CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2214 |
1.2288 |
0.0074 |
0.6% |
1.2113 |
| High |
1.2310 |
1.2305 |
-0.0005 |
0.0% |
1.2210 |
| Low |
1.2214 |
1.2246 |
0.0032 |
0.3% |
1.2060 |
| Close |
1.2296 |
1.2267 |
-0.0029 |
-0.2% |
1.2186 |
| Range |
0.0096 |
0.0059 |
-0.0037 |
-38.5% |
0.0150 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
158 |
215 |
57 |
36.1% |
662 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2450 |
1.2417 |
1.2299 |
|
| R3 |
1.2391 |
1.2358 |
1.2283 |
|
| R2 |
1.2332 |
1.2332 |
1.2278 |
|
| R1 |
1.2299 |
1.2299 |
1.2272 |
1.2286 |
| PP |
1.2273 |
1.2273 |
1.2273 |
1.2266 |
| S1 |
1.2240 |
1.2240 |
1.2262 |
1.2227 |
| S2 |
1.2214 |
1.2214 |
1.2256 |
|
| S3 |
1.2155 |
1.2181 |
1.2251 |
|
| S4 |
1.2096 |
1.2122 |
1.2235 |
|
|
| 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 |
1.2556 |
|
2.618 |
1.2459 |
|
1.618 |
1.2400 |
|
1.000 |
1.2364 |
|
0.618 |
1.2341 |
|
HIGH |
1.2305 |
|
0.618 |
1.2282 |
|
0.500 |
1.2276 |
|
0.382 |
1.2269 |
|
LOW |
1.2246 |
|
0.618 |
1.2210 |
|
1.000 |
1.2187 |
|
1.618 |
1.2151 |
|
2.618 |
1.2092 |
|
4.250 |
1.1995 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2276 |
1.2259 |
| PP |
1.2273 |
1.2251 |
| S1 |
1.2270 |
1.2243 |
|