 |
| S2 |
1.1897 |
1.1897 |
1.1988 |
|
| S3 |
1.1702 |
1.1765 |
1.1970 |
|
| S4 |
1.1507 |
1.1570 |
1.1917 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3011 |
1.2926 |
1.2480 |
|
| R3 |
1.2761 |
1.2676 |
1.2411 |
|
| R2 |
1.2511 |
1.2511 |
1.2388 |
|
| R1 |
1.2426 |
1.2426 |
1.2365 |
1.2469 |
| PP |
1.2261 |
1.2261 |
1.2261 |
1.2282 |
| S1 |
1.2176 |
1.2176 |
1.2319 |
1.2219 |
| S2 |
1.2011 |
1.2011 |
1.2296 |
|
| S3 |
1.1761 |
1.1926 |
1.2273 |
|
| S4 |
1.1511 |
1.1676 |
1.2205 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3052 |
|
2.618 |
1.2734 |
|
1.618 |
1.2539 |
|
1.000 |
1.2418 |
|
0.618 |
1.2344 |
|
HIGH |
1.2223 |
|
0.618 |
1.2149 |
|
0.500 |
1.2126 |
|
0.382 |
1.2102 |
|
LOW |
1.2028 |
|
0.618 |
1.1907 |
|
1.000 |
1.1833 |
|
1.618 |
1.1712 |
|
2.618 |
1.1517 |
|
4.250 |
1.1199 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2126 |
1.2179 |
| PP |
1.2092 |
1.2127 |
| S1 |
1.2058 |
1.2076 |
|