CME Japanese Yen Future June 2011


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Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 1.2350 1.2370 0.0020 0.2% 1.2405
High 1.2449 1.2403 -0.0046 -0.4% 1.2479
Low 1.2333 1.2337 0.0004 0.0% 1.2295
Close 1.2371 1.2384 0.0013 0.1% 1.2371
Range 0.0116 0.0066 -0.0050 -43.1% 0.0184
ATR 0.0122 0.0118 -0.0004 -3.3% 0.0000
Volume 116,201 83,108 -33,093 -28.5% 517,371
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 1.2573 1.2544 1.2420
R3 1.2507 1.2478 1.2402
R2 1.2441 1.2441 1.2396
R1 1.2412 1.2412 1.2390 1.2427
PP 1.2375 1.2375 1.2375 1.2382
S1 1.2346 1.2346 1.2378 1.2361
S2 1.2309 1.2309 1.2372
S3 1.2243 1.2280 1.2366
S4 1.2177 1.2214 1.2348
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% 0.0105 0.9% 48% False False 102,190
10 1.2570 1.2295 0.0275 2.2% 0.0113 0.9% 32% False False 106,313
20 1.2570 1.2013 0.0557 4.5% 0.0119 1.0% 67% False False 106,383
40 1.2570 1.1697 0.0873 7.0% 0.0114 0.9% 79% False False 112,098
60 1.2957 1.1697 0.1260 10.2% 0.0128 1.0% 55% False False 100,164
80 1.2957 1.1697 0.1260 10.2% 0.0118 1.0% 55% False False 75,176
100 1.2957 1.1697 0.1260 10.2% 0.0109 0.9% 55% False False 60,155
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.2684
2.618 1.2576
1.618 1.2510
1.000 1.2469
0.618 1.2444
HIGH 1.2403
0.618 1.2378
0.500 1.2370
0.382 1.2362
LOW 1.2337
0.618 1.2296
1.000 1.2271
1.618 1.2230
2.618 1.2164
4.250 1.2057
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 1.2379 1.2380
PP 1.2375 1.2376
S1 1.2370 1.2372

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

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