CME Japanese Yen Future June 2011


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Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 1.2405 1.2456 0.0051 0.4% 1.2333
High 1.2570 1.2470 -0.0100 -0.8% 1.2570
Low 1.2395 1.2356 -0.0039 -0.3% 1.2242
Close 1.2468 1.2429 -0.0039 -0.3% 1.2429
Range 0.0175 0.0114 -0.0061 -34.9% 0.0328
ATR 0.0127 0.0127 -0.0001 -0.8% 0.0000
Volume 147,347 153,269 5,922 4.0% 541,343
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.2760 1.2709 1.2492
R3 1.2646 1.2595 1.2460
R2 1.2532 1.2532 1.2450
R1 1.2481 1.2481 1.2439 1.2450
PP 1.2418 1.2418 1.2418 1.2403
S1 1.2367 1.2367 1.2419 1.2336
S2 1.2304 1.2304 1.2408
S3 1.2190 1.2253 1.2398
S4 1.2076 1.2139 1.2366
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.3398 1.3241 1.2609
R3 1.3070 1.2913 1.2519
R2 1.2742 1.2742 1.2489
R1 1.2585 1.2585 1.2459 1.2664
PP 1.2414 1.2414 1.2414 1.2453
S1 1.2257 1.2257 1.2399 1.2336
S2 1.2086 1.2086 1.2369
S3 1.1758 1.1929 1.2339
S4 1.1430 1.1601 1.2249
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% 0.0121 1.0% 57% False False 108,268
10 1.2570 1.2075 0.0495 4.0% 0.0125 1.0% 72% False False 104,191
20 1.2570 1.1714 0.0856 6.9% 0.0125 1.0% 84% False False 113,739
40 1.2957 1.1697 0.1260 10.1% 0.0147 1.2% 58% False False 129,762
60 1.2957 1.1697 0.1260 10.1% 0.0126 1.0% 58% False False 90,192
80 1.2957 1.1697 0.1260 10.1% 0.0116 0.9% 58% False False 67,676
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2955
2.618 1.2768
1.618 1.2654
1.000 1.2584
0.618 1.2540
HIGH 1.2470
0.618 1.2426
0.500 1.2413
0.382 1.2400
LOW 1.2356
0.618 1.2286
1.000 1.2242
1.618 1.2172
2.618 1.2058
4.250 1.1872
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 1.2424 1.2444
PP 1.2418 1.2439
S1 1.2413 1.2434

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

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