CME Japanese Yen Future June 2010

Trading Metrics calculated at close of trading on 28-Jan-2010

Day Change Summary
	Previous	Current
	27-Jan-2010	28-Jan-2010	Change	Change %	Previous Week
Open	1.1200	1.1127	-0.0073	-0.7%	1.1040
High	1.1221	1.1161	-0.0060	-0.5%	1.1141
Low	1.1114	1.1060	-0.0054	-0.5%	1.0896
Close	1.1125	1.1129	0.0004	0.0%	1.1138
Range	0.0107	0.0101	-0.0006	-5.6%	0.0245
ATR	0.0102	0.0101	0.0000	0.0%	0.0000
Volume	173	337	164	94.8%	390

Daily Pivots for day following 28-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1420	1.1375	1.1185
R3	1.1319	1.1274	1.1157
R2	1.1218	1.1218	1.1148
R1	1.1173	1.1173	1.1138	1.1196
PP	1.1117	1.1117	1.1117	1.1128
S1	1.1072	1.1072	1.1120	1.1095
S2	1.1016	1.1016	1.1110
S3	1.0915	1.0971	1.1101
S4	1.0814	1.0870	1.1073

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	1.1060	0.0161	1.4%	0.0090	0.8%	43%	False	True	183
10	1.1221	1.0894	0.0327	2.9%	0.0097	0.9%	72%	False	False	133
20	1.1221	1.0693	0.0528	4.7%	0.0102	0.9%	83%	False	False	156

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	0.0018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1590
2.618	1.1425
1.618	1.1324
1.000	1.1262
0.618	1.1223
HIGH	1.1161
0.618	1.1122
0.500	1.1111
0.382	1.1099
LOW	1.1060
0.618	1.0998
1.000	1.0959
1.618	1.0897
2.618	1.0796
4.250	1.0631

Fisher Pivots for day following 28-Jan-2010
Pivot	1 day	3 day
R1	1.1123	1.1141
PP	1.1117	1.1137
S1	1.1111	1.1133

Download as Excel Spreadsheet

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

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