CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2012 |
1.2050 |
0.0038 |
0.3% |
1.1989 |
| High |
1.2052 |
1.2121 |
0.0069 |
0.6% |
1.2052 |
| Low |
1.1984 |
1.2000 |
0.0016 |
0.1% |
1.1919 |
| Close |
1.2042 |
1.2102 |
0.0060 |
0.5% |
1.2042 |
| Range |
0.0068 |
0.0121 |
0.0053 |
77.9% |
0.0133 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
3.0% |
0.0000 |
| Volume |
376 |
371 |
-5 |
-1.3% |
1,746 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2437 |
1.2391 |
1.2169 |
|
| R3 |
1.2316 |
1.2270 |
1.2135 |
|
| R2 |
1.2195 |
1.2195 |
1.2124 |
|
| R1 |
1.2149 |
1.2149 |
1.2113 |
1.2172 |
| PP |
1.2074 |
1.2074 |
1.2074 |
1.2086 |
| S1 |
1.2028 |
1.2028 |
1.2091 |
1.2051 |
| S2 |
1.1953 |
1.1953 |
1.2080 |
|
| S3 |
1.1832 |
1.1907 |
1.2069 |
|
| S4 |
1.1711 |
1.1786 |
1.2035 |
|
|
| 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 |
1.2635 |
|
2.618 |
1.2438 |
|
1.618 |
1.2317 |
|
1.000 |
1.2242 |
|
0.618 |
1.2196 |
|
HIGH |
1.2121 |
|
0.618 |
1.2075 |
|
0.500 |
1.2061 |
|
0.382 |
1.2046 |
|
LOW |
1.2000 |
|
0.618 |
1.1925 |
|
1.000 |
1.1879 |
|
1.618 |
1.1804 |
|
2.618 |
1.1683 |
|
4.250 |
1.1486 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2088 |
1.2082 |
| PP |
1.2074 |
1.2062 |
| S1 |
1.2061 |
1.2042 |
|