CME Japanese Yen Future June 2010

Trading Metrics calculated at close of trading on 10-Feb-2010

Day Change Summary
	Previous	Current
	09-Feb-2010	10-Feb-2010	Change	Change %	Previous Week
Open	1.1195	1.1137	-0.0058	-0.5%	1.1088
High	1.1196	1.1207	0.0011	0.1%	1.1288
Low	1.1150	1.1112	-0.0038	-0.3%	1.0968
Close	1.1163	1.1131	-0.0032	-0.3%	1.1222
Range	0.0046	0.0095	0.0049	106.5%	0.0320
ATR	0.0108	0.0107	-0.0001	-0.8%	0.0000
Volume	147	143	-4	-2.7%	601

Daily Pivots for day following 10-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1435	1.1378	1.1183
R3	1.1340	1.1283	1.1157
R2	1.1245	1.1245	1.1148
R1	1.1188	1.1188	1.1140	1.1169
PP	1.1150	1.1150	1.1150	1.1141
S1	1.1093	1.1093	1.1122	1.1074
S2	1.1055	1.1055	1.1114
S3	1.0960	1.0998	1.1105
S4	1.0865	1.0903	1.1079

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	1.0996	0.0292	2.6%	0.0116	1.0%	46%	False	False	183
10	1.1288	1.0968	0.0320	2.9%	0.0114	1.0%	51%	False	False	166
20	1.1288	1.0894	0.0394	3.5%	0.0104	0.9%	60%	False	False	142
40	1.1330	1.0693	0.0637	5.7%	0.0093	0.8%	69%	False	False	125

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1611
2.618	1.1456
1.618	1.1361
1.000	1.1302
0.618	1.1266
HIGH	1.1207
0.618	1.1171
0.500	1.1160
0.382	1.1148
LOW	1.1112
0.618	1.1053
1.000	1.1017
1.618	1.0958
2.618	1.0863
4.250	1.0708

Fisher Pivots for day following 10-Feb-2010
Pivot	1 day	3 day
R1	1.1160	1.1164
PP	1.1150	1.1153
S1	1.1141	1.1142

Download as Excel Spreadsheet

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

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