CME Japanese Yen Future June 2011


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Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 1.2460 1.2486 0.0026 0.2% 1.2370
High 1.2504 1.2512 0.0008 0.1% 1.2493
Low 1.2439 1.2448 0.0009 0.1% 1.2229
Close 1.2491 1.2483 -0.0008 -0.1% 1.2460
Range 0.0065 0.0064 -0.0001 -1.5% 0.0264
ATR 0.0115 0.0112 -0.0004 -3.2% 0.0000
Volume 73,955 79,113 5,158 7.0% 474,684
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2673 1.2642 1.2518
R3 1.2609 1.2578 1.2501
R2 1.2545 1.2545 1.2495
R1 1.2514 1.2514 1.2489 1.2498
PP 1.2481 1.2481 1.2481 1.2473
S1 1.2450 1.2450 1.2477 1.2434
S2 1.2417 1.2417 1.2471
S3 1.2353 1.2386 1.2465
S4 1.2289 1.2322 1.2448
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 1.2512 1.2269 0.0243 1.9% 0.0107 0.9% 88% True False 103,822
10 1.2512 1.2163 0.0349 2.8% 0.0109 0.9% 92% True False 105,312
20 1.2512 1.2161 0.0351 2.8% 0.0109 0.9% 92% True False 104,421
40 1.2570 1.1746 0.0824 6.6% 0.0117 0.9% 89% False False 108,140
60 1.2957 1.1697 0.1260 10.1% 0.0132 1.1% 62% False False 119,463
80 1.2957 1.1697 0.1260 10.1% 0.0121 1.0% 62% False False 94,862
100 1.2957 1.1697 0.1260 10.1% 0.0115 0.9% 62% False False 75,919
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2784
2.618 1.2680
1.618 1.2616
1.000 1.2576
0.618 1.2552
HIGH 1.2512
0.618 1.2488
0.500 1.2480
0.382 1.2472
LOW 1.2448
0.618 1.2408
1.000 1.2384
1.618 1.2344
2.618 1.2280
4.250 1.2176
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 1.2482 1.2465
PP 1.2481 1.2447
S1 1.2480 1.2429

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

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