CME Japanese Yen Future June 2011


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Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 1.2273 1.2360 0.0087 0.7% 1.2232
High 1.2400 1.2424 0.0024 0.2% 1.2393
Low 1.2269 1.2296 0.0027 0.2% 1.2163
Close 1.2363 1.2368 0.0005 0.0% 1.2375
Range 0.0131 0.0128 -0.0003 -2.3% 0.0230
ATR 0.0116 0.0117 0.0001 0.7% 0.0000
Volume 126,275 105,034 -21,241 -16.8% 528,601
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2747 1.2685 1.2438
R3 1.2619 1.2557 1.2403
R2 1.2491 1.2491 1.2391
R1 1.2429 1.2429 1.2380 1.2460
PP 1.2363 1.2363 1.2363 1.2378
S1 1.2301 1.2301 1.2356 1.2332
S2 1.2235 1.2235 1.2345
S3 1.2107 1.2173 1.2333
S4 1.1979 1.2045 1.2298
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 1.2424 1.2183 0.0241 1.9% 0.0133 1.1% 77% True False 115,163
10 1.2424 1.2161 0.0263 2.1% 0.0110 0.9% 79% True False 106,467
20 1.2570 1.2161 0.0409 3.3% 0.0115 0.9% 51% False False 109,538
40 1.2570 1.1697 0.0873 7.1% 0.0118 1.0% 77% False False 111,412
60 1.2957 1.1697 0.1260 10.2% 0.0134 1.1% 53% False False 120,680
80 1.2957 1.1697 0.1260 10.2% 0.0121 1.0% 53% False False 91,275
100 1.2957 1.1697 0.1260 10.2% 0.0114 0.9% 53% False False 73,045
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 0.0028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2968
2.618 1.2759
1.618 1.2631
1.000 1.2552
0.618 1.2503
HIGH 1.2424
0.618 1.2375
0.500 1.2360
0.382 1.2345
LOW 1.2296
0.618 1.2217
1.000 1.2168
1.618 1.2089
2.618 1.1961
4.250 1.1752
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 1.2365 1.2354
PP 1.2363 1.2340
S1 1.2360 1.2327

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

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