CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 07-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2266 |
1.2174 |
-0.0092 |
-0.8% |
1.2193 |
| High |
1.2388 |
1.2179 |
-0.0209 |
-1.7% |
1.2388 |
| Low |
1.2141 |
1.2141 |
0.0000 |
0.0% |
1.2141 |
| Close |
1.2173 |
1.2164 |
-0.0009 |
-0.1% |
1.2173 |
| Range |
0.0247 |
0.0038 |
-0.0209 |
-84.6% |
0.0247 |
| ATR |
0.0098 |
0.0093 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
92 |
286 |
194 |
210.9% |
704 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2275 |
1.2258 |
1.2185 |
|
| R3 |
1.2237 |
1.2220 |
1.2174 |
|
| R2 |
1.2199 |
1.2199 |
1.2171 |
|
| R1 |
1.2182 |
1.2182 |
1.2167 |
1.2172 |
| PP |
1.2161 |
1.2161 |
1.2161 |
1.2156 |
| S1 |
1.2144 |
1.2144 |
1.2161 |
1.2134 |
| S2 |
1.2123 |
1.2123 |
1.2157 |
|
| S3 |
1.2085 |
1.2106 |
1.2154 |
|
| S4 |
1.2047 |
1.2068 |
1.2143 |
|
|
| 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 |
1.2341 |
|
2.618 |
1.2278 |
|
1.618 |
1.2240 |
|
1.000 |
1.2217 |
|
0.618 |
1.2202 |
|
HIGH |
1.2179 |
|
0.618 |
1.2164 |
|
0.500 |
1.2160 |
|
0.382 |
1.2156 |
|
LOW |
1.2141 |
|
0.618 |
1.2118 |
|
1.000 |
1.2103 |
|
1.618 |
1.2080 |
|
2.618 |
1.2042 |
|
4.250 |
1.1980 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2163 |
1.2265 |
| PP |
1.2161 |
1.2231 |
| S1 |
1.2160 |
1.2198 |
|