CME Japanese Yen Future June 2011
Trading Metrics calculated at close of trading on 31-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1.2105 |
1.2193 |
0.0088 |
0.7% |
1.2113 |
High |
1.2210 |
1.2220 |
0.0010 |
0.1% |
1.2210 |
Low |
1.2105 |
1.2176 |
0.0071 |
0.6% |
1.2060 |
Close |
1.2186 |
1.2207 |
0.0021 |
0.2% |
1.2186 |
Range |
0.0105 |
0.0044 |
-0.0061 |
-58.1% |
0.0150 |
ATR |
0.0086 |
0.0083 |
-0.0003 |
-3.5% |
0.0000 |
Volume |
137 |
136 |
-1 |
-0.7% |
662 |
|
Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2333 |
1.2314 |
1.2231 |
|
R3 |
1.2289 |
1.2270 |
1.2219 |
|
R2 |
1.2245 |
1.2245 |
1.2215 |
|
R1 |
1.2226 |
1.2226 |
1.2211 |
1.2236 |
PP |
1.2201 |
1.2201 |
1.2201 |
1.2206 |
S1 |
1.2182 |
1.2182 |
1.2203 |
1.2192 |
S2 |
1.2157 |
1.2157 |
1.2199 |
|
S3 |
1.2113 |
1.2138 |
1.2195 |
|
S4 |
1.2069 |
1.2094 |
1.2183 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2602 |
1.2544 |
1.2269 |
|
R3 |
1.2452 |
1.2394 |
1.2227 |
|
R2 |
1.2302 |
1.2302 |
1.2214 |
|
R1 |
1.2244 |
1.2244 |
1.2200 |
1.2273 |
PP |
1.2152 |
1.2152 |
1.2152 |
1.2167 |
S1 |
1.2094 |
1.2094 |
1.2172 |
1.2123 |
S2 |
1.2002 |
1.2002 |
1.2159 |
|
S3 |
1.1852 |
1.1944 |
1.2145 |
|
S4 |
1.1702 |
1.1794 |
1.2104 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2407 |
2.618 |
1.2335 |
1.618 |
1.2291 |
1.000 |
1.2264 |
0.618 |
1.2247 |
HIGH |
1.2220 |
0.618 |
1.2203 |
0.500 |
1.2198 |
0.382 |
1.2193 |
LOW |
1.2176 |
0.618 |
1.2149 |
1.000 |
1.2132 |
1.618 |
1.2105 |
2.618 |
1.2061 |
4.250 |
1.1989 |
|
|
Fisher Pivots for day following 31-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2204 |
1.2185 |
PP |
1.2201 |
1.2162 |
S1 |
1.2198 |
1.2140 |
|