CME Japanese Yen Future December 2011


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 1.2506 1.2518 0.0012 0.1% 1.2289
High 1.2506 1.2518 0.0012 0.1% 1.2480
Low 1.2506 1.2518 0.0012 0.1% 1.2289
Close 1.2506 1.2497 -0.0009 -0.1% 1.2475
Range
ATR 0.0060 0.0056 -0.0003 -5.7% 0.0000
Volume 2 2 0 0.0% 98
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2511 1.2504 1.2497
R3 1.2511 1.2504 1.2497
R2 1.2511 1.2511 1.2497
R1 1.2504 1.2504 1.2497 1.2508
PP 1.2511 1.2511 1.2511 1.2513
S1 1.2504 1.2504 1.2497 1.2508
S2 1.2511 1.2511 1.2497
S3 1.2511 1.2504 1.2497
S4 1.2511 1.2504 1.2497
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 1.2518 1.2292 0.0226 1.8% 0.0014 0.1% 91% True False 19
10 1.2518 1.2187 0.0331 2.6% 0.0013 0.1% 94% True False 11
20 1.2518 1.2187 0.0331 2.6% 0.0013 0.1% 94% True False 14
40 1.2521 1.1838 0.0683 5.5% 0.0028 0.2% 96% False False 15
60 1.2708 1.1732 0.0976 7.8% 0.0037 0.3% 78% False False 16
80 1.2708 1.1732 0.0976 7.8% 0.0029 0.2% 78% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2518
2.618 1.2518
1.618 1.2518
1.000 1.2518
0.618 1.2518
HIGH 1.2518
0.618 1.2518
0.500 1.2518
0.382 1.2518
LOW 1.2518
0.618 1.2518
1.000 1.2518
1.618 1.2518
2.618 1.2518
4.250 1.2518
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 1.2518 1.2499
PP 1.2511 1.2498
S1 1.2504 1.2498

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

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