CME Japanese Yen Future September 2010

Trading Metrics calculated at close of trading on 12-Feb-2010

Day Change Summary
	Previous	Current
	11-Feb-2010	12-Feb-2010	Change	Change %	Previous Week
Open	1.1156	1.1135	-0.0021	-0.2%	1.1209
High	1.1156	1.1135	-0.0021	-0.2%	1.1209
Low	1.1156	1.1135	-0.0021	-0.2%	1.1135
Close	1.1160	1.1135	-0.0025	-0.2%	1.1135
Range
ATR
Volume	10	10	0	0.0%	50

Daily Pivots for day following 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1135	1.1135	1.1135
R3	1.1135	1.1135	1.1135
R2	1.1135	1.1135	1.1135
R1	1.1135	1.1135	1.1135	1.1135
PP	1.1135	1.1135	1.1135	1.1135
S1	1.1135	1.1135	1.1135	1.1135
S2	1.1135	1.1135	1.1135
S3	1.1135	1.1135	1.1135
S4	1.1135	1.1135	1.1135

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1382	1.1332	1.1176
R3	1.1308	1.1258	1.1155
R2	1.1234	1.1234	1.1149
R1	1.1184	1.1184	1.1142	1.1172
PP	1.1160	1.1160	1.1160	1.1154
S1	1.1110	1.1110	1.1128	1.1098
S2	1.1086	1.1086	1.1121
S3	1.1012	1.1036	1.1115
S4	1.0938	1.0962	1.1094

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1209	1.1135	0.0074	0.7%	0.0000	0.0%	0%	False	True	10
10	1.1262	1.1009	0.0253	2.3%	0.0002	0.0%	50%	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	1.1135
2.618	1.1135
1.618	1.1135
1.000	1.1135
0.618	1.1135
HIGH	1.1135
0.618	1.1135
0.500	1.1135
0.382	1.1135
LOW	1.1135
0.618	1.1135
1.000	1.1135
1.618	1.1135
2.618	1.1135
4.250	1.1135

Fisher Pivots for day following 12-Feb-2010
Pivot	1 day	3 day
R1	1.1135	1.1146
PP	1.1135	1.1142
S1	1.1135	1.1139

Download as Excel Spreadsheet

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

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