CME Japanese Yen Future September 2010

Trading Metrics calculated at close of trading on 23-Feb-2010

Day Change Summary
	Previous	Current
	22-Feb-2010	23-Feb-2010	Change	Change %	Previous Week
Open	1.0982	1.1120	0.0138	1.3%	1.1111
High	1.0982	1.1120	0.0138	1.3%	1.1111
Low	1.0982	1.1120	0.0138	1.3%	1.0917
Close	1.0982	1.1104	0.0122	1.1%	1.0917
Range
ATR	0.0049	0.0055	0.0006	13.0%	0.0000
Volume	17	17	0	0.0%	54

Daily Pivots for day following 23-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1115	1.1109	1.1104
R3	1.1115	1.1109	1.1104
R2	1.1115	1.1115	1.1104
R1	1.1109	1.1109	1.1104	1.1112
PP	1.1115	1.1115	1.1115	1.1116
S1	1.1109	1.1109	1.1104	1.1112
S2	1.1115	1.1115	1.1104
S3	1.1115	1.1109	1.1104
S4	1.1115	1.1109	1.1104

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	1.1120	1.0917	0.0203	1.8%	0.0001	0.0%	92%	True	False	15
10	1.1173	1.0917	0.0256	2.3%	0.0001	0.0%	73%	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	1.1120
2.618	1.1120
1.618	1.1120
1.000	1.1120
0.618	1.1120
HIGH	1.1120
0.618	1.1120
0.500	1.1120
0.382	1.1120
LOW	1.1120
0.618	1.1120
1.000	1.1120
1.618	1.1120
2.618	1.1120
4.250	1.1120

Fisher Pivots for day following 23-Feb-2010
Pivot	1 day	3 day
R1	1.1120	1.1076
PP	1.1115	1.1047
S1	1.1109	1.1019

Download as Excel Spreadsheet

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

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