CME Japanese Yen Future June 2011
Trading Metrics calculated at close of trading on 14-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1.2023 |
1.1989 |
-0.0034 |
-0.3% |
1.2174 |
High |
1.2023 |
1.2037 |
0.0014 |
0.1% |
1.2243 |
Low |
1.1965 |
1.1989 |
0.0024 |
0.2% |
1.1965 |
Close |
1.1989 |
1.2014 |
0.0025 |
0.2% |
1.1989 |
Range |
0.0058 |
0.0048 |
-0.0010 |
-17.2% |
0.0278 |
ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.4% |
0.0000 |
Volume |
312 |
126 |
-186 |
-59.6% |
1,456 |
|
Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2157 |
1.2134 |
1.2040 |
|
R3 |
1.2109 |
1.2086 |
1.2027 |
|
R2 |
1.2061 |
1.2061 |
1.2023 |
|
R1 |
1.2038 |
1.2038 |
1.2018 |
1.2050 |
PP |
1.2013 |
1.2013 |
1.2013 |
1.2019 |
S1 |
1.1990 |
1.1990 |
1.2010 |
1.2002 |
S2 |
1.1965 |
1.1965 |
1.2005 |
|
S3 |
1.1917 |
1.1942 |
1.2001 |
|
S4 |
1.1869 |
1.1894 |
1.1988 |
|
|
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 |
1.2241 |
2.618 |
1.2163 |
1.618 |
1.2115 |
1.000 |
1.2085 |
0.618 |
1.2067 |
HIGH |
1.2037 |
0.618 |
1.2019 |
0.500 |
1.2013 |
0.382 |
1.2007 |
LOW |
1.1989 |
0.618 |
1.1959 |
1.000 |
1.1941 |
1.618 |
1.1911 |
2.618 |
1.1863 |
4.250 |
1.1785 |
|
|
Fisher Pivots for day following 14-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2014 |
1.2060 |
PP |
1.2013 |
1.2044 |
S1 |
1.2013 |
1.2029 |
|