CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2174 |
1.2164 |
-0.0010 |
-0.1% |
1.2193 |
| High |
1.2179 |
1.2243 |
0.0064 |
0.5% |
1.2388 |
| Low |
1.2141 |
1.2150 |
0.0009 |
0.1% |
1.2141 |
| Close |
1.2164 |
1.2147 |
-0.0017 |
-0.1% |
1.2173 |
| Range |
0.0038 |
0.0093 |
0.0055 |
144.7% |
0.0247 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
0.0% |
0.0000 |
| Volume |
286 |
158 |
-128 |
-44.8% |
704 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2459 |
1.2396 |
1.2198 |
|
| R3 |
1.2366 |
1.2303 |
1.2173 |
|
| R2 |
1.2273 |
1.2273 |
1.2164 |
|
| R1 |
1.2210 |
1.2210 |
1.2156 |
1.2195 |
| PP |
1.2180 |
1.2180 |
1.2180 |
1.2173 |
| S1 |
1.2117 |
1.2117 |
1.2138 |
1.2102 |
| S2 |
1.2087 |
1.2087 |
1.2130 |
|
| S3 |
1.1994 |
1.2024 |
1.2121 |
|
| S4 |
1.1901 |
1.1931 |
1.2096 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2975 |
1.2821 |
1.2309 |
|
| R3 |
1.2728 |
1.2574 |
1.2241 |
|
| R2 |
1.2481 |
1.2481 |
1.2218 |
|
| R1 |
1.2327 |
1.2327 |
1.2196 |
1.2281 |
| PP |
1.2234 |
1.2234 |
1.2234 |
1.2211 |
| S1 |
1.2080 |
1.2080 |
1.2150 |
1.2034 |
| S2 |
1.1987 |
1.1987 |
1.2128 |
|
| S3 |
1.1740 |
1.1833 |
1.2105 |
|
| S4 |
1.1493 |
1.1586 |
1.2037 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2638 |
|
2.618 |
1.2486 |
|
1.618 |
1.2393 |
|
1.000 |
1.2336 |
|
0.618 |
1.2300 |
|
HIGH |
1.2243 |
|
0.618 |
1.2207 |
|
0.500 |
1.2197 |
|
0.382 |
1.2186 |
|
LOW |
1.2150 |
|
0.618 |
1.2093 |
|
1.000 |
1.2057 |
|
1.618 |
1.2000 |
|
2.618 |
1.1907 |
|
4.250 |
1.1755 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2197 |
1.2265 |
| PP |
1.2180 |
1.2225 |
| S1 |
1.2164 |
1.2186 |
|