CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 09-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2164 |
1.2164 |
0.0000 |
0.0% |
1.2193 |
| High |
1.2243 |
1.2173 |
-0.0070 |
-0.6% |
1.2388 |
| Low |
1.2150 |
1.2119 |
-0.0031 |
-0.3% |
1.2141 |
| Close |
1.2147 |
1.2152 |
0.0005 |
0.0% |
1.2173 |
| Range |
0.0093 |
0.0054 |
-0.0039 |
-41.9% |
0.0247 |
| ATR |
0.0093 |
0.0091 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
158 |
215 |
57 |
36.1% |
704 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2310 |
1.2285 |
1.2182 |
|
| R3 |
1.2256 |
1.2231 |
1.2167 |
|
| R2 |
1.2202 |
1.2202 |
1.2162 |
|
| R1 |
1.2177 |
1.2177 |
1.2157 |
1.2163 |
| PP |
1.2148 |
1.2148 |
1.2148 |
1.2141 |
| S1 |
1.2123 |
1.2123 |
1.2147 |
1.2109 |
| S2 |
1.2094 |
1.2094 |
1.2142 |
|
| S3 |
1.2040 |
1.2069 |
1.2137 |
|
| S4 |
1.1986 |
1.2015 |
1.2122 |
|
|
| 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 |
1.2403 |
|
2.618 |
1.2314 |
|
1.618 |
1.2260 |
|
1.000 |
1.2227 |
|
0.618 |
1.2206 |
|
HIGH |
1.2173 |
|
0.618 |
1.2152 |
|
0.500 |
1.2146 |
|
0.382 |
1.2140 |
|
LOW |
1.2119 |
|
0.618 |
1.2086 |
|
1.000 |
1.2065 |
|
1.618 |
1.2032 |
|
2.618 |
1.1978 |
|
4.250 |
1.1890 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2150 |
1.2181 |
| PP |
1.2148 |
1.2171 |
| S1 |
1.2146 |
1.2162 |
|