CME Japanese Yen Future June 2011


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Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 1.2456 1.2370 -0.0086 -0.7% 1.2333
High 1.2479 1.2408 -0.0071 -0.6% 1.2570
Low 1.2346 1.2297 -0.0049 -0.4% 1.2242
Close 1.2380 1.2359 -0.0021 -0.2% 1.2429
Range 0.0133 0.0111 -0.0022 -16.5% 0.0328
ATR 0.0125 0.0124 -0.0001 -0.8% 0.0000
Volume 83,422 120,429 37,007 44.4% 541,343
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 1.2688 1.2634 1.2420
R3 1.2577 1.2523 1.2390
R2 1.2466 1.2466 1.2379
R1 1.2412 1.2412 1.2369 1.2384
PP 1.2355 1.2355 1.2355 1.2340
S1 1.2301 1.2301 1.2349 1.2273
S2 1.2244 1.2244 1.2339
S3 1.2133 1.2190 1.2328
S4 1.2022 1.2079 1.2298
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 1.2297 0.0273 2.2% 0.0127 1.0% 23% False True 118,798
10 1.2570 1.2156 0.0414 3.3% 0.0118 1.0% 49% False False 100,265
20 1.2570 1.1871 0.0699 5.7% 0.0123 1.0% 70% False False 108,656
40 1.2957 1.1697 0.1260 10.2% 0.0136 1.1% 53% False False 122,218
60 1.2957 1.1697 0.1260 10.2% 0.0127 1.0% 53% False False 95,066
80 1.2957 1.1697 0.1260 10.2% 0.0118 1.0% 53% False False 71,341
100 1.2957 1.1697 0.1260 10.2% 0.0106 0.9% 53% False False 57,084
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2880
2.618 1.2699
1.618 1.2588
1.000 1.2519
0.618 1.2477
HIGH 1.2408
0.618 1.2366
0.500 1.2353
0.382 1.2339
LOW 1.2297
0.618 1.2228
1.000 1.2186
1.618 1.2117
2.618 1.2006
4.250 1.1825
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 1.2357 1.2388
PP 1.2355 1.2378
S1 1.2353 1.2369

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

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