CME Japanese Yen Future June 2011
Trading Metrics calculated at close of trading on 21-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1.2187 |
1.2072 |
-0.0115 |
-0.9% |
1.2068 |
High |
1.2196 |
1.2125 |
-0.0071 |
-0.6% |
1.2222 |
Low |
1.2052 |
1.2072 |
0.0020 |
0.2% |
1.2052 |
Close |
1.2062 |
1.2122 |
0.0060 |
0.5% |
1.2122 |
Range |
0.0144 |
0.0053 |
-0.0091 |
-63.2% |
0.0170 |
ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
117 |
80 |
-37 |
-31.6% |
386 |
|
Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2265 |
1.2247 |
1.2151 |
|
R3 |
1.2212 |
1.2194 |
1.2137 |
|
R2 |
1.2159 |
1.2159 |
1.2132 |
|
R1 |
1.2141 |
1.2141 |
1.2127 |
1.2150 |
PP |
1.2106 |
1.2106 |
1.2106 |
1.2111 |
S1 |
1.2088 |
1.2088 |
1.2117 |
1.2097 |
S2 |
1.2053 |
1.2053 |
1.2112 |
|
S3 |
1.2000 |
1.2035 |
1.2107 |
|
S4 |
1.1947 |
1.1982 |
1.2093 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2642 |
1.2552 |
1.2216 |
|
R3 |
1.2472 |
1.2382 |
1.2169 |
|
R2 |
1.2302 |
1.2302 |
1.2153 |
|
R1 |
1.2212 |
1.2212 |
1.2138 |
1.2257 |
PP |
1.2132 |
1.2132 |
1.2132 |
1.2155 |
S1 |
1.2042 |
1.2042 |
1.2106 |
1.2087 |
S2 |
1.1962 |
1.1962 |
1.2091 |
|
S3 |
1.1792 |
1.1872 |
1.2075 |
|
S4 |
1.1622 |
1.1702 |
1.2029 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2350 |
2.618 |
1.2264 |
1.618 |
1.2211 |
1.000 |
1.2178 |
0.618 |
1.2158 |
HIGH |
1.2125 |
0.618 |
1.2105 |
0.500 |
1.2099 |
0.382 |
1.2092 |
LOW |
1.2072 |
0.618 |
1.2039 |
1.000 |
1.2019 |
1.618 |
1.1986 |
2.618 |
1.1933 |
4.250 |
1.1847 |
|
|
Fisher Pivots for day following 21-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2114 |
1.2137 |
PP |
1.2106 |
1.2132 |
S1 |
1.2099 |
1.2127 |
|