CME Japanese Yen Future June 2011
Trading Metrics calculated at close of trading on 28-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1.2190 |
1.2105 |
-0.0085 |
-0.7% |
1.2113 |
High |
1.2190 |
1.2210 |
0.0020 |
0.2% |
1.2210 |
Low |
1.2060 |
1.2105 |
0.0045 |
0.4% |
1.2060 |
Close |
1.2090 |
1.2186 |
0.0096 |
0.8% |
1.2186 |
Range |
0.0130 |
0.0105 |
-0.0025 |
-19.2% |
0.0150 |
ATR |
0.0084 |
0.0086 |
0.0003 |
3.1% |
0.0000 |
Volume |
308 |
137 |
-171 |
-55.5% |
662 |
|
Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2482 |
1.2439 |
1.2244 |
|
R3 |
1.2377 |
1.2334 |
1.2215 |
|
R2 |
1.2272 |
1.2272 |
1.2205 |
|
R1 |
1.2229 |
1.2229 |
1.2196 |
1.2251 |
PP |
1.2167 |
1.2167 |
1.2167 |
1.2178 |
S1 |
1.2124 |
1.2124 |
1.2176 |
1.2146 |
S2 |
1.2062 |
1.2062 |
1.2167 |
|
S3 |
1.1957 |
1.2019 |
1.2157 |
|
S4 |
1.1852 |
1.1914 |
1.2128 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2602 |
1.2544 |
1.2269 |
|
R3 |
1.2452 |
1.2394 |
1.2227 |
|
R2 |
1.2302 |
1.2302 |
1.2214 |
|
R1 |
1.2244 |
1.2244 |
1.2200 |
1.2273 |
PP |
1.2152 |
1.2152 |
1.2152 |
1.2167 |
S1 |
1.2094 |
1.2094 |
1.2172 |
1.2123 |
S2 |
1.2002 |
1.2002 |
1.2159 |
|
S3 |
1.1852 |
1.1944 |
1.2145 |
|
S4 |
1.1702 |
1.1794 |
1.2104 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2656 |
2.618 |
1.2485 |
1.618 |
1.2380 |
1.000 |
1.2315 |
0.618 |
1.2275 |
HIGH |
1.2210 |
0.618 |
1.2170 |
0.500 |
1.2158 |
0.382 |
1.2145 |
LOW |
1.2105 |
0.618 |
1.2040 |
1.000 |
1.2000 |
1.618 |
1.1935 |
2.618 |
1.1830 |
4.250 |
1.1659 |
|
|
Fisher Pivots for day following 28-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2177 |
1.2169 |
PP |
1.2167 |
1.2152 |
S1 |
1.2158 |
1.2135 |
|