CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 03-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2288 |
1.2270 |
-0.0018 |
-0.1% |
1.2113 |
| High |
1.2305 |
1.2295 |
-0.0010 |
-0.1% |
1.2210 |
| Low |
1.2246 |
1.2166 |
-0.0080 |
-0.7% |
1.2060 |
| Close |
1.2267 |
1.2262 |
-0.0005 |
0.0% |
1.2186 |
| Range |
0.0059 |
0.0129 |
0.0070 |
118.6% |
0.0150 |
| ATR |
0.0083 |
0.0086 |
0.0003 |
4.0% |
0.0000 |
| Volume |
215 |
103 |
-112 |
-52.1% |
662 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2628 |
1.2574 |
1.2333 |
|
| R3 |
1.2499 |
1.2445 |
1.2297 |
|
| R2 |
1.2370 |
1.2370 |
1.2286 |
|
| R1 |
1.2316 |
1.2316 |
1.2274 |
1.2279 |
| PP |
1.2241 |
1.2241 |
1.2241 |
1.2222 |
| S1 |
1.2187 |
1.2187 |
1.2250 |
1.2150 |
| S2 |
1.2112 |
1.2112 |
1.2238 |
|
| S3 |
1.1983 |
1.2058 |
1.2227 |
|
| S4 |
1.1854 |
1.1929 |
1.2191 |
|
|
| 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 |
1.2843 |
|
2.618 |
1.2633 |
|
1.618 |
1.2504 |
|
1.000 |
1.2424 |
|
0.618 |
1.2375 |
|
HIGH |
1.2295 |
|
0.618 |
1.2246 |
|
0.500 |
1.2231 |
|
0.382 |
1.2215 |
|
LOW |
1.2166 |
|
0.618 |
1.2086 |
|
1.000 |
1.2037 |
|
1.618 |
1.1957 |
|
2.618 |
1.1828 |
|
4.250 |
1.1618 |
|
|
| Fisher Pivots for day following 03-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2252 |
1.2254 |
| PP |
1.2241 |
1.2246 |
| S1 |
1.2231 |
1.2238 |
|