CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 07-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2047 |
1.2021 |
-0.0026 |
-0.2% |
1.2329 |
| High |
1.2088 |
1.2079 |
-0.0009 |
-0.1% |
1.2329 |
| Low |
1.2020 |
1.1983 |
-0.0037 |
-0.3% |
1.1983 |
| Close |
1.2029 |
1.2065 |
0.0036 |
0.3% |
1.2065 |
| Range |
0.0068 |
0.0096 |
0.0028 |
41.2% |
0.0346 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.8% |
0.0000 |
| Volume |
109 |
50 |
-59 |
-54.1% |
299 |
|
| Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2330 |
1.2294 |
1.2118 |
|
| R3 |
1.2234 |
1.2198 |
1.2091 |
|
| R2 |
1.2138 |
1.2138 |
1.2083 |
|
| R1 |
1.2102 |
1.2102 |
1.2074 |
1.2120 |
| PP |
1.2042 |
1.2042 |
1.2042 |
1.2052 |
| S1 |
1.2006 |
1.2006 |
1.2056 |
1.2024 |
| S2 |
1.1946 |
1.1946 |
1.2047 |
|
| S3 |
1.1850 |
1.1910 |
1.2039 |
|
| S4 |
1.1754 |
1.1814 |
1.2012 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3164 |
1.2960 |
1.2255 |
|
| R3 |
1.2818 |
1.2614 |
1.2160 |
|
| R2 |
1.2472 |
1.2472 |
1.2128 |
|
| R1 |
1.2268 |
1.2268 |
1.2097 |
1.2197 |
| PP |
1.2126 |
1.2126 |
1.2126 |
1.2090 |
| S1 |
1.1922 |
1.1922 |
1.2033 |
1.1851 |
| S2 |
1.1780 |
1.1780 |
1.2002 |
|
| S3 |
1.1434 |
1.1576 |
1.1970 |
|
| S4 |
1.1088 |
1.1230 |
1.1875 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2487 |
|
2.618 |
1.2330 |
|
1.618 |
1.2234 |
|
1.000 |
1.2175 |
|
0.618 |
1.2138 |
|
HIGH |
1.2079 |
|
0.618 |
1.2042 |
|
0.500 |
1.2031 |
|
0.382 |
1.2020 |
|
LOW |
1.1983 |
|
0.618 |
1.1924 |
|
1.000 |
1.1887 |
|
1.618 |
1.1828 |
|
2.618 |
1.1732 |
|
4.250 |
1.1575 |
|
|
| Fisher Pivots for day following 07-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2054 |
1.2103 |
| PP |
1.2042 |
1.2090 |
| S1 |
1.2031 |
1.2078 |
|