CME Japanese Yen Future June 2011


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Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 1.2327 1.2350 0.0023 0.2% 1.2405
High 1.2396 1.2449 0.0053 0.4% 1.2479
Low 1.2295 1.2333 0.0038 0.3% 1.2295
Close 1.2360 1.2371 0.0011 0.1% 1.2371
Range 0.0101 0.0116 0.0015 14.9% 0.0184
ATR 0.0123 0.0122 0.0000 -0.4% 0.0000
Volume 107,794 116,201 8,407 7.8% 517,371
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.2732 1.2668 1.2435
R3 1.2616 1.2552 1.2403
R2 1.2500 1.2500 1.2392
R1 1.2436 1.2436 1.2382 1.2468
PP 1.2384 1.2384 1.2384 1.2401
S1 1.2320 1.2320 1.2360 1.2352
S2 1.2268 1.2268 1.2350
S3 1.2152 1.2204 1.2339
S4 1.2036 1.2088 1.2307
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.2934 1.2836 1.2472
R3 1.2750 1.2652 1.2422
R2 1.2566 1.2566 1.2405
R1 1.2468 1.2468 1.2388 1.2425
PP 1.2382 1.2382 1.2382 1.2360
S1 1.2284 1.2284 1.2354 1.2241
S2 1.2198 1.2198 1.2337
S3 1.2014 1.2100 1.2320
S4 1.1830 1.1916 1.2270
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% 0.0113 0.9% 41% False False 103,474
10 1.2570 1.2242 0.0328 2.7% 0.0117 0.9% 39% False False 105,871
20 1.2570 1.1937 0.0633 5.1% 0.0121 1.0% 69% False False 106,884
40 1.2658 1.1697 0.0961 7.8% 0.0124 1.0% 70% False False 116,432
60 1.2957 1.1697 0.1260 10.2% 0.0128 1.0% 53% False False 98,788
80 1.2957 1.1697 0.1260 10.2% 0.0119 1.0% 53% False False 74,139
100 1.2957 1.1697 0.1260 10.2% 0.0108 0.9% 53% False False 59,324
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2942
2.618 1.2753
1.618 1.2637
1.000 1.2565
0.618 1.2521
HIGH 1.2449
0.618 1.2405
0.500 1.2391
0.382 1.2377
LOW 1.2333
0.618 1.2261
1.000 1.2217
1.618 1.2145
2.618 1.2029
4.250 1.1840
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 1.2391 1.2372
PP 1.2384 1.2372
S1 1.2378 1.2371

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

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