CME Japanese Yen Future June 2011
Trading Metrics calculated at close of trading on 11-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1.2154 |
1.2023 |
-0.0131 |
-1.1% |
1.2174 |
High |
1.2154 |
1.2023 |
-0.0131 |
-1.1% |
1.2243 |
Low |
1.2009 |
1.1965 |
-0.0044 |
-0.4% |
1.1965 |
Close |
1.2014 |
1.1989 |
-0.0025 |
-0.2% |
1.1989 |
Range |
0.0145 |
0.0058 |
-0.0087 |
-60.0% |
0.0278 |
ATR |
0.0094 |
0.0092 |
-0.0003 |
-2.8% |
0.0000 |
Volume |
485 |
312 |
-173 |
-35.7% |
1,456 |
|
Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2166 |
1.2136 |
1.2021 |
|
R3 |
1.2108 |
1.2078 |
1.2005 |
|
R2 |
1.2050 |
1.2050 |
1.2000 |
|
R1 |
1.2020 |
1.2020 |
1.1994 |
1.2006 |
PP |
1.1992 |
1.1992 |
1.1992 |
1.1986 |
S1 |
1.1962 |
1.1962 |
1.1984 |
1.1948 |
S2 |
1.1934 |
1.1934 |
1.1978 |
|
S3 |
1.1876 |
1.1904 |
1.1973 |
|
S4 |
1.1818 |
1.1846 |
1.1957 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2900 |
1.2722 |
1.2142 |
|
R3 |
1.2622 |
1.2444 |
1.2065 |
|
R2 |
1.2344 |
1.2344 |
1.2040 |
|
R1 |
1.2166 |
1.2166 |
1.2014 |
1.2116 |
PP |
1.2066 |
1.2066 |
1.2066 |
1.2041 |
S1 |
1.1888 |
1.1888 |
1.1964 |
1.1838 |
S2 |
1.1788 |
1.1788 |
1.1938 |
|
S3 |
1.1510 |
1.1610 |
1.1913 |
|
S4 |
1.1232 |
1.1332 |
1.1836 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2270 |
2.618 |
1.2175 |
1.618 |
1.2117 |
1.000 |
1.2081 |
0.618 |
1.2059 |
HIGH |
1.2023 |
0.618 |
1.2001 |
0.500 |
1.1994 |
0.382 |
1.1987 |
LOW |
1.1965 |
0.618 |
1.1929 |
1.000 |
1.1907 |
1.618 |
1.1871 |
2.618 |
1.1813 |
4.250 |
1.1719 |
|
|
Fisher Pivots for day following 11-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1994 |
1.2069 |
PP |
1.1992 |
1.2042 |
S1 |
1.1991 |
1.2016 |
|