CME Japanese Yen Future June 2010

Trading Metrics calculated at close of trading on 03-Mar-2010

Day Change Summary
	Previous	Current
	02-Mar-2010	03-Mar-2010	Change	Change %	Previous Week
Open	1.1222	1.1268	0.0046	0.4%	1.0913
High	1.1298	1.1329	0.0031	0.3%	1.1273
Low	1.1195	1.1242	0.0047	0.4%	1.0900
Close	1.1285	1.1319	0.0034	0.3%	1.1259
Range	0.0103	0.0087	-0.0016	-15.5%	0.0373
ATR	0.0108	0.0107	-0.0002	-1.4%	0.0000
Volume	1,410	2,689	1,279	90.7%	5,736

Daily Pivots for day following 03-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1558	1.1525	1.1367
R3	1.1471	1.1438	1.1343
R2	1.1384	1.1384	1.1335
R1	1.1351	1.1351	1.1327	1.1368
PP	1.1297	1.1297	1.1297	1.1305
S1	1.1264	1.1264	1.1311	1.1281
S2	1.1210	1.1210	1.1303
S3	1.1123	1.1177	1.1295
S4	1.1036	1.1090	1.1271

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	1.1329	1.1088	0.0241	2.1%	0.0108	1.0%	96%	True	False	1,696
10	1.1329	1.0860	0.0469	4.1%	0.0108	1.0%	98%	True	False	1,188
20	1.1329	1.0860	0.0469	4.1%	0.0109	1.0%	98%	True	False	707
40	1.1329	1.0693	0.0636	5.6%	0.0107	0.9%	98%	True	False	434

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1699
2.618	1.1557
1.618	1.1470
1.000	1.1416
0.618	1.1383
HIGH	1.1329
0.618	1.1296
0.500	1.1286
0.382	1.1275
LOW	1.1242
0.618	1.1188
1.000	1.1155
1.618	1.1101
2.618	1.1014
4.250	1.0872

Fisher Pivots for day following 03-Mar-2010
Pivot	1 day	3 day
R1	1.1308	1.1299
PP	1.1297	1.1278
S1	1.1286	1.1258

Download as Excel Spreadsheet

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

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