CME Japanese Yen Future September 2010

Trading Metrics calculated at close of trading on 26-Feb-2010

Day Change Summary
	Previous	Current
	25-Feb-2010	26-Feb-2010	Change	Change %	Previous Week
Open	1.1185	1.1211	0.0026	0.2%	1.0982
High	1.1242	1.1211	-0.0031	-0.3%	1.1242
Low	1.1185	1.1211	0.0026	0.2%	1.0982
Close	1.1233	1.1267	0.0034	0.3%	1.1267
Range	0.0057	0.0000	-0.0057	-100.0%	0.0260
ATR	0.0058	0.0055	-0.0003	-4.4%	0.0000
Volume	1	2	1	100.0%	38

Daily Pivots for day following 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1230	1.1248	1.1267
R3	1.1230	1.1248	1.1267
R2	1.1230	1.1230	1.1267
R1	1.1248	1.1248	1.1267	1.1239
PP	1.1230	1.1230	1.1230	1.1225
S1	1.1248	1.1248	1.1267	1.1239
S2	1.1230	1.1230	1.1267
S3	1.1230	1.1248	1.1267
S4	1.1230	1.1248	1.1267

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1944	1.1865	1.1410
R3	1.1684	1.1605	1.1339
R2	1.1424	1.1424	1.1315
R1	1.1345	1.1345	1.1291	1.1385
PP	1.1164	1.1164	1.1164	1.1183
S1	1.1085	1.1085	1.1243	1.1125
S2	1.0904	1.0904	1.1219
S3	1.0644	1.0825	1.1196
S4	1.0384	1.0565	1.1124

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1242	1.0982	0.0260	2.3%	0.0011	0.1%	110%	False	False	7
10	1.1242	1.0917	0.0325	2.9%	0.0006	0.1%	108%	False	False	10
20	1.1262	1.0917	0.0345	3.1%	0.0004	0.0%	101%	False	False	9

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1211
2.618	1.1211
1.618	1.1211
1.000	1.1211
0.618	1.1211
HIGH	1.1211
0.618	1.1211
0.500	1.1211
0.382	1.1211
LOW	1.1211
0.618	1.1211
1.000	1.1211
1.618	1.1211
2.618	1.1211
4.250	1.1211

Fisher Pivots for day following 26-Feb-2010
Pivot	1 day	3 day
R1	1.1248	1.1236
PP	1.1230	1.1206
S1	1.1211	1.1175

Download as Excel Spreadsheet

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

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