CME Japanese Yen Future June 2010

Trading Metrics calculated at close of trading on 04-Mar-2010

Day Change Summary
	Previous	Current
	03-Mar-2010	04-Mar-2010	Change	Change %	Previous Week
Open	1.1268	1.1304	0.0036	0.3%	1.0913
High	1.1329	1.1350	0.0021	0.2%	1.1273
Low	1.1242	1.1208	-0.0034	-0.3%	1.0900
Close	1.1319	1.1229	-0.0090	-0.8%	1.1259
Range	0.0087	0.0142	0.0055	63.2%	0.0373
ATR	0.0107	0.0109	0.0003	2.4%	0.0000
Volume	2,689	4,061	1,372	51.0%	5,736

Daily Pivots for day following 04-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1688	1.1601	1.1307
R3	1.1546	1.1459	1.1268
R2	1.1404	1.1404	1.1255
R1	1.1317	1.1317	1.1242	1.1290
PP	1.1262	1.1262	1.1262	1.1249
S1	1.1175	1.1175	1.1216	1.1148
S2	1.1120	1.1120	1.1203
S3	1.0978	1.1033	1.1190
S4	1.0836	1.0891	1.1151

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	1.1350	1.1180	0.0170	1.5%	0.0101	0.9%	29%	True	False	2,215
10	1.1350	1.0860	0.0490	4.4%	0.0107	1.0%	75%	True	False	1,568
20	1.1350	1.0860	0.0490	4.4%	0.0109	1.0%	75%	True	False	908
40	1.1350	1.0693	0.0657	5.9%	0.0108	1.0%	82%	True	False	534

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1954
2.618	1.1722
1.618	1.1580
1.000	1.1492
0.618	1.1438
HIGH	1.1350
0.618	1.1296
0.500	1.1279
0.382	1.1262
LOW	1.1208
0.618	1.1120
1.000	1.1066
1.618	1.0978
2.618	1.0836
4.250	1.0605

Fisher Pivots for day following 04-Mar-2010
Pivot	1 day	3 day
R1	1.1279	1.1273
PP	1.1262	1.1258
S1	1.1246	1.1244

Download as Excel Spreadsheet

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

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