CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 19-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2068 |
1.2188 |
0.0120 |
1.0% |
1.2048 |
| High |
1.2162 |
1.2222 |
0.0060 |
0.5% |
1.2150 |
| Low |
1.2068 |
1.2179 |
0.0111 |
0.9% |
1.1999 |
| Close |
1.2130 |
1.2203 |
0.0073 |
0.6% |
1.2067 |
| Range |
0.0094 |
0.0043 |
-0.0051 |
-54.3% |
0.0151 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.4% |
0.0000 |
| Volume |
35 |
154 |
119 |
340.0% |
503 |
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2330 |
1.2310 |
1.2227 |
|
| R3 |
1.2287 |
1.2267 |
1.2215 |
|
| R2 |
1.2244 |
1.2244 |
1.2211 |
|
| R1 |
1.2224 |
1.2224 |
1.2207 |
1.2234 |
| PP |
1.2201 |
1.2201 |
1.2201 |
1.2207 |
| S1 |
1.2181 |
1.2181 |
1.2199 |
1.2191 |
| S2 |
1.2158 |
1.2158 |
1.2195 |
|
| S3 |
1.2115 |
1.2138 |
1.2191 |
|
| S4 |
1.2072 |
1.2095 |
1.2179 |
|
|
| 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 |
1.2405 |
|
2.618 |
1.2335 |
|
1.618 |
1.2292 |
|
1.000 |
1.2265 |
|
0.618 |
1.2249 |
|
HIGH |
1.2222 |
|
0.618 |
1.2206 |
|
0.500 |
1.2201 |
|
0.382 |
1.2195 |
|
LOW |
1.2179 |
|
0.618 |
1.2152 |
|
1.000 |
1.2136 |
|
1.618 |
1.2109 |
|
2.618 |
1.2066 |
|
4.250 |
1.1996 |
|
|
| Fisher Pivots for day following 19-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2202 |
1.2183 |
| PP |
1.2201 |
1.2162 |
| S1 |
1.2201 |
1.2142 |
|