CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2188 |
1.2187 |
-0.0001 |
0.0% |
1.2048 |
| High |
1.2222 |
1.2196 |
-0.0026 |
-0.2% |
1.2150 |
| Low |
1.2179 |
1.2052 |
-0.0127 |
-1.0% |
1.1999 |
| Close |
1.2203 |
1.2062 |
-0.0141 |
-1.2% |
1.2067 |
| Range |
0.0043 |
0.0144 |
0.0101 |
234.9% |
0.0151 |
| ATR |
0.0078 |
0.0083 |
0.0005 |
6.7% |
0.0000 |
| Volume |
154 |
117 |
-37 |
-24.0% |
503 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2535 |
1.2443 |
1.2141 |
|
| R3 |
1.2391 |
1.2299 |
1.2102 |
|
| R2 |
1.2247 |
1.2247 |
1.2088 |
|
| R1 |
1.2155 |
1.2155 |
1.2075 |
1.2129 |
| PP |
1.2103 |
1.2103 |
1.2103 |
1.2091 |
| S1 |
1.2011 |
1.2011 |
1.2049 |
1.1985 |
| S2 |
1.1959 |
1.1959 |
1.2036 |
|
| S3 |
1.1815 |
1.1867 |
1.2022 |
|
| S4 |
1.1671 |
1.1723 |
1.1983 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2525 |
1.2447 |
1.2150 |
|
| R3 |
1.2374 |
1.2296 |
1.2109 |
|
| R2 |
1.2223 |
1.2223 |
1.2095 |
|
| R1 |
1.2145 |
1.2145 |
1.2081 |
1.2184 |
| PP |
1.2072 |
1.2072 |
1.2072 |
1.2092 |
| S1 |
1.1994 |
1.1994 |
1.2053 |
1.2033 |
| S2 |
1.1921 |
1.1921 |
1.2039 |
|
| S3 |
1.1770 |
1.1843 |
1.2025 |
|
| S4 |
1.1619 |
1.1692 |
1.1984 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2808 |
|
2.618 |
1.2573 |
|
1.618 |
1.2429 |
|
1.000 |
1.2340 |
|
0.618 |
1.2285 |
|
HIGH |
1.2196 |
|
0.618 |
1.2141 |
|
0.500 |
1.2124 |
|
0.382 |
1.2107 |
|
LOW |
1.2052 |
|
0.618 |
1.1963 |
|
1.000 |
1.1908 |
|
1.618 |
1.1819 |
|
2.618 |
1.1675 |
|
4.250 |
1.1440 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2124 |
1.2137 |
| PP |
1.2103 |
1.2112 |
| S1 |
1.2083 |
1.2087 |
|