CME Japanese Yen Future June 2010

Trading Metrics calculated at close of trading on 01-Mar-2010

Day Change Summary
	Previous	Current
	26-Feb-2010	01-Mar-2010	Change	Change %	Previous Week
Open	1.1221	1.1257	0.0036	0.3%	1.0913
High	1.1273	1.1264	-0.0009	-0.1%	1.1273
Low	1.1180	1.1186	0.0006	0.1%	1.0900
Close	1.1259	1.1235	-0.0024	-0.2%	1.1259
Range	0.0093	0.0078	-0.0015	-16.1%	0.0373
ATR	0.0111	0.0109	-0.0002	-2.1%	0.0000
Volume	1,803	1,113	-690	-38.3%	5,736

Daily Pivots for day following 01-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1462	1.1427	1.1278
R3	1.1384	1.1349	1.1256
R2	1.1306	1.1306	1.1249
R1	1.1271	1.1271	1.1242	1.1250
PP	1.1228	1.1228	1.1228	1.1218
S1	1.1193	1.1193	1.1228	1.1172
S2	1.1150	1.1150	1.1221
S3	1.1072	1.1115	1.1214
S4	1.0994	1.1037	1.1192

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.2263	1.2134	1.1464
R3	1.1890	1.1761	1.1362
R2	1.1517	1.1517	1.1327
R1	1.1388	1.1388	1.1293	1.1453
PP	1.1144	1.1144	1.1144	1.1176
S1	1.1015	1.1015	1.1225	1.1080
S2	1.0771	1.0771	1.1191
S3	1.0398	1.0642	1.1156
S4	1.0025	1.0269	1.1054

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1273	1.0964	0.0309	2.8%	0.0116	1.0%	88%	False	False	1,306
10	1.1273	1.0860	0.0413	3.7%	0.0112	1.0%	91%	False	False	859
20	1.1288	1.0860	0.0428	3.8%	0.0107	1.0%	88%	False	False	511
40	1.1288	1.0693	0.0595	5.3%	0.0107	1.0%	91%	False	False	335

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

Fibonacci Retracements and Extensions
4.250	1.1596
2.618	1.1468
1.618	1.1390
1.000	1.1342
0.618	1.1312
HIGH	1.1264
0.618	1.1234
0.500	1.1225
0.382	1.1216
LOW	1.1186
0.618	1.1138
1.000	1.1108
1.618	1.1060
2.618	1.0982
4.250	1.0855

Fisher Pivots for day following 01-Mar-2010
Pivot	1 day	3 day
R1	1.1232	1.1217
PP	1.1228	1.1199
S1	1.1225	1.1181

Download as Excel Spreadsheet

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

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