CME Japanese Yen Future June 2010

Trading Metrics calculated at close of trading on 08-Feb-2010

Day Change Summary
	Previous	Current
	05-Feb-2010	08-Feb-2010	Change	Change %	Previous Week
Open	1.1197	1.1198	0.0001	0.0%	1.1088
High	1.1257	1.1215	-0.0042	-0.4%	1.1288
Low	1.1145	1.1179	0.0034	0.3%	1.0968
Close	1.1222	1.1199	-0.0023	-0.2%	1.1222
Range	0.0112	0.0036	-0.0076	-67.9%	0.0320
ATR	0.0118	0.0112	-0.0005	-4.5%	0.0000
Volume	255	248	-7	-2.7%	601

Daily Pivots for day following 08-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1306	1.1288	1.1219
R3	1.1270	1.1252	1.1209
R2	1.1234	1.1234	1.1206
R1	1.1216	1.1216	1.1202	1.1225
PP	1.1198	1.1198	1.1198	1.1202
S1	1.1180	1.1180	1.1196	1.1189
S2	1.1162	1.1162	1.1192
S3	1.1126	1.1144	1.1189
S4	1.1090	1.1108	1.1179

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.2119	1.1991	1.1398
R3	1.1799	1.1671	1.1310
R2	1.1479	1.1479	1.1281
R1	1.1351	1.1351	1.1251	1.1415
PP	1.1159	1.1159	1.1159	1.1192
S1	1.1031	1.1031	1.1193	1.1095
S2	1.0839	1.0839	1.1163
S3	1.0519	1.0711	1.1134
S4	1.0199	1.0391	1.1046

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1288	1.0968	0.0320	2.9%	0.0128	1.1%	72%	False	False	151
10	1.1288	1.0968	0.0320	2.9%	0.0124	1.1%	72%	False	False	159
20	1.1288	1.0801	0.0487	4.3%	0.0111	1.0%	82%	False	False	168

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0021
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	1.1368
2.618	1.1309
1.618	1.1273
1.000	1.1251
0.618	1.1237
HIGH	1.1215
0.618	1.1201
0.500	1.1197
0.382	1.1193
LOW	1.1179
0.618	1.1157
1.000	1.1143
1.618	1.1121
2.618	1.1085
4.250	1.1026

Fisher Pivots for day following 08-Feb-2010
Pivot	1 day	3 day
R1	1.1198	1.1180
PP	1.1198	1.1161
S1	1.1197	1.1142

Download as Excel Spreadsheet

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

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