CME Japanese Yen Future June 2011
Trading Metrics calculated at close of trading on 26-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1.2146 |
1.2181 |
0.0035 |
0.3% |
1.2068 |
High |
1.2208 |
1.2194 |
-0.0014 |
-0.1% |
1.2222 |
Low |
1.2121 |
1.2124 |
0.0003 |
0.0% |
1.2052 |
Close |
1.2186 |
1.2140 |
-0.0046 |
-0.4% |
1.2122 |
Range |
0.0087 |
0.0070 |
-0.0017 |
-19.5% |
0.0170 |
ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
39 |
151 |
112 |
287.2% |
386 |
|
Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2363 |
1.2321 |
1.2179 |
|
R3 |
1.2293 |
1.2251 |
1.2159 |
|
R2 |
1.2223 |
1.2223 |
1.2153 |
|
R1 |
1.2181 |
1.2181 |
1.2146 |
1.2167 |
PP |
1.2153 |
1.2153 |
1.2153 |
1.2146 |
S1 |
1.2111 |
1.2111 |
1.2134 |
1.2097 |
S2 |
1.2083 |
1.2083 |
1.2127 |
|
S3 |
1.2013 |
1.2041 |
1.2121 |
|
S4 |
1.1943 |
1.1971 |
1.2102 |
|
|
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 |
1.2492 |
2.618 |
1.2377 |
1.618 |
1.2307 |
1.000 |
1.2264 |
0.618 |
1.2237 |
HIGH |
1.2194 |
0.618 |
1.2167 |
0.500 |
1.2159 |
0.382 |
1.2151 |
LOW |
1.2124 |
0.618 |
1.2081 |
1.000 |
1.2054 |
1.618 |
1.2011 |
2.618 |
1.1941 |
4.250 |
1.1827 |
|
|
Fisher Pivots for day following 26-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2159 |
1.2145 |
PP |
1.2153 |
1.2143 |
S1 |
1.2146 |
1.2142 |
|