CME Japanese Yen Future June 2011


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Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 1.2355 1.2405 0.0050 0.4% 1.2226
High 1.2435 1.2570 0.0135 1.1% 1.2342
Low 1.2318 1.2395 0.0077 0.6% 1.2075
Close 1.2410 1.2468 0.0058 0.5% 1.2330
Range 0.0117 0.0175 0.0058 49.6% 0.0267
ATR 0.0124 0.0127 0.0004 3.0% 0.0000
Volume 88,758 147,347 58,589 66.0% 500,575
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 1.3003 1.2910 1.2564
R3 1.2828 1.2735 1.2516
R2 1.2653 1.2653 1.2500
R1 1.2560 1.2560 1.2484 1.2607
PP 1.2478 1.2478 1.2478 1.2501
S1 1.2385 1.2385 1.2452 1.2432
S2 1.2303 1.2303 1.2436
S3 1.2128 1.2210 1.2420
S4 1.1953 1.2035 1.2372
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.3050 1.2957 1.2477
R3 1.2783 1.2690 1.2403
R2 1.2516 1.2516 1.2379
R1 1.2423 1.2423 1.2354 1.2470
PP 1.2249 1.2249 1.2249 1.2272
S1 1.2156 1.2156 1.2306 1.2203
S2 1.1982 1.1982 1.2281
S3 1.1715 1.1889 1.2257
S4 1.1448 1.1622 1.2183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2570 1.2242 0.0328 2.6% 0.0117 0.9% 69% True False 89,797
10 1.2570 1.2075 0.0495 4.0% 0.0128 1.0% 79% True False 99,969
20 1.2570 1.1699 0.0871 7.0% 0.0125 1.0% 88% True False 113,840
40 1.2957 1.1697 0.1260 10.1% 0.0146 1.2% 61% False False 128,276
60 1.2957 1.1697 0.1260 10.1% 0.0125 1.0% 61% False False 87,641
80 1.2957 1.1697 0.1260 10.1% 0.0116 0.9% 61% False False 65,761
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3314
2.618 1.3028
1.618 1.2853
1.000 1.2745
0.618 1.2678
HIGH 1.2570
0.618 1.2503
0.500 1.2483
0.382 1.2462
LOW 1.2395
0.618 1.2287
1.000 1.2220
1.618 1.2112
2.618 1.1937
4.250 1.1651
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 1.2483 1.2458
PP 1.2478 1.2447
S1 1.2473 1.2437

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

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