CME Japanese Yen Future June 2011
Trading Metrics calculated at close of trading on 16-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1.2020 |
1.1954 |
-0.0066 |
-0.5% |
1.2174 |
High |
1.2025 |
1.1984 |
-0.0041 |
-0.3% |
1.2243 |
Low |
1.1929 |
1.1919 |
-0.0010 |
-0.1% |
1.1965 |
Close |
1.1941 |
1.1979 |
0.0038 |
0.3% |
1.1989 |
Range |
0.0096 |
0.0065 |
-0.0031 |
-32.3% |
0.0278 |
ATR |
0.0089 |
0.0088 |
-0.0002 |
-1.9% |
0.0000 |
Volume |
268 |
419 |
151 |
56.3% |
1,456 |
|
Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2156 |
1.2132 |
1.2015 |
|
R3 |
1.2091 |
1.2067 |
1.1997 |
|
R2 |
1.2026 |
1.2026 |
1.1991 |
|
R1 |
1.2002 |
1.2002 |
1.1985 |
1.2014 |
PP |
1.1961 |
1.1961 |
1.1961 |
1.1967 |
S1 |
1.1937 |
1.1937 |
1.1973 |
1.1949 |
S2 |
1.1896 |
1.1896 |
1.1967 |
|
S3 |
1.1831 |
1.1872 |
1.1961 |
|
S4 |
1.1766 |
1.1807 |
1.1943 |
|
|
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 |
1.2260 |
2.618 |
1.2154 |
1.618 |
1.2089 |
1.000 |
1.2049 |
0.618 |
1.2024 |
HIGH |
1.1984 |
0.618 |
1.1959 |
0.500 |
1.1952 |
0.382 |
1.1944 |
LOW |
1.1919 |
0.618 |
1.1879 |
1.000 |
1.1854 |
1.618 |
1.1814 |
2.618 |
1.1749 |
4.250 |
1.1643 |
|
|
Fisher Pivots for day following 16-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1970 |
1.1979 |
PP |
1.1961 |
1.1978 |
S1 |
1.1952 |
1.1978 |
|