CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 06-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2223 |
1.2047 |
-0.0176 |
-1.4% |
1.2103 |
| High |
1.2223 |
1.2088 |
-0.0135 |
-1.1% |
1.2345 |
| Low |
1.2028 |
1.2020 |
-0.0008 |
-0.1% |
1.2095 |
| Close |
1.2024 |
1.2029 |
0.0005 |
0.0% |
1.2342 |
| Range |
0.0195 |
0.0068 |
-0.0127 |
-65.1% |
0.0250 |
| ATR |
0.0077 |
0.0077 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
52 |
109 |
57 |
109.6% |
217 |
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2250 |
1.2207 |
1.2066 |
|
| R3 |
1.2182 |
1.2139 |
1.2048 |
|
| R2 |
1.2114 |
1.2114 |
1.2041 |
|
| R1 |
1.2071 |
1.2071 |
1.2035 |
1.2059 |
| PP |
1.2046 |
1.2046 |
1.2046 |
1.2039 |
| S1 |
1.2003 |
1.2003 |
1.2023 |
1.1991 |
| S2 |
1.1978 |
1.1978 |
1.2017 |
|
| S3 |
1.1910 |
1.1935 |
1.2010 |
|
| S4 |
1.1842 |
1.1867 |
1.1992 |
|
|
| 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 |
1.2377 |
|
2.618 |
1.2266 |
|
1.618 |
1.2198 |
|
1.000 |
1.2156 |
|
0.618 |
1.2130 |
|
HIGH |
1.2088 |
|
0.618 |
1.2062 |
|
0.500 |
1.2054 |
|
0.382 |
1.2046 |
|
LOW |
1.2020 |
|
0.618 |
1.1978 |
|
1.000 |
1.1952 |
|
1.618 |
1.1910 |
|
2.618 |
1.1842 |
|
4.250 |
1.1731 |
|
|
| Fisher Pivots for day following 06-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2054 |
1.2141 |
| PP |
1.2046 |
1.2103 |
| S1 |
1.2037 |
1.2066 |
|