CME Japanese Yen Future September 2010

Trading Metrics calculated at close of trading on 22-Feb-2010

Day Change Summary
	Previous	Current
	19-Feb-2010	22-Feb-2010	Change	Change %	Previous Week
Open	1.0917	1.0982	0.0065	0.6%	1.1111
High	1.0917	1.0982	0.0065	0.6%	1.1111
Low	1.0917	1.0982	0.0065	0.6%	1.0917
Close	1.0917	1.0982	0.0065	0.6%	1.0917
Range
ATR	0.0048	0.0049	0.0001	2.6%	0.0000
Volume	17	17	0	0.0%	54

Daily Pivots for day following 22-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0982	1.0982	1.0982
R3	1.0982	1.0982	1.0982
R2	1.0982	1.0982	1.0982
R1	1.0982	1.0982	1.0982	1.0982
PP	1.0982	1.0982	1.0982	1.0982
S1	1.0982	1.0982	1.0982	1.0982
S2	1.0982	1.0982	1.0982
S3	1.0982	1.0982	1.0982
S4	1.0982	1.0982	1.0982

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1564	1.1434	1.1024
R3	1.1370	1.1240	1.0970
R2	1.1176	1.1176	1.0953
R1	1.1046	1.1046	1.0935	1.1014
PP	1.0982	1.0982	1.0982	1.0966
S1	1.0852	1.0852	1.0899	1.0820
S2	1.0788	1.0788	1.0881
S3	1.0594	1.0658	1.0864
S4	1.0400	1.0464	1.0810

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1111	1.0917	0.0194	1.8%	0.0001	0.0%	34%	False	False	14
10	1.1209	1.0917	0.0292	2.7%	0.0001	0.0%	22%	False	False	12

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	1.0982
2.618	1.0982
1.618	1.0982
1.000	1.0982
0.618	1.0982
HIGH	1.0982
0.618	1.0982
0.500	1.0982
0.382	1.0982
LOW	1.0982
0.618	1.0982
1.000	1.0982
1.618	1.0982
2.618	1.0982
4.250	1.0982

Fisher Pivots for day following 22-Feb-2010
Pivot	1 day	3 day
R1	1.0982	1.0971
PP	1.0982	1.0960
S1	1.0982	1.0950

Download as Excel Spreadsheet

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

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