CME Japanese Yen Future December 2011


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 1.2383 1.2480 0.0097 0.8% 1.2289
High 1.2383 1.2480 0.0097 0.8% 1.2480
Low 1.2383 1.2480 0.0097 0.8% 1.2289
Close 1.2383 1.2475 0.0092 0.7% 1.2475
Range
ATR 0.0059 0.0062 0.0003 4.6% 0.0000
Volume 46 46 0 0.0% 98
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2478 1.2477 1.2475
R3 1.2478 1.2477 1.2475
R2 1.2478 1.2478 1.2475
R1 1.2477 1.2477 1.2475 1.2478
PP 1.2478 1.2478 1.2478 1.2479
S1 1.2477 1.2477 1.2475 1.2478
S2 1.2478 1.2478 1.2475
S3 1.2478 1.2477 1.2475
S4 1.2478 1.2477 1.2475
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2988 1.2922 1.2580
R3 1.2797 1.2731 1.2528
R2 1.2606 1.2606 1.2510
R1 1.2540 1.2540 1.2493 1.2573
PP 1.2415 1.2415 1.2415 1.2431
S1 1.2349 1.2349 1.2457 1.2382
S2 1.2224 1.2224 1.2440
S3 1.2033 1.2158 1.2422
S4 1.1842 1.1967 1.2370
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2480 1.2289 0.0191 1.5% 0.0018 0.1% 97% True False 20
10 1.2480 1.2187 0.0293 2.3% 0.0013 0.1% 98% True False 13
20 1.2480 1.2187 0.0293 2.3% 0.0016 0.1% 98% True False 15
40 1.2521 1.1756 0.0765 6.1% 0.0028 0.2% 94% False False 15
60 1.2708 1.1732 0.0976 7.8% 0.0037 0.3% 76% False False 16
80 1.2708 1.1732 0.0976 7.8% 0.0029 0.2% 76% False False 13
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2480
2.618 1.2480
1.618 1.2480
1.000 1.2480
0.618 1.2480
HIGH 1.2480
0.618 1.2480
0.500 1.2480
0.382 1.2480
LOW 1.2480
0.618 1.2480
1.000 1.2480
1.618 1.2480
2.618 1.2480
4.250 1.2480
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 1.2480 1.2445
PP 1.2478 1.2416
S1 1.2477 1.2386

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

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