CME Japanese Yen Future June 2010

Trading Metrics calculated at close of trading on 02-Feb-2010

Day Change Summary
	Previous	Current
	01-Feb-2010	02-Feb-2010	Change	Change %	Previous Week
Open	1.1088	1.1018	-0.0070	-0.6%	1.1121
High	1.1105	1.1075	-0.0030	-0.3%	1.1221
Low	1.1004	1.1014	0.0010	0.1%	1.1012
Close	1.1040	1.1074	0.0034	0.3%	1.1084
Range	0.0101	0.0061	-0.0040	-39.6%	0.0209
ATR	0.0105	0.0102	-0.0003	-3.0%	0.0000
Volume	93	100	7	7.5%	962

Daily Pivots for day following 02-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1237	1.1217	1.1108
R3	1.1176	1.1156	1.1091
R2	1.1115	1.1115	1.1085
R1	1.1095	1.1095	1.1080	1.1105
PP	1.1054	1.1054	1.1054	1.1060
S1	1.1034	1.1034	1.1068	1.1044
S2	1.0993	1.0993	1.1063
S3	1.0932	1.0973	1.1057
S4	1.0871	1.0912	1.1040

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1733	1.1617	1.1199
R3	1.1524	1.1408	1.1141
R2	1.1315	1.1315	1.1122
R1	1.1199	1.1199	1.1103	1.1153
PP	1.1106	1.1106	1.1106	1.1082
S1	1.0990	1.0990	1.1065	1.0944
S2	1.0897	1.0897	1.1046
S3	1.0688	1.0781	1.1027
S4	1.0479	1.0572	1.0969

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1221	1.1004	0.0217	2.0%	0.0105	0.9%	32%	False	False	178
10	1.1221	1.0896	0.0325	2.9%	0.0104	0.9%	55%	False	False	149
20	1.1221	1.0693	0.0528	4.8%	0.0106	1.0%	72%	False	False	162

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1334
2.618	1.1235
1.618	1.1174
1.000	1.1136
0.618	1.1113
HIGH	1.1075
0.618	1.1052
0.500	1.1045
0.382	1.1037
LOW	1.1014
0.618	1.0976
1.000	1.0953
1.618	1.0915
2.618	1.0854
4.250	1.0755

Fisher Pivots for day following 02-Feb-2010
Pivot	1 day	3 day
R1	1.1064	1.1085
PP	1.1054	1.1081
S1	1.1045	1.1078

Download as Excel Spreadsheet

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

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