CME Japanese Yen Future June 2011


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Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 1.2360 1.2356 -0.0004 0.0% 1.2370
High 1.2424 1.2493 0.0069 0.6% 1.2493
Low 1.2296 1.2345 0.0049 0.4% 1.2229
Close 1.2368 1.2460 0.0092 0.7% 1.2460
Range 0.0128 0.0148 0.0020 15.6% 0.0264
ATR 0.0117 0.0119 0.0002 1.9% 0.0000
Volume 105,034 134,737 29,703 28.3% 474,684
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2877 1.2816 1.2541
R3 1.2729 1.2668 1.2501
R2 1.2581 1.2581 1.2487
R1 1.2520 1.2520 1.2474 1.2551
PP 1.2433 1.2433 1.2433 1.2448
S1 1.2372 1.2372 1.2446 1.2403
S2 1.2285 1.2285 1.2433
S3 1.2137 1.2224 1.2419
S4 1.1989 1.2076 1.2379
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.3186 1.3087 1.2605
R3 1.2922 1.2823 1.2533
R2 1.2658 1.2658 1.2508
R1 1.2559 1.2559 1.2484 1.2609
PP 1.2394 1.2394 1.2394 1.2419
S1 1.2295 1.2295 1.2436 1.2345
S2 1.2130 1.2130 1.2412
S3 1.1866 1.2031 1.2387
S4 1.1602 1.1767 1.2315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2493 1.2229 0.0264 2.1% 0.0134 1.1% 88% True False 116,425
10 1.2493 1.2163 0.0330 2.6% 0.0113 0.9% 90% True False 108,148
20 1.2493 1.2161 0.0332 2.7% 0.0114 0.9% 90% True False 108,908
40 1.2570 1.1699 0.0871 7.0% 0.0119 1.0% 87% False False 111,374
60 1.2957 1.1697 0.1260 10.1% 0.0135 1.1% 61% False False 121,820
80 1.2957 1.1697 0.1260 10.1% 0.0122 1.0% 61% False False 92,957
100 1.2957 1.1697 0.1260 10.1% 0.0115 0.9% 61% False False 74,390
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3122
2.618 1.2880
1.618 1.2732
1.000 1.2641
0.618 1.2584
HIGH 1.2493
0.618 1.2436
0.500 1.2419
0.382 1.2402
LOW 1.2345
0.618 1.2254
1.000 1.2197
1.618 1.2106
2.618 1.1958
4.250 1.1716
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 1.2446 1.2434
PP 1.2433 1.2407
S1 1.2419 1.2381

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

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