CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 27-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2181 |
1.2190 |
0.0009 |
0.1% |
1.2068 |
| High |
1.2194 |
1.2190 |
-0.0004 |
0.0% |
1.2222 |
| Low |
1.2124 |
1.2060 |
-0.0064 |
-0.5% |
1.2052 |
| Close |
1.2140 |
1.2090 |
-0.0050 |
-0.4% |
1.2122 |
| Range |
0.0070 |
0.0130 |
0.0060 |
85.7% |
0.0170 |
| ATR |
0.0080 |
0.0084 |
0.0004 |
4.4% |
0.0000 |
| Volume |
151 |
308 |
157 |
104.0% |
386 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2503 |
1.2427 |
1.2162 |
|
| R3 |
1.2373 |
1.2297 |
1.2126 |
|
| R2 |
1.2243 |
1.2243 |
1.2114 |
|
| R1 |
1.2167 |
1.2167 |
1.2102 |
1.2140 |
| PP |
1.2113 |
1.2113 |
1.2113 |
1.2100 |
| S1 |
1.2037 |
1.2037 |
1.2078 |
1.2010 |
| S2 |
1.1983 |
1.1983 |
1.2066 |
|
| S3 |
1.1853 |
1.1907 |
1.2054 |
|
| S4 |
1.1723 |
1.1777 |
1.2019 |
|
|
| 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 |
1.2743 |
|
2.618 |
1.2530 |
|
1.618 |
1.2400 |
|
1.000 |
1.2320 |
|
0.618 |
1.2270 |
|
HIGH |
1.2190 |
|
0.618 |
1.2140 |
|
0.500 |
1.2125 |
|
0.382 |
1.2110 |
|
LOW |
1.2060 |
|
0.618 |
1.1980 |
|
1.000 |
1.1930 |
|
1.618 |
1.1850 |
|
2.618 |
1.1720 |
|
4.250 |
1.1508 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2125 |
1.2134 |
| PP |
1.2113 |
1.2119 |
| S1 |
1.2102 |
1.2105 |
|