CME Japanese Yen Future June 2011


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Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 1.2370 1.2273 -0.0097 -0.8% 1.2232
High 1.2391 1.2400 0.0009 0.1% 1.2393
Low 1.2229 1.2269 0.0040 0.3% 1.2163
Close 1.2273 1.2363 0.0090 0.7% 1.2375
Range 0.0162 0.0131 -0.0031 -19.1% 0.0230
ATR 0.0115 0.0116 0.0001 1.0% 0.0000
Volume 108,638 126,275 17,637 16.2% 528,601
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2737 1.2681 1.2435
R3 1.2606 1.2550 1.2399
R2 1.2475 1.2475 1.2387
R1 1.2419 1.2419 1.2375 1.2447
PP 1.2344 1.2344 1.2344 1.2358
S1 1.2288 1.2288 1.2351 1.2316
S2 1.2213 1.2213 1.2339
S3 1.2082 1.2157 1.2327
S4 1.1951 1.2026 1.2291
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 1.2400 1.2168 0.0232 1.9% 0.0119 1.0% 84% True False 113,270
10 1.2400 1.2161 0.0239 1.9% 0.0109 0.9% 85% True False 106,475
20 1.2570 1.2161 0.0409 3.3% 0.0114 0.9% 49% False False 108,724
40 1.2570 1.1697 0.0873 7.1% 0.0118 1.0% 76% False False 111,846
60 1.2957 1.1697 0.1260 10.2% 0.0133 1.1% 53% False False 119,338
80 1.2957 1.1697 0.1260 10.2% 0.0120 1.0% 53% False False 89,966
100 1.2957 1.1697 0.1260 10.2% 0.0114 0.9% 53% False False 71,996
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2957
2.618 1.2743
1.618 1.2612
1.000 1.2531
0.618 1.2481
HIGH 1.2400
0.618 1.2350
0.500 1.2335
0.382 1.2319
LOW 1.2269
0.618 1.2188
1.000 1.2138
1.618 1.2057
2.618 1.1926
4.250 1.1712
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 1.2354 1.2347
PP 1.2344 1.2331
S1 1.2335 1.2315

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

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