CME Japanese Yen Future June 2011


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Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 1.2370 1.2327 -0.0043 -0.3% 1.2333
High 1.2408 1.2396 -0.0012 -0.1% 1.2570
Low 1.2297 1.2295 -0.0002 0.0% 1.2242
Close 1.2359 1.2360 0.0001 0.0% 1.2429
Range 0.0111 0.0101 -0.0010 -9.0% 0.0328
ATR 0.0124 0.0123 -0.0002 -1.3% 0.0000
Volume 120,429 107,794 -12,635 -10.5% 541,343
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 1.2653 1.2608 1.2416
R3 1.2552 1.2507 1.2388
R2 1.2451 1.2451 1.2379
R1 1.2406 1.2406 1.2369 1.2429
PP 1.2350 1.2350 1.2350 1.2362
S1 1.2305 1.2305 1.2351 1.2328
S2 1.2249 1.2249 1.2341
S3 1.2148 1.2204 1.2332
S4 1.2047 1.2103 1.2304
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 1.2479 1.2295 0.0184 1.5% 0.0112 0.9% 35% False True 110,887
10 1.2570 1.2242 0.0328 2.7% 0.0115 0.9% 36% False False 100,342
20 1.2570 1.1918 0.0652 5.3% 0.0123 1.0% 68% False False 108,206
40 1.2957 1.1697 0.1260 10.2% 0.0133 1.1% 53% False False 119,430
60 1.2957 1.1697 0.1260 10.2% 0.0128 1.0% 53% False False 96,858
80 1.2957 1.1697 0.1260 10.2% 0.0118 1.0% 53% False False 72,688
100 1.2957 1.1697 0.1260 10.2% 0.0107 0.9% 53% False False 58,162
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2825
2.618 1.2660
1.618 1.2559
1.000 1.2497
0.618 1.2458
HIGH 1.2396
0.618 1.2357
0.500 1.2346
0.382 1.2334
LOW 1.2295
0.618 1.2233
1.000 1.2194
1.618 1.2132
2.618 1.2031
4.250 1.1866
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 1.2355 1.2387
PP 1.2350 1.2378
S1 1.2346 1.2369

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

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