CME Japanese Yen Future December 2010

Trading Metrics calculated at close of trading on 23-Feb-2010

Day Change Summary
	Previous	Current
	22-Feb-2010	23-Feb-2010	Change	Change %	Previous Week
Open	1.0997	1.1119	0.0122	1.1%	1.1119
High	1.0997	1.1119	0.0122	1.1%	1.1119
Low	1.0997	1.1119	0.0122	1.1%	1.0932
Close	1.0997	1.1119	0.0122	1.1%	1.0932
Range
ATR
Volume	5	5	0	0.0%	31

Daily Pivots for day following 23-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1119	1.1119	1.1119
R3	1.1119	1.1119	1.1119
R2	1.1119	1.1119	1.1119
R1	1.1119	1.1119	1.1119	1.1119
PP	1.1119	1.1119	1.1119	1.1119
S1	1.1119	1.1119	1.1119	1.1119
S2	1.1119	1.1119	1.1119
S3	1.1119	1.1119	1.1119
S4	1.1119	1.1119	1.1119

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1555	1.1431	1.1035
R3	1.1368	1.1244	1.0983
R2	1.1181	1.1181	1.0966
R1	1.1057	1.1057	1.0949	1.1026
PP	1.0994	1.0994	1.0994	1.0979
S1	1.0870	1.0870	1.0915	1.0839
S2	1.0807	1.0807	1.0898
S3	1.0620	1.0683	1.0881
S4	1.0433	1.0496	1.0829

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1119	1.0932	0.0187	1.7%	0.0000	0.0%	100%	True	False	5
10	1.1190	1.0932	0.0258	2.3%	0.0000	0.0%	72%	False	False	10

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	1.1119
2.618	1.1119
1.618	1.1119
1.000	1.1119
0.618	1.1119
HIGH	1.1119
0.618	1.1119
0.500	1.1119
0.382	1.1119
LOW	1.1119
0.618	1.1119
1.000	1.1119
1.618	1.1119
2.618	1.1119
4.250	1.1119

Fisher Pivots for day following 23-Feb-2010
Pivot	1 day	3 day
R1	1.1119	1.1088
PP	1.1119	1.1057
S1	1.1119	1.1026

Download as Excel Spreadsheet

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

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