CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 25-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2113 |
1.2146 |
0.0033 |
0.3% |
1.2068 |
| High |
1.2149 |
1.2208 |
0.0059 |
0.5% |
1.2222 |
| Low |
1.2081 |
1.2121 |
0.0040 |
0.3% |
1.2052 |
| Close |
1.2137 |
1.2186 |
0.0049 |
0.4% |
1.2122 |
| Range |
0.0068 |
0.0087 |
0.0019 |
27.9% |
0.0170 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.6% |
0.0000 |
| Volume |
27 |
39 |
12 |
44.4% |
386 |
|
| Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2433 |
1.2396 |
1.2234 |
|
| R3 |
1.2346 |
1.2309 |
1.2210 |
|
| R2 |
1.2259 |
1.2259 |
1.2202 |
|
| R1 |
1.2222 |
1.2222 |
1.2194 |
1.2241 |
| PP |
1.2172 |
1.2172 |
1.2172 |
1.2181 |
| S1 |
1.2135 |
1.2135 |
1.2178 |
1.2154 |
| S2 |
1.2085 |
1.2085 |
1.2170 |
|
| S3 |
1.1998 |
1.2048 |
1.2162 |
|
| S4 |
1.1911 |
1.1961 |
1.2138 |
|
|
| 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 |
1.2578 |
|
2.618 |
1.2436 |
|
1.618 |
1.2349 |
|
1.000 |
1.2295 |
|
0.618 |
1.2262 |
|
HIGH |
1.2208 |
|
0.618 |
1.2175 |
|
0.500 |
1.2165 |
|
0.382 |
1.2154 |
|
LOW |
1.2121 |
|
0.618 |
1.2067 |
|
1.000 |
1.2034 |
|
1.618 |
1.1980 |
|
2.618 |
1.1893 |
|
4.250 |
1.1751 |
|
|
| Fisher Pivots for day following 25-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2179 |
1.2171 |
| PP |
1.2172 |
1.2155 |
| S1 |
1.2165 |
1.2140 |
|