CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 12-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2050 |
1.2032 |
-0.0018 |
-0.1% |
1.2329 |
| High |
1.2070 |
1.2087 |
0.0017 |
0.1% |
1.2329 |
| Low |
1.1999 |
1.2027 |
0.0028 |
0.2% |
1.1983 |
| Close |
1.2034 |
1.2084 |
0.0050 |
0.4% |
1.2065 |
| Range |
0.0071 |
0.0060 |
-0.0011 |
-15.5% |
0.0346 |
| ATR |
0.0079 |
0.0077 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
92 |
63 |
-29 |
-31.5% |
299 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2246 |
1.2225 |
1.2117 |
|
| R3 |
1.2186 |
1.2165 |
1.2101 |
|
| R2 |
1.2126 |
1.2126 |
1.2095 |
|
| R1 |
1.2105 |
1.2105 |
1.2090 |
1.2116 |
| PP |
1.2066 |
1.2066 |
1.2066 |
1.2071 |
| S1 |
1.2045 |
1.2045 |
1.2079 |
1.2056 |
| S2 |
1.2006 |
1.2006 |
1.2073 |
|
| S3 |
1.1946 |
1.1985 |
1.2068 |
|
| S4 |
1.1886 |
1.1925 |
1.2051 |
|
|
| 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 |
1.2342 |
|
2.618 |
1.2244 |
|
1.618 |
1.2184 |
|
1.000 |
1.2147 |
|
0.618 |
1.2124 |
|
HIGH |
1.2087 |
|
0.618 |
1.2064 |
|
0.500 |
1.2057 |
|
0.382 |
1.2050 |
|
LOW |
1.2027 |
|
0.618 |
1.1990 |
|
1.000 |
1.1967 |
|
1.618 |
1.1930 |
|
2.618 |
1.1870 |
|
4.250 |
1.1772 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2075 |
1.2075 |
| PP |
1.2066 |
1.2065 |
| S1 |
1.2057 |
1.2056 |
|