CME Japanese Yen Future June 2011


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Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 1.2192 1.2293 0.0101 0.8% 1.2232
High 1.2324 1.2393 0.0069 0.6% 1.2393
Low 1.2183 1.2291 0.0108 0.9% 1.2163
Close 1.2298 1.2375 0.0077 0.6% 1.2375
Range 0.0141 0.0102 -0.0039 -27.7% 0.0230
ATR 0.0112 0.0112 -0.0001 -0.7% 0.0000
Volume 128,424 107,445 -20,979 -16.3% 528,601
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.2659 1.2619 1.2431
R3 1.2557 1.2517 1.2403
R2 1.2455 1.2455 1.2394
R1 1.2415 1.2415 1.2384 1.2435
PP 1.2353 1.2353 1.2353 1.2363
S1 1.2313 1.2313 1.2366 1.2333
S2 1.2251 1.2251 1.2356
S3 1.2149 1.2211 1.2347
S4 1.2047 1.2109 1.2319
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.3000 1.2918 1.2502
R3 1.2770 1.2688 1.2438
R2 1.2540 1.2540 1.2417
R1 1.2458 1.2458 1.2396 1.2499
PP 1.2310 1.2310 1.2310 1.2331
S1 1.2228 1.2228 1.2354 1.2269
S2 1.2080 1.2080 1.2333
S3 1.1850 1.1998 1.2312
S4 1.1620 1.1768 1.2249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2393 1.2163 0.0230 1.9% 0.0101 0.8% 92% True False 105,720
10 1.2403 1.2161 0.0242 2.0% 0.0102 0.8% 88% False False 103,283
20 1.2570 1.2161 0.0409 3.3% 0.0110 0.9% 52% False False 104,577
40 1.2570 1.1697 0.0873 7.1% 0.0118 1.0% 78% False False 113,187
60 1.2957 1.1697 0.1260 10.2% 0.0131 1.1% 54% False False 115,708
80 1.2957 1.1697 0.1260 10.2% 0.0121 1.0% 54% False False 87,032
100 1.2957 1.1697 0.1260 10.2% 0.0114 0.9% 54% False False 69,648
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 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2827
2.618 1.2660
1.618 1.2558
1.000 1.2495
0.618 1.2456
HIGH 1.2393
0.618 1.2354
0.500 1.2342
0.382 1.2330
LOW 1.2291
0.618 1.2228
1.000 1.2189
1.618 1.2126
2.618 1.2024
4.250 1.1858
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 1.2364 1.2344
PP 1.2353 1.2312
S1 1.2342 1.2281

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

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