CME Japanese Yen Future June 2010

Trading Metrics calculated at close of trading on 27-Jan-2010

Day Change Summary
	Previous	Current
	26-Jan-2010	27-Jan-2010	Change	Change %	Previous Week
Open	1.1063	1.1200	0.0137	1.2%	1.1040
High	1.1194	1.1221	0.0027	0.2%	1.1141
Low	1.1063	1.1114	0.0051	0.5%	1.0896
Close	1.1156	1.1125	-0.0031	-0.3%	1.1138
Range	0.0131	0.0107	-0.0024	-18.3%	0.0245
ATR	0.0101	0.0102	0.0000	0.4%	0.0000
Volume	48	173	125	260.4%	390

Daily Pivots for day following 27-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1474	1.1407	1.1184
R3	1.1367	1.1300	1.1154
R2	1.1260	1.1260	1.1145
R1	1.1193	1.1193	1.1135	1.1173
PP	1.1153	1.1153	1.1153	1.1144
S1	1.1086	1.1086	1.1115	1.1066
S2	1.1046	1.1046	1.1105
S3	1.0939	1.0979	1.1096
S4	1.0832	1.0872	1.1066

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	1.1221	1.0896	0.0325	2.9%	0.0110	1.0%	70%	True	False	137
10	1.1221	1.0894	0.0327	2.9%	0.0094	0.8%	71%	True	False	118
20	1.1221	1.0693	0.0528	4.7%	0.0099	0.9%	82%	True	False	143

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	True
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1676
2.618	1.1501
1.618	1.1394
1.000	1.1328
0.618	1.1287
HIGH	1.1221
0.618	1.1180
0.500	1.1168
0.382	1.1155
LOW	1.1114
0.618	1.1048
1.000	1.1007
1.618	1.0941
2.618	1.0834
4.250	1.0659

Fisher Pivots for day following 27-Jan-2010
Pivot	1 day	3 day
R1	1.1168	1.1142
PP	1.1153	1.1136
S1	1.1139	1.1131

Download as Excel Spreadsheet

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

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