CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1954 |
1.1973 |
0.0019 |
0.2% |
1.2174 |
| High |
1.1984 |
1.2038 |
0.0054 |
0.5% |
1.2243 |
| Low |
1.1919 |
1.1962 |
0.0043 |
0.4% |
1.1965 |
| Close |
1.1979 |
1.2010 |
0.0031 |
0.3% |
1.1989 |
| Range |
0.0065 |
0.0076 |
0.0011 |
16.9% |
0.0278 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
419 |
557 |
138 |
32.9% |
1,456 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2231 |
1.2197 |
1.2052 |
|
| R3 |
1.2155 |
1.2121 |
1.2031 |
|
| R2 |
1.2079 |
1.2079 |
1.2024 |
|
| R1 |
1.2045 |
1.2045 |
1.2017 |
1.2062 |
| PP |
1.2003 |
1.2003 |
1.2003 |
1.2012 |
| S1 |
1.1969 |
1.1969 |
1.2003 |
1.1986 |
| S2 |
1.1927 |
1.1927 |
1.1996 |
|
| S3 |
1.1851 |
1.1893 |
1.1989 |
|
| S4 |
1.1775 |
1.1817 |
1.1968 |
|
|
| 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 |
1.2361 |
|
2.618 |
1.2237 |
|
1.618 |
1.2161 |
|
1.000 |
1.2114 |
|
0.618 |
1.2085 |
|
HIGH |
1.2038 |
|
0.618 |
1.2009 |
|
0.500 |
1.2000 |
|
0.382 |
1.1991 |
|
LOW |
1.1962 |
|
0.618 |
1.1915 |
|
1.000 |
1.1886 |
|
1.618 |
1.1839 |
|
2.618 |
1.1763 |
|
4.250 |
1.1639 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2007 |
1.2000 |
| PP |
1.2003 |
1.1989 |
| S1 |
1.2000 |
1.1979 |
|