CME Japanese Yen Future June 2010

Trading Metrics calculated at close of trading on 24-Feb-2010

Day Change Summary
	Previous	Current
	23-Feb-2010	24-Feb-2010	Change	Change %	Previous Week
Open	1.0964	1.1090	0.0126	1.1%	1.1120
High	1.1126	1.1145	0.0019	0.2%	1.1151
Low	1.0964	1.1075	0.0111	1.0%	1.0860
Close	1.1095	1.1100	0.0005	0.0%	1.0907
Range	0.0162	0.0070	-0.0092	-56.8%	0.0291
ATR	0.0110	0.0107	-0.0003	-2.6%	0.0000
Volume	276	1,875	1,599	579.3%	1,742

Daily Pivots for day following 24-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1317	1.1278	1.1139
R3	1.1247	1.1208	1.1119
R2	1.1177	1.1177	1.1113
R1	1.1138	1.1138	1.1106	1.1158
PP	1.1107	1.1107	1.1107	1.1116
S1	1.1068	1.1068	1.1094	1.1088
S2	1.1037	1.1037	1.1087
S3	1.0967	1.0998	1.1081
S4	1.0897	1.0928	1.1062

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1846	1.1667	1.1067
R3	1.1555	1.1376	1.0987
R2	1.1264	1.1264	1.0960
R1	1.1085	1.1085	1.0934	1.1029
PP	1.0973	1.0973	1.0973	1.0945
S1	1.0794	1.0794	1.0880	1.0738
S2	1.0682	1.0682	1.0854
S3	1.0391	1.0503	1.0827
S4	1.0100	1.0212	1.0747

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1145	1.0860	0.0285	2.6%	0.0107	1.0%	84%	True	False	681
10	1.1207	1.0860	0.0347	3.1%	0.0101	0.9%	69%	False	False	485
20	1.1288	1.0860	0.0428	3.9%	0.0108	1.0%	56%	False	False	327
40	1.1288	1.0693	0.0595	5.4%	0.0102	0.9%	68%	False	False	231

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	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1443
2.618	1.1328
1.618	1.1258
1.000	1.1215
0.618	1.1188
HIGH	1.1145
0.618	1.1118
0.500	1.1110
0.382	1.1102
LOW	1.1075
0.618	1.1032
1.000	1.1005
1.618	1.0962
2.618	1.0892
4.250	1.0778

Fisher Pivots for day following 24-Feb-2010
Pivot	1 day	3 day
R1	1.1110	1.1074
PP	1.1107	1.1048
S1	1.1103	1.1023

Download as Excel Spreadsheet

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

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