CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2193 |
1.2214 |
0.0021 |
0.2% |
1.2113 |
| High |
1.2220 |
1.2310 |
0.0090 |
0.7% |
1.2210 |
| Low |
1.2176 |
1.2214 |
0.0038 |
0.3% |
1.2060 |
| Close |
1.2207 |
1.2296 |
0.0089 |
0.7% |
1.2186 |
| Range |
0.0044 |
0.0096 |
0.0052 |
118.2% |
0.0150 |
| ATR |
0.0083 |
0.0085 |
0.0001 |
1.7% |
0.0000 |
| Volume |
136 |
158 |
22 |
16.2% |
662 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2561 |
1.2525 |
1.2349 |
|
| R3 |
1.2465 |
1.2429 |
1.2322 |
|
| R2 |
1.2369 |
1.2369 |
1.2314 |
|
| R1 |
1.2333 |
1.2333 |
1.2305 |
1.2351 |
| PP |
1.2273 |
1.2273 |
1.2273 |
1.2283 |
| S1 |
1.2237 |
1.2237 |
1.2287 |
1.2255 |
| S2 |
1.2177 |
1.2177 |
1.2278 |
|
| S3 |
1.2081 |
1.2141 |
1.2270 |
|
| S4 |
1.1985 |
1.2045 |
1.2243 |
|
|
| 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 |
1.2718 |
|
2.618 |
1.2561 |
|
1.618 |
1.2465 |
|
1.000 |
1.2406 |
|
0.618 |
1.2369 |
|
HIGH |
1.2310 |
|
0.618 |
1.2273 |
|
0.500 |
1.2262 |
|
0.382 |
1.2251 |
|
LOW |
1.2214 |
|
0.618 |
1.2155 |
|
1.000 |
1.2118 |
|
1.618 |
1.2059 |
|
2.618 |
1.1963 |
|
4.250 |
1.1806 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2285 |
1.2267 |
| PP |
1.2273 |
1.2237 |
| S1 |
1.2262 |
1.2208 |
|