CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1989 |
1.2020 |
0.0031 |
0.3% |
1.2174 |
| High |
1.2037 |
1.2025 |
-0.0012 |
-0.1% |
1.2243 |
| Low |
1.1989 |
1.1929 |
-0.0060 |
-0.5% |
1.1965 |
| Close |
1.2014 |
1.1941 |
-0.0073 |
-0.6% |
1.1989 |
| Range |
0.0048 |
0.0096 |
0.0048 |
100.0% |
0.0278 |
| ATR |
0.0089 |
0.0089 |
0.0001 |
0.6% |
0.0000 |
| Volume |
126 |
268 |
142 |
112.7% |
1,456 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2253 |
1.2193 |
1.1994 |
|
| R3 |
1.2157 |
1.2097 |
1.1967 |
|
| R2 |
1.2061 |
1.2061 |
1.1959 |
|
| R1 |
1.2001 |
1.2001 |
1.1950 |
1.1983 |
| PP |
1.1965 |
1.1965 |
1.1965 |
1.1956 |
| S1 |
1.1905 |
1.1905 |
1.1932 |
1.1887 |
| S2 |
1.1869 |
1.1869 |
1.1923 |
|
| S3 |
1.1773 |
1.1809 |
1.1915 |
|
| S4 |
1.1677 |
1.1713 |
1.1888 |
|
|
| 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 |
1.2433 |
|
2.618 |
1.2276 |
|
1.618 |
1.2180 |
|
1.000 |
1.2121 |
|
0.618 |
1.2084 |
|
HIGH |
1.2025 |
|
0.618 |
1.1988 |
|
0.500 |
1.1977 |
|
0.382 |
1.1966 |
|
LOW |
1.1929 |
|
0.618 |
1.1870 |
|
1.000 |
1.1833 |
|
1.618 |
1.1774 |
|
2.618 |
1.1678 |
|
4.250 |
1.1521 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1977 |
1.1983 |
| PP |
1.1965 |
1.1969 |
| S1 |
1.1953 |
1.1955 |
|