CME Japanese Yen Future June 2011
Trading Metrics calculated at close of trading on 18-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1.1973 |
1.2012 |
0.0039 |
0.3% |
1.1989 |
High |
1.2038 |
1.2052 |
0.0014 |
0.1% |
1.2052 |
Low |
1.1962 |
1.1984 |
0.0022 |
0.2% |
1.1919 |
Close |
1.2010 |
1.2042 |
0.0032 |
0.3% |
1.2042 |
Range |
0.0076 |
0.0068 |
-0.0008 |
-10.5% |
0.0133 |
ATR |
0.0087 |
0.0085 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
557 |
376 |
-181 |
-32.5% |
1,746 |
|
Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2230 |
1.2204 |
1.2079 |
|
R3 |
1.2162 |
1.2136 |
1.2061 |
|
R2 |
1.2094 |
1.2094 |
1.2054 |
|
R1 |
1.2068 |
1.2068 |
1.2048 |
1.2081 |
PP |
1.2026 |
1.2026 |
1.2026 |
1.2033 |
S1 |
1.2000 |
1.2000 |
1.2036 |
1.2013 |
S2 |
1.1958 |
1.1958 |
1.2030 |
|
S3 |
1.1890 |
1.1932 |
1.2023 |
|
S4 |
1.1822 |
1.1864 |
1.2005 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2403 |
1.2356 |
1.2115 |
|
R3 |
1.2270 |
1.2223 |
1.2079 |
|
R2 |
1.2137 |
1.2137 |
1.2066 |
|
R1 |
1.2090 |
1.2090 |
1.2054 |
1.2114 |
PP |
1.2004 |
1.2004 |
1.2004 |
1.2016 |
S1 |
1.1957 |
1.1957 |
1.2030 |
1.1981 |
S2 |
1.1871 |
1.1871 |
1.2018 |
|
S3 |
1.1738 |
1.1824 |
1.2005 |
|
S4 |
1.1605 |
1.1691 |
1.1969 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2341 |
2.618 |
1.2230 |
1.618 |
1.2162 |
1.000 |
1.2120 |
0.618 |
1.2094 |
HIGH |
1.2052 |
0.618 |
1.2026 |
0.500 |
1.2018 |
0.382 |
1.2010 |
LOW |
1.1984 |
0.618 |
1.1942 |
1.000 |
1.1916 |
1.618 |
1.1874 |
2.618 |
1.1806 |
4.250 |
1.1695 |
|
|
Fisher Pivots for day following 18-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2034 |
1.2023 |
PP |
1.2026 |
1.2004 |
S1 |
1.2018 |
1.1986 |
|