CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2164 |
1.2154 |
-0.0010 |
-0.1% |
1.2193 |
| High |
1.2173 |
1.2154 |
-0.0019 |
-0.2% |
1.2388 |
| Low |
1.2119 |
1.2009 |
-0.0110 |
-0.9% |
1.2141 |
| Close |
1.2152 |
1.2014 |
-0.0138 |
-1.1% |
1.2173 |
| Range |
0.0054 |
0.0145 |
0.0091 |
168.5% |
0.0247 |
| ATR |
0.0091 |
0.0094 |
0.0004 |
4.3% |
0.0000 |
| Volume |
215 |
485 |
270 |
125.6% |
704 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2494 |
1.2399 |
1.2094 |
|
| R3 |
1.2349 |
1.2254 |
1.2054 |
|
| R2 |
1.2204 |
1.2204 |
1.2041 |
|
| R1 |
1.2109 |
1.2109 |
1.2027 |
1.2084 |
| PP |
1.2059 |
1.2059 |
1.2059 |
1.2047 |
| S1 |
1.1964 |
1.1964 |
1.2001 |
1.1939 |
| S2 |
1.1914 |
1.1914 |
1.1987 |
|
| S3 |
1.1769 |
1.1819 |
1.1974 |
|
| S4 |
1.1624 |
1.1674 |
1.1934 |
|
|
| 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 |
1.2770 |
|
2.618 |
1.2534 |
|
1.618 |
1.2389 |
|
1.000 |
1.2299 |
|
0.618 |
1.2244 |
|
HIGH |
1.2154 |
|
0.618 |
1.2099 |
|
0.500 |
1.2082 |
|
0.382 |
1.2064 |
|
LOW |
1.2009 |
|
0.618 |
1.1919 |
|
1.000 |
1.1864 |
|
1.618 |
1.1774 |
|
2.618 |
1.1629 |
|
4.250 |
1.1393 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2082 |
1.2126 |
| PP |
1.2059 |
1.2089 |
| S1 |
1.2037 |
1.2051 |
|