CME Japanese Yen Future June 2011


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Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 1.2293 1.2370 0.0077 0.6% 1.2232
High 1.2393 1.2391 -0.0002 0.0% 1.2393
Low 1.2291 1.2229 -0.0062 -0.5% 1.2163
Close 1.2375 1.2273 -0.0102 -0.8% 1.2375
Range 0.0102 0.0162 0.0060 58.8% 0.0230
ATR 0.0112 0.0115 0.0004 3.2% 0.0000
Volume 107,445 108,638 1,193 1.1% 528,601
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 1.2784 1.2690 1.2362
R3 1.2622 1.2528 1.2318
R2 1.2460 1.2460 1.2303
R1 1.2366 1.2366 1.2288 1.2332
PP 1.2298 1.2298 1.2298 1.2281
S1 1.2204 1.2204 1.2258 1.2170
S2 1.2136 1.2136 1.2243
S3 1.1974 1.2042 1.2228
S4 1.1812 1.1880 1.2184
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% 0.0111 0.9% 48% False False 106,801
10 1.2393 1.2161 0.0232 1.9% 0.0112 0.9% 48% False False 105,836
20 1.2570 1.2161 0.0409 3.3% 0.0112 0.9% 27% False False 106,075
40 1.2570 1.1697 0.0873 7.1% 0.0116 0.9% 66% False False 110,815
60 1.2957 1.1697 0.1260 10.3% 0.0132 1.1% 46% False False 117,464
80 1.2957 1.1697 0.1260 10.3% 0.0122 1.0% 46% False False 88,389
100 1.2957 1.1697 0.1260 10.3% 0.0113 0.9% 46% False False 70,734
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.3080
2.618 1.2815
1.618 1.2653
1.000 1.2553
0.618 1.2491
HIGH 1.2391
0.618 1.2329
0.500 1.2310
0.382 1.2291
LOW 1.2229
0.618 1.2129
1.000 1.2067
1.618 1.1967
2.618 1.1805
4.250 1.1541
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 1.2310 1.2288
PP 1.2298 1.2283
S1 1.2285 1.2278

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

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