CME Japanese Yen Future June 2011


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Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 1.2390 1.2719 0.0329 2.7% 1.2176
High 1.2577 1.2957 0.0380 3.0% 1.2260
Low 1.2328 1.2488 0.0160 1.3% 1.2011
Close 1.2488 1.2655 0.0167 1.3% 1.2222
Range 0.0249 0.0469 0.0220 88.4% 0.0249
ATR 0.0128 0.0153 0.0024 18.9% 0.0000
Volume 219,334 236,126 16,792 7.7% 399,181
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4107 1.3850 1.2913
R3 1.3638 1.3381 1.2784
R2 1.3169 1.3169 1.2741
R1 1.2912 1.2912 1.2698 1.2806
PP 1.2700 1.2700 1.2700 1.2647
S1 1.2443 1.2443 1.2612 1.2337
S2 1.2231 1.2231 1.2569
S3 1.1762 1.1974 1.2526
S4 1.1293 1.1505 1.2397
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2911 1.2816 1.2359
R3 1.2662 1.2567 1.2290
R2 1.2413 1.2413 1.2268
R1 1.2318 1.2318 1.2245 1.2366
PP 1.2164 1.2164 1.2164 1.2188
S1 1.2069 1.2069 1.2199 1.2117
S2 1.1915 1.1915 1.2176
S3 1.1666 1.1820 1.2154
S4 1.1417 1.1571 1.2085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2957 1.2011 0.0946 7.5% 0.0299 2.4% 68% True False 210,119
10 1.2957 1.2011 0.0946 7.5% 0.0191 1.5% 68% True False 125,240
20 1.2957 1.1962 0.0995 7.9% 0.0138 1.1% 70% True False 63,499
40 1.2957 1.1919 0.1038 8.2% 0.0115 0.9% 71% True False 31,845
60 1.2957 1.1919 0.1038 8.2% 0.0098 0.8% 71% True False 21,251
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0061
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 1.4950
2.618 1.4185
1.618 1.3716
1.000 1.3426
0.618 1.3247
HIGH 1.2957
0.618 1.2778
0.500 1.2723
0.382 1.2667
LOW 1.2488
0.618 1.2198
1.000 1.2019
1.618 1.1729
2.618 1.1260
4.250 1.0495
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 1.2723 1.2629
PP 1.2700 1.2603
S1 1.2678 1.2577

These figures are updated between 7pm and 10pm EST after a trading day.

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