CME Japanese Yen Future June 2010

Trading Metrics calculated at close of trading on 21-Jan-2010

Day Change Summary
	Previous	Current
	20-Jan-2010	21-Jan-2010	Change	Change %	Previous Week
Open	1.0975	1.0927	-0.0048	-0.4%	1.0816
High	1.1011	1.1098	0.0087	0.8%	1.1028
Low	1.0942	1.0896	-0.0046	-0.4%	1.0801
Close	1.0973	1.1071	0.0098	0.9%	1.1010
Range	0.0069	0.0202	0.0133	192.8%	0.0227
ATR	0.0097	0.0105	0.0007	7.7%	0.0000
Volume	85	110	25	29.4%	1,161

Daily Pivots for day following 21-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1628	1.1551	1.1182
R3	1.1426	1.1349	1.1127
R2	1.1224	1.1224	1.1108
R1	1.1147	1.1147	1.1090	1.1186
PP	1.1022	1.1022	1.1022	1.1041
S1	1.0945	1.0945	1.1052	1.0984
S2	1.0820	1.0820	1.1034
S3	1.0618	1.0743	1.1015
S4	1.0416	1.0541	1.0960

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1627	1.1546	1.1135
R3	1.1400	1.1319	1.1072
R2	1.1173	1.1173	1.1052
R1	1.1092	1.1092	1.1031	1.1133
PP	1.0946	1.0946	1.0946	1.0967
S1	1.0865	1.0865	1.0989	1.0906
S2	1.0719	1.0719	1.0968
S3	1.0492	1.0638	1.0948
S4	1.0265	1.0411	1.0885

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1098	1.0894	0.0204	1.8%	0.0105	0.9%	87%	True	False	83
10	1.1098	1.0693	0.0405	3.7%	0.0115	1.0%	93%	True	False	167
20	1.1098	1.0693	0.0405	3.7%	0.0088	0.8%	93%	True	False	116

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1.1957
2.618	1.1627
1.618	1.1425
1.000	1.1300
0.618	1.1223
HIGH	1.1098
0.618	1.1021
0.500	1.0997
0.382	1.0973
LOW	1.0896
0.618	1.0771
1.000	1.0694
1.618	1.0569
2.618	1.0367
4.250	1.0038

Fisher Pivots for day following 21-Jan-2010
Pivot	1 day	3 day
R1	1.1046	1.1046
PP	1.1022	1.1022
S1	1.0997	1.0997

Download as Excel Spreadsheet

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

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