CME Japanese Yen Future September 2010

Trading Metrics calculated at close of trading on 11-Feb-2010

Day Change Summary
	Previous	Current
	10-Feb-2010	11-Feb-2010	Change	Change %	Previous Week
Open	1.1141	1.1156	0.0015	0.1%	1.1049
High	1.1141	1.1156	0.0015	0.1%	1.1262
Low	1.1141	1.1156	0.0015	0.1%	1.1009
Close	1.1141	1.1160	0.0019	0.2%	1.1229
Range
ATR
Volume	10	10	0	0.0%	37

Daily Pivots for day following 11-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1157	1.1159	1.1160
R3	1.1157	1.1159	1.1160
R2	1.1157	1.1157	1.1160
R1	1.1159	1.1159	1.1160	1.1158
PP	1.1157	1.1157	1.1157	1.1157
S1	1.1159	1.1159	1.1160	1.1158
S2	1.1157	1.1157	1.1160
S3	1.1157	1.1159	1.1160
S4	1.1157	1.1159	1.1160

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1926	1.1830	1.1368
R3	1.1673	1.1577	1.1299
R2	1.1420	1.1420	1.1275
R1	1.1324	1.1324	1.1252	1.1372
PP	1.1167	1.1167	1.1167	1.1191
S1	1.1071	1.1071	1.1206	1.1119
S2	1.0914	1.0914	1.1183
S3	1.0661	1.0818	1.1159
S4	1.0408	1.0565	1.1090

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1262	1.1141	0.0121	1.1%	0.0004	0.0%	16%	False	False	9
10	1.1262	1.1009	0.0253	2.3%	0.0002	0.0%	60%	False	False	8

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.1156
2.618	1.1156
1.618	1.1156
1.000	1.1156
0.618	1.1156
HIGH	1.1156
0.618	1.1156
0.500	1.1156
0.382	1.1156
LOW	1.1156
0.618	1.1156
1.000	1.1156
1.618	1.1156
2.618	1.1156
4.250	1.1156

Fisher Pivots for day following 11-Feb-2010
Pivot	1 day	3 day
R1	1.1159	1.1159
PP	1.1157	1.1158
S1	1.1156	1.1157

Download as Excel Spreadsheet

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

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