CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 18-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2131 |
1.2068 |
-0.0063 |
-0.5% |
1.2048 |
| High |
1.2150 |
1.2162 |
0.0012 |
0.1% |
1.2150 |
| Low |
1.2062 |
1.2068 |
0.0006 |
0.0% |
1.1999 |
| Close |
1.2067 |
1.2130 |
0.0063 |
0.5% |
1.2067 |
| Range |
0.0088 |
0.0094 |
0.0006 |
6.8% |
0.0151 |
| ATR |
0.0075 |
0.0077 |
0.0001 |
1.9% |
0.0000 |
| Volume |
53 |
35 |
-18 |
-34.0% |
503 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2402 |
1.2360 |
1.2182 |
|
| R3 |
1.2308 |
1.2266 |
1.2156 |
|
| R2 |
1.2214 |
1.2214 |
1.2147 |
|
| R1 |
1.2172 |
1.2172 |
1.2139 |
1.2193 |
| PP |
1.2120 |
1.2120 |
1.2120 |
1.2131 |
| S1 |
1.2078 |
1.2078 |
1.2121 |
1.2099 |
| S2 |
1.2026 |
1.2026 |
1.2113 |
|
| S3 |
1.1932 |
1.1984 |
1.2104 |
|
| S4 |
1.1838 |
1.1890 |
1.2078 |
|
|
| 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 |
1.2562 |
|
2.618 |
1.2408 |
|
1.618 |
1.2314 |
|
1.000 |
1.2256 |
|
0.618 |
1.2220 |
|
HIGH |
1.2162 |
|
0.618 |
1.2126 |
|
0.500 |
1.2115 |
|
0.382 |
1.2104 |
|
LOW |
1.2068 |
|
0.618 |
1.2010 |
|
1.000 |
1.1974 |
|
1.618 |
1.1916 |
|
2.618 |
1.1822 |
|
4.250 |
1.1669 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2125 |
1.2124 |
| PP |
1.2120 |
1.2118 |
| S1 |
1.2115 |
1.2112 |
|