CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2312 |
1.2329 |
0.0017 |
0.1% |
1.2103 |
| High |
1.2345 |
1.2329 |
-0.0016 |
-0.1% |
1.2345 |
| Low |
1.2310 |
1.2259 |
-0.0051 |
-0.4% |
1.2095 |
| Close |
1.2342 |
1.2275 |
-0.0067 |
-0.5% |
1.2342 |
| Range |
0.0035 |
0.0070 |
0.0035 |
100.0% |
0.0250 |
| ATR |
|
|
|
|
|
| Volume |
116 |
55 |
-61 |
-52.6% |
217 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2498 |
1.2456 |
1.2314 |
|
| R3 |
1.2428 |
1.2386 |
1.2294 |
|
| R2 |
1.2358 |
1.2358 |
1.2288 |
|
| R1 |
1.2316 |
1.2316 |
1.2281 |
1.2302 |
| PP |
1.2288 |
1.2288 |
1.2288 |
1.2281 |
| S1 |
1.2246 |
1.2246 |
1.2269 |
1.2232 |
| S2 |
1.2218 |
1.2218 |
1.2262 |
|
| S3 |
1.2148 |
1.2176 |
1.2256 |
|
| S4 |
1.2078 |
1.2106 |
1.2237 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3011 |
1.2926 |
1.2480 |
|
| R3 |
1.2761 |
1.2676 |
1.2411 |
|
| R2 |
1.2511 |
1.2511 |
1.2388 |
|
| R1 |
1.2426 |
1.2426 |
1.2365 |
1.2469 |
| PP |
1.2261 |
1.2261 |
1.2261 |
1.2282 |
| S1 |
1.2176 |
1.2176 |
1.2319 |
1.2219 |
| S2 |
1.2011 |
1.2011 |
1.2296 |
|
| S3 |
1.1761 |
1.1926 |
1.2273 |
|
| S4 |
1.1511 |
1.1676 |
1.2205 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2627 |
|
2.618 |
1.2512 |
|
1.618 |
1.2442 |
|
1.000 |
1.2399 |
|
0.618 |
1.2372 |
|
HIGH |
1.2329 |
|
0.618 |
1.2302 |
|
0.500 |
1.2294 |
|
0.382 |
1.2286 |
|
LOW |
1.2259 |
|
0.618 |
1.2216 |
|
1.000 |
1.2189 |
|
1.618 |
1.2146 |
|
2.618 |
1.2076 |
|
4.250 |
1.1962 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2294 |
1.2294 |
| PP |
1.2288 |
1.2287 |
| S1 |
1.2281 |
1.2281 |
|