CME Japanese Yen Future June 2010

Trading Metrics calculated at close of trading on 23-Feb-2010

Day Change Summary
	Previous	Current
	22-Feb-2010	23-Feb-2010	Change	Change %	Previous Week
Open	1.0913	1.0964	0.0051	0.5%	1.1120
High	1.0993	1.1126	0.0133	1.2%	1.1151
Low	1.0900	1.0964	0.0064	0.6%	1.0860
Close	1.0973	1.1095	0.0122	1.1%	1.0907
Range	0.0093	0.0162	0.0069	74.2%	0.0291
ATR	0.0106	0.0110	0.0004	3.7%	0.0000
Volume	315	276	-39	-12.4%	1,742

Daily Pivots for day following 23-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1548	1.1483	1.1184
R3	1.1386	1.1321	1.1140
R2	1.1224	1.1224	1.1125
R1	1.1159	1.1159	1.1110	1.1192
PP	1.1062	1.1062	1.1062	1.1078
S1	1.0997	1.0997	1.1080	1.1030
S2	1.0900	1.0900	1.1065
S3	1.0738	1.0835	1.1050
S4	1.0576	1.0673	1.1006

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1846	1.1667	1.1067
R3	1.1555	1.1376	1.0987
R2	1.1264	1.1264	1.0960
R1	1.1085	1.1085	1.0934	1.1029
PP	1.0973	1.0973	1.0973	1.0945
S1	1.0794	1.0794	1.0880	1.0738
S2	1.0682	1.0682	1.0854
S3	1.0391	1.0503	1.0827
S4	1.0100	1.0212	1.0747

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1126	1.0860	0.0266	2.4%	0.0121	1.1%	88%	True	False	331
10	1.1207	1.0860	0.0347	3.1%	0.0098	0.9%	68%	False	False	312
20	1.1288	1.0860	0.0428	3.9%	0.0111	1.0%	55%	False	False	236
40	1.1288	1.0693	0.0595	5.4%	0.0101	0.9%	68%	False	False	184

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	0.0017
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.1815
2.618	1.1550
1.618	1.1388
1.000	1.1288
0.618	1.1226
HIGH	1.1126
0.618	1.1064
0.500	1.1045
0.382	1.1026
LOW	1.0964
0.618	1.0864
1.000	1.0802
1.618	1.0702
2.618	1.0540
4.250	1.0276

Fisher Pivots for day following 23-Feb-2010
Pivot	1 day	3 day
R1	1.1078	1.1061
PP	1.1062	1.1027
S1	1.1045	1.0993

Download as Excel Spreadsheet

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

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