CME Japanese Yen Future June 2010

Trading Metrics calculated at close of trading on 12-Feb-2010

Day Change Summary
	Previous	Current
	11-Feb-2010	12-Feb-2010	Change	Change %	Previous Week
Open	1.1123	1.1154	0.0031	0.3%	1.1198
High	1.1161	1.1167	0.0006	0.1%	1.1215
Low	1.1118	1.1067	-0.0051	-0.5%	1.1067
Close	1.1150	1.1125	-0.0025	-0.2%	1.1125
Range	0.0043	0.0100	0.0057	132.6%	0.0148
ATR	0.0102	0.0102	0.0000	-0.2%	0.0000
Volume	249	256	7	2.8%	1,043

Daily Pivots for day following 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1420	1.1372	1.1180
R3	1.1320	1.1272	1.1153
R2	1.1220	1.1220	1.1143
R1	1.1172	1.1172	1.1134	1.1146
PP	1.1120	1.1120	1.1120	1.1107
S1	1.1072	1.1072	1.1116	1.1046
S2	1.1020	1.1020	1.1107
S3	1.0920	1.0972	1.1098
S4	1.0820	1.0872	1.1070

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1580	1.1500	1.1206
R3	1.1432	1.1352	1.1166
R2	1.1284	1.1284	1.1152
R1	1.1204	1.1204	1.1139	1.1170
PP	1.1136	1.1136	1.1136	1.1119
S1	1.1056	1.1056	1.1111	1.1022
S2	1.0988	1.0988	1.1098
S3	1.0840	1.0908	1.1084
S4	1.0692	1.0760	1.1044

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1215	1.1067	0.0148	1.3%	0.0064	0.6%	39%	False	True	208
10	1.1288	1.0968	0.0320	2.9%	0.0103	0.9%	49%	False	False	164
20	1.1288	1.0896	0.0392	3.5%	0.0102	0.9%	58%	False	False	154
40	1.1288	1.0693	0.0595	5.3%	0.0095	0.9%	73%	False	False	137

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1592
2.618	1.1429
1.618	1.1329
1.000	1.1267
0.618	1.1229
HIGH	1.1167
0.618	1.1129
0.500	1.1117
0.382	1.1105
LOW	1.1067
0.618	1.1005
1.000	1.0967
1.618	1.0905
2.618	1.0805
4.250	1.0642

Fisher Pivots for day following 12-Feb-2010
Pivot	1 day	3 day
R1	1.1122	1.1137
PP	1.1120	1.1133
S1	1.1117	1.1129

Download as Excel Spreadsheet

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

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