CME Japanese Yen Future December 2010

Trading Metrics calculated at close of trading on 25-Feb-2010

Day Change Summary
	Previous	Current
	24-Feb-2010	25-Feb-2010	Change	Change %	Previous Week
Open	1.1122	1.1246	0.0124	1.1%	1.1119
High	1.1122	1.1246	0.0124	1.1%	1.1119
Low	1.1122	1.1246	0.0124	1.1%	1.0932
Close	1.1122	1.1246	0.0124	1.1%	1.0932
Range
ATR	0.0039	0.0045	0.0006	15.4%	0.0000
Volume	5	5	0	0.0%	31

Daily Pivots for day following 25-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1246	1.1246	1.1246
R3	1.1246	1.1246	1.1246
R2	1.1246	1.1246	1.1246
R1	1.1246	1.1246	1.1246	1.1246
PP	1.1246	1.1246	1.1246	1.1246
S1	1.1246	1.1246	1.1246	1.1246
S2	1.1246	1.1246	1.1246
S3	1.1246	1.1246	1.1246
S4	1.1246	1.1246	1.1246

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1555	1.1431	1.1035
R3	1.1368	1.1244	1.0983
R2	1.1181	1.1181	1.0966
R1	1.1057	1.1057	1.0949	1.1026
PP	1.0994	1.0994	1.0994	1.0979
S1	1.0870	1.0870	1.0915	1.0839
S2	1.0807	1.0807	1.0898
S3	1.0620	1.0683	1.0881
S4	1.0433	1.0496	1.0829

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1246	1.0932	0.0314	2.8%	0.0000	0.0%	100%	True	False	5
10	1.1246	1.0932	0.0314	2.8%	0.0000	0.0%	100%	True	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	1.1246
2.618	1.1246
1.618	1.1246
1.000	1.1246
0.618	1.1246
HIGH	1.1246
0.618	1.1246
0.500	1.1246
0.382	1.1246
LOW	1.1246
0.618	1.1246
1.000	1.1246
1.618	1.1246
2.618	1.1246
4.250	1.1246

Fisher Pivots for day following 25-Feb-2010
Pivot	1 day	3 day
R1	1.1246	1.1225
PP	1.1246	1.1204
S1	1.1246	1.1183

Download as Excel Spreadsheet

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

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