CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 11-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2048 |
1.2050 |
0.0002 |
0.0% |
1.2329 |
| High |
1.2112 |
1.2070 |
-0.0042 |
-0.3% |
1.2329 |
| Low |
1.2048 |
1.1999 |
-0.0049 |
-0.4% |
1.1983 |
| Close |
1.2100 |
1.2034 |
-0.0066 |
-0.5% |
1.2065 |
| Range |
0.0064 |
0.0071 |
0.0007 |
10.9% |
0.0346 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
2.2% |
0.0000 |
| Volume |
255 |
92 |
-163 |
-63.9% |
299 |
|
| Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2247 |
1.2212 |
1.2073 |
|
| R3 |
1.2176 |
1.2141 |
1.2054 |
|
| R2 |
1.2105 |
1.2105 |
1.2047 |
|
| R1 |
1.2070 |
1.2070 |
1.2041 |
1.2052 |
| PP |
1.2034 |
1.2034 |
1.2034 |
1.2026 |
| S1 |
1.1999 |
1.1999 |
1.2027 |
1.1981 |
| S2 |
1.1963 |
1.1963 |
1.2021 |
|
| S3 |
1.1892 |
1.1928 |
1.2014 |
|
| S4 |
1.1821 |
1.1857 |
1.1995 |
|
|
| 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 |
1.2372 |
|
2.618 |
1.2256 |
|
1.618 |
1.2185 |
|
1.000 |
1.2141 |
|
0.618 |
1.2114 |
|
HIGH |
1.2070 |
|
0.618 |
1.2043 |
|
0.500 |
1.2035 |
|
0.382 |
1.2026 |
|
LOW |
1.1999 |
|
0.618 |
1.1955 |
|
1.000 |
1.1928 |
|
1.618 |
1.1884 |
|
2.618 |
1.1813 |
|
4.250 |
1.1697 |
|
|
| Fisher Pivots for day following 11-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2035 |
1.2048 |
| PP |
1.2034 |
1.2043 |
| S1 |
1.2034 |
1.2039 |
|