CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2270 |
1.2266 |
-0.0004 |
0.0% |
1.2193 |
| High |
1.2295 |
1.2388 |
0.0093 |
0.8% |
1.2388 |
| Low |
1.2166 |
1.2141 |
-0.0025 |
-0.2% |
1.2141 |
| Close |
1.2262 |
1.2173 |
-0.0089 |
-0.7% |
1.2173 |
| Range |
0.0129 |
0.0247 |
0.0118 |
91.5% |
0.0247 |
| ATR |
0.0086 |
0.0098 |
0.0011 |
13.3% |
0.0000 |
| Volume |
103 |
92 |
-11 |
-10.7% |
704 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2975 |
1.2821 |
1.2309 |
|
| R3 |
1.2728 |
1.2574 |
1.2241 |
|
| R2 |
1.2481 |
1.2481 |
1.2218 |
|
| R1 |
1.2327 |
1.2327 |
1.2196 |
1.2281 |
| PP |
1.2234 |
1.2234 |
1.2234 |
1.2211 |
| S1 |
1.2080 |
1.2080 |
1.2150 |
1.2034 |
| S2 |
1.1987 |
1.1987 |
1.2128 |
|
| S3 |
1.1740 |
1.1833 |
1.2105 |
|
| S4 |
1.1493 |
1.1586 |
1.2037 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2975 |
1.2821 |
1.2309 |
|
| R3 |
1.2728 |
1.2574 |
1.2241 |
|
| R2 |
1.2481 |
1.2481 |
1.2218 |
|
| R1 |
1.2327 |
1.2327 |
1.2196 |
1.2281 |
| PP |
1.2234 |
1.2234 |
1.2234 |
1.2211 |
| S1 |
1.2080 |
1.2080 |
1.2150 |
1.2034 |
| S2 |
1.1987 |
1.1987 |
1.2128 |
|
| S3 |
1.1740 |
1.1833 |
1.2105 |
|
| S4 |
1.1493 |
1.1586 |
1.2037 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3438 |
|
2.618 |
1.3035 |
|
1.618 |
1.2788 |
|
1.000 |
1.2635 |
|
0.618 |
1.2541 |
|
HIGH |
1.2388 |
|
0.618 |
1.2294 |
|
0.500 |
1.2265 |
|
0.382 |
1.2235 |
|
LOW |
1.2141 |
|
0.618 |
1.1988 |
|
1.000 |
1.1894 |
|
1.618 |
1.1741 |
|
2.618 |
1.1494 |
|
4.250 |
1.1091 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2265 |
1.2265 |
| PP |
1.2234 |
1.2234 |
| S1 |
1.2204 |
1.2204 |
|