CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 14-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2086 |
1.2131 |
0.0045 |
0.4% |
1.2048 |
| High |
1.2117 |
1.2150 |
0.0033 |
0.3% |
1.2150 |
| Low |
1.2086 |
1.2062 |
-0.0024 |
-0.2% |
1.1999 |
| Close |
1.2109 |
1.2067 |
-0.0042 |
-0.3% |
1.2067 |
| Range |
0.0031 |
0.0088 |
0.0057 |
183.9% |
0.0151 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.3% |
0.0000 |
| Volume |
40 |
53 |
13 |
32.5% |
503 |
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2357 |
1.2300 |
1.2115 |
|
| R3 |
1.2269 |
1.2212 |
1.2091 |
|
| R2 |
1.2181 |
1.2181 |
1.2083 |
|
| R1 |
1.2124 |
1.2124 |
1.2075 |
1.2109 |
| PP |
1.2093 |
1.2093 |
1.2093 |
1.2085 |
| S1 |
1.2036 |
1.2036 |
1.2059 |
1.2021 |
| S2 |
1.2005 |
1.2005 |
1.2051 |
|
| S3 |
1.1917 |
1.1948 |
1.2043 |
|
| S4 |
1.1829 |
1.1860 |
1.2019 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2525 |
1.2447 |
1.2150 |
|
| R3 |
1.2374 |
1.2296 |
1.2109 |
|
| R2 |
1.2223 |
1.2223 |
1.2095 |
|
| R1 |
1.2145 |
1.2145 |
1.2081 |
1.2184 |
| PP |
1.2072 |
1.2072 |
1.2072 |
1.2092 |
| S1 |
1.1994 |
1.1994 |
1.2053 |
1.2033 |
| S2 |
1.1921 |
1.1921 |
1.2039 |
|
| S3 |
1.1770 |
1.1843 |
1.2025 |
|
| S4 |
1.1619 |
1.1692 |
1.1984 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2524 |
|
2.618 |
1.2380 |
|
1.618 |
1.2292 |
|
1.000 |
1.2238 |
|
0.618 |
1.2204 |
|
HIGH |
1.2150 |
|
0.618 |
1.2116 |
|
0.500 |
1.2106 |
|
0.382 |
1.2096 |
|
LOW |
1.2062 |
|
0.618 |
1.2008 |
|
1.000 |
1.1974 |
|
1.618 |
1.1920 |
|
2.618 |
1.1832 |
|
4.250 |
1.1688 |
|
|
| Fisher Pivots for day following 14-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2106 |
1.2089 |
| PP |
1.2093 |
1.2081 |
| S1 |
1.2080 |
1.2074 |
|