CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 10-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2021 |
1.2048 |
0.0027 |
0.2% |
1.2329 |
| High |
1.2079 |
1.2112 |
0.0033 |
0.3% |
1.2329 |
| Low |
1.1983 |
1.2048 |
0.0065 |
0.5% |
1.1983 |
| Close |
1.2065 |
1.2100 |
0.0035 |
0.3% |
1.2065 |
| Range |
0.0096 |
0.0064 |
-0.0032 |
-33.3% |
0.0346 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
50 |
255 |
205 |
410.0% |
299 |
|
| Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2279 |
1.2253 |
1.2135 |
|
| R3 |
1.2215 |
1.2189 |
1.2118 |
|
| R2 |
1.2151 |
1.2151 |
1.2112 |
|
| R1 |
1.2125 |
1.2125 |
1.2106 |
1.2138 |
| PP |
1.2087 |
1.2087 |
1.2087 |
1.2093 |
| S1 |
1.2061 |
1.2061 |
1.2094 |
1.2074 |
| S2 |
1.2023 |
1.2023 |
1.2088 |
|
| S3 |
1.1959 |
1.1997 |
1.2082 |
|
| S4 |
1.1895 |
1.1933 |
1.2065 |
|
|
| 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 |
1.2384 |
|
2.618 |
1.2280 |
|
1.618 |
1.2216 |
|
1.000 |
1.2176 |
|
0.618 |
1.2152 |
|
HIGH |
1.2112 |
|
0.618 |
1.2088 |
|
0.500 |
1.2080 |
|
0.382 |
1.2072 |
|
LOW |
1.2048 |
|
0.618 |
1.2008 |
|
1.000 |
1.1984 |
|
1.618 |
1.1944 |
|
2.618 |
1.1880 |
|
4.250 |
1.1776 |
|
|
| Fisher Pivots for day following 10-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2093 |
1.2083 |
| PP |
1.2087 |
1.2065 |
| S1 |
1.2080 |
1.2048 |
|