CME Japanese Yen Future June 2011


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Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 1.2246 1.2244 -0.0002 0.0% 1.2370
High 1.2277 1.2273 -0.0004 0.0% 1.2403
Low 1.2161 1.2215 0.0054 0.4% 1.2161
Close 1.2257 1.2257 0.0000 0.0% 1.2257
Range 0.0116 0.0058 -0.0058 -50.0% 0.0242
ATR 0.0121 0.0116 -0.0004 -3.7% 0.0000
Volume 117,929 78,201 -39,728 -33.7% 504,238
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.2422 1.2398 1.2289
R3 1.2364 1.2340 1.2273
R2 1.2306 1.2306 1.2268
R1 1.2282 1.2282 1.2262 1.2294
PP 1.2248 1.2248 1.2248 1.2255
S1 1.2224 1.2224 1.2252 1.2236
S2 1.2190 1.2190 1.2246
S3 1.2132 1.2166 1.2241
S4 1.2074 1.2108 1.2225
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.3000 1.2870 1.2390
R3 1.2758 1.2628 1.2324
R2 1.2516 1.2516 1.2301
R1 1.2386 1.2386 1.2279 1.2330
PP 1.2274 1.2274 1.2274 1.2246
S1 1.2144 1.2144 1.2235 1.2088
S2 1.2032 1.2032 1.2213
S3 1.1790 1.1902 1.2190
S4 1.1548 1.1660 1.2124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2403 1.2161 0.0242 2.0% 0.0104 0.8% 40% False False 100,847
10 1.2479 1.2161 0.0318 2.6% 0.0108 0.9% 30% False False 102,160
20 1.2570 1.2075 0.0495 4.0% 0.0117 1.0% 37% False False 103,176
40 1.2570 1.1697 0.0873 7.1% 0.0119 1.0% 64% False False 113,881
60 1.2957 1.1697 0.1260 10.3% 0.0129 1.1% 44% False False 107,135
80 1.2957 1.1697 0.1260 10.3% 0.0120 1.0% 44% False False 80,436
100 1.2957 1.1697 0.1260 10.3% 0.0112 0.9% 44% False False 64,365
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 False
Bear Hook False
Bull Hook False
Stretch 0.0030
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 1.2520
2.618 1.2425
1.618 1.2367
1.000 1.2331
0.618 1.2309
HIGH 1.2273
0.618 1.2251
0.500 1.2244
0.382 1.2237
LOW 1.2215
0.618 1.2179
1.000 1.2157
1.618 1.2121
2.618 1.2063
4.250 1.1969
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 1.2253 1.2259
PP 1.2248 1.2258
S1 1.2244 1.2258

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

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