CME Japanese Yen Future June 2010

Trading Metrics calculated at close of trading on 26-Jan-2010

Day Change Summary
	Previous	Current
	25-Jan-2010	26-Jan-2010	Change	Change %	Previous Week
Open	1.1121	1.1063	-0.0058	-0.5%	1.1040
High	1.1124	1.1194	0.0070	0.6%	1.1141
Low	1.1085	1.1063	-0.0022	-0.2%	1.0896
Close	1.1088	1.1156	0.0068	0.6%	1.1138
Range	0.0039	0.0131	0.0092	235.9%	0.0245
ATR	0.0099	0.0101	0.0002	2.3%	0.0000
Volume	217	48	-169	-77.9%	390

Daily Pivots for day following 26-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1531	1.1474	1.1228
R3	1.1400	1.1343	1.1192
R2	1.1269	1.1269	1.1180
R1	1.1212	1.1212	1.1168	1.1241
PP	1.1138	1.1138	1.1138	1.1152
S1	1.1081	1.1081	1.1144	1.1110
S2	1.1007	1.1007	1.1132
S3	1.0876	1.0950	1.1120
S4	1.0745	1.0819	1.1084

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1793	1.1711	1.1273
R3	1.1548	1.1466	1.1205
R2	1.1303	1.1303	1.1183
R1	1.1221	1.1221	1.1160	1.1262
PP	1.1058	1.1058	1.1058	1.1079
S1	1.0976	1.0976	1.1116	1.1017
S2	1.0813	1.0813	1.1093
S3	1.0568	1.0731	1.1071
S4	1.0323	1.0486	1.1003

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1194	1.0896	0.0298	2.7%	0.0102	0.9%	87%	True	False	120
10	1.1194	1.0839	0.0355	3.2%	0.0102	0.9%	89%	True	False	115
20	1.1194	1.0693	0.0501	4.5%	0.0096	0.9%	92%	True	False	134

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1751
2.618	1.1537
1.618	1.1406
1.000	1.1325
0.618	1.1275
HIGH	1.1194
0.618	1.1144
0.500	1.1129
0.382	1.1113
LOW	1.1063
0.618	1.0982
1.000	1.0932
1.618	1.0851
2.618	1.0720
4.250	1.0506

Fisher Pivots for day following 26-Jan-2010
Pivot	1 day	3 day
R1	1.1147	1.1147
PP	1.1138	1.1138
S1	1.1129	1.1129

Download as Excel Spreadsheet

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

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