CME Japanese Yen Future June 2010

Trading Metrics calculated at close of trading on 18-Feb-2010

Day Change Summary
	Previous	Current
	17-Feb-2010	18-Feb-2010	Change	Change %	Previous Week
Open	1.1086	1.0972	-0.0114	-1.0%	1.1198
High	1.1088	1.1043	-0.0045	-0.4%	1.1215
Low	1.0947	1.0896	-0.0051	-0.5%	1.1067
Close	1.0980	1.0957	-0.0023	-0.2%	1.1125
Range	0.0141	0.0147	0.0006	4.3%	0.0148
ATR	0.0105	0.0108	0.0003	2.9%	0.0000
Volume	127	263	136	107.1%	1,043

Daily Pivots for day following 18-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1406	1.1329	1.1038
R3	1.1259	1.1182	1.0997
R2	1.1112	1.1112	1.0984
R1	1.1035	1.1035	1.0970	1.1000
PP	1.0965	1.0965	1.0965	1.0948
S1	1.0888	1.0888	1.0944	1.0853
S2	1.0818	1.0818	1.0930
S3	1.0671	1.0741	1.0917
S4	1.0524	1.0594	1.0876

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	1.1167	1.0896	0.0271	2.5%	0.0104	1.0%	23%	False	True	314
10	1.1288	1.0896	0.0392	3.6%	0.0110	1.0%	16%	False	True	248
20	1.1288	1.0896	0.0392	3.6%	0.0111	1.0%	16%	False	True	196
40	1.1288	1.0693	0.0595	5.4%	0.0095	0.9%	44%	False	False	156

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	0.0022
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.1668
2.618	1.1428
1.618	1.1281
1.000	1.1190
0.618	1.1134
HIGH	1.1043
0.618	1.0987
0.500	1.0970
0.382	1.0952
LOW	1.0896
0.618	1.0805
1.000	1.0749
1.618	1.0658
2.618	1.0511
4.250	1.0271

Fisher Pivots for day following 18-Feb-2010
Pivot	1 day	3 day
R1	1.0970	1.1024
PP	1.0965	1.1001
S1	1.0961	1.0979

Download as Excel Spreadsheet

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

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