CME Japanese Yen Future June 2010

Trading Metrics calculated at close of trading on 17-Feb-2010

Day Change Summary
	Previous	Current
	16-Feb-2010	17-Feb-2010	Change	Change %	Previous Week
Open	1.1120	1.1086	-0.0034	-0.3%	1.1198
High	1.1151	1.1088	-0.0063	-0.6%	1.1215
Low	1.1060	1.0947	-0.0113	-1.0%	1.1067
Close	1.1101	1.0980	-0.0121	-1.1%	1.1125
Range	0.0091	0.0141	0.0050	54.9%	0.0148
ATR	0.0101	0.0105	0.0004	3.7%	0.0000
Volume	676	127	-549	-81.2%	1,043

Daily Pivots for day following 17-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1428	1.1345	1.1058
R3	1.1287	1.1204	1.1019
R2	1.1146	1.1146	1.1006
R1	1.1063	1.1063	1.0993	1.1034
PP	1.1005	1.1005	1.1005	1.0991
S1	1.0922	1.0922	1.0967	1.0893
S2	1.0864	1.0864	1.0954
S3	1.0723	1.0781	1.0941
S4	1.0582	1.0640	1.0902

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	1.1207	1.0947	0.0260	2.4%	0.0094	0.9%	13%	False	True	290
10	1.1288	1.0947	0.0341	3.1%	0.0110	1.0%	10%	False	True	225
20	1.1288	1.0896	0.0392	3.6%	0.0107	1.0%	21%	False	False	187
40	1.1288	1.0693	0.0595	5.4%	0.0097	0.9%	48%	False	False	152

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.1687
2.618	1.1457
1.618	1.1316
1.000	1.1229
0.618	1.1175
HIGH	1.1088
0.618	1.1034
0.500	1.1018
0.382	1.1001
LOW	1.0947
0.618	1.0860
1.000	1.0806
1.618	1.0719
2.618	1.0578
4.250	1.0348

Fisher Pivots for day following 17-Feb-2010
Pivot	1 day	3 day
R1	1.1018	1.1057
PP	1.1005	1.1031
S1	1.0993	1.1006

Download as Excel Spreadsheet

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

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