CME Japanese Yen Future June 2011

Trading Metrics calculated at close of trading on 12-Jan-2011

Day Change Summary
	Previous	Current
	11-Jan-2011	12-Jan-2011	Change	Change %	Previous Week
Open	1.2050	1.2032	-0.0018	-0.1%	1.2329
High	1.2070	1.2087	0.0017	0.1%	1.2329
Low	1.1999	1.2027	0.0028	0.2%	1.1983
Close	1.2034	1.2084	0.0050	0.4%	1.2065
Range	0.0071	0.0060	-0.0011	-15.5%	0.0346
ATR	0.0079	0.0077	-0.0001	-1.7%	0.0000
Volume	92	63	-29	-31.5%	299

Daily Pivots for day following 12-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2246	1.2225	1.2117
R3	1.2186	1.2165	1.2101
R2	1.2126	1.2126	1.2095
R1	1.2105	1.2105	1.2090	1.2116
PP	1.2066	1.2066	1.2066	1.2071
S1	1.2045	1.2045	1.2079	1.2056
S2	1.2006	1.2006	1.2073
S3	1.1946	1.1985	1.2068
S4	1.1886	1.1925	1.2051

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3164	1.2960	1.2255
R3	1.2818	1.2614	1.2160
R2	1.2472	1.2472	1.2128
R1	1.2268	1.2268	1.2097	1.2197
PP	1.2126	1.2126	1.2126	1.2090
S1	1.1922	1.1922	1.2033	1.1851
S2	1.1780	1.1780	1.2002
S3	1.1434	1.1576	1.1970
S4	1.1088	1.1230	1.1875

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2112	1.1983	0.0129	1.1%	0.0072	0.6%	78%	False	False	113
10	1.2345	1.1983	0.0362	3.0%	0.0081	0.7%	28%	False	False	85

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0011
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.2342
2.618	1.2244
1.618	1.2184
1.000	1.2147
0.618	1.2124
HIGH	1.2087
0.618	1.2064
0.500	1.2057
0.382	1.2050
LOW	1.2027
0.618	1.1990
1.000	1.1967
1.618	1.1930
2.618	1.1870
4.250	1.1772

Fisher Pivots for day following 12-Jan-2011
Pivot	1 day	3 day
R1	1.2075	1.2075
PP	1.2066	1.2065
S1	1.2057	1.2056

Download as Excel Spreadsheet

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

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