CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2329 |
1.2259 |
-0.0070 |
-0.6% |
1.2103 |
| High |
1.2329 |
1.2261 |
-0.0068 |
-0.6% |
1.2345 |
| Low |
1.2259 |
1.2189 |
-0.0070 |
-0.6% |
1.2095 |
| Close |
1.2275 |
1.2220 |
-0.0055 |
-0.4% |
1.2342 |
| Range |
0.0070 |
0.0072 |
0.0002 |
2.9% |
0.0250 |
| ATR |
0.0000 |
0.0068 |
0.0068 |
|
0.0000 |
| Volume |
55 |
33 |
-22 |
-40.0% |
217 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2439 |
1.2402 |
1.2260 |
|
| R3 |
1.2367 |
1.2330 |
1.2240 |
|
| R2 |
1.2295 |
1.2295 |
1.2233 |
|
| R1 |
1.2258 |
1.2258 |
1.2227 |
1.2241 |
| PP |
1.2223 |
1.2223 |
1.2223 |
1.2215 |
| S1 |
1.2186 |
1.2186 |
1.2213 |
1.2169 |
| S2 |
1.2151 |
1.2151 |
1.2207 |
|
| S3 |
1.2079 |
1.2114 |
1.2200 |
|
| S4 |
1.2007 |
1.2042 |
1.2180 |
|
|
| 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 |
1.2567 |
|
2.618 |
1.2449 |
|
1.618 |
1.2377 |
|
1.000 |
1.2333 |
|
0.618 |
1.2305 |
|
HIGH |
1.2261 |
|
0.618 |
1.2233 |
|
0.500 |
1.2225 |
|
0.382 |
1.2217 |
|
LOW |
1.2189 |
|
0.618 |
1.2145 |
|
1.000 |
1.2117 |
|
1.618 |
1.2073 |
|
2.618 |
1.2001 |
|
4.250 |
1.1883 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2225 |
1.2267 |
| PP |
1.2223 |
1.2251 |
| S1 |
1.2222 |
1.2236 |
|