CME Japanese Yen Future June 2011

Trading Metrics calculated at close of trading on 18-Jan-2011

Day Change Summary
	Previous	Current
	14-Jan-2011	18-Jan-2011	Change	Change %	Previous Week
Open	1.2131	1.2068	-0.0063	-0.5%	1.2048
High	1.2150	1.2162	0.0012	0.1%	1.2150
Low	1.2062	1.2068	0.0006	0.0%	1.1999
Close	1.2067	1.2130	0.0063	0.5%	1.2067
Range	0.0088	0.0094	0.0006	6.8%	0.0151
ATR	0.0075	0.0077	0.0001	1.9%	0.0000
Volume	53	35	-18	-34.0%	503

Daily Pivots for day following 18-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2402	1.2360	1.2182
R3	1.2308	1.2266	1.2156
R2	1.2214	1.2214	1.2147
R1	1.2172	1.2172	1.2139	1.2193
PP	1.2120	1.2120	1.2120	1.2131
S1	1.2078	1.2078	1.2121	1.2099
S2	1.2026	1.2026	1.2113
S3	1.1932	1.1984	1.2104
S4	1.1838	1.1890	1.2078

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2525	1.2447	1.2150
R3	1.2374	1.2296	1.2109
R2	1.2223	1.2223	1.2095
R1	1.2145	1.2145	1.2081	1.2184
PP	1.2072	1.2072	1.2072	1.2092
S1	1.1994	1.1994	1.2053	1.2033
S2	1.1921	1.1921	1.2039
S3	1.1770	1.1843	1.2025
S4	1.1619	1.1692	1.1984

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2162	1.1999	0.0163	1.3%	0.0069	0.6%	80%	True	False	56
10	1.2261	1.1983	0.0278	2.3%	0.0084	0.7%	53%	False	False	78
20	1.2345	1.1967	0.0378	3.1%	0.0064	0.5%	43%	False	False	56

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2562
2.618	1.2408
1.618	1.2314
1.000	1.2256
0.618	1.2220
HIGH	1.2162
0.618	1.2126
0.500	1.2115
0.382	1.2104
LOW	1.2068
0.618	1.2010
1.000	1.1974
1.618	1.1916
2.618	1.1822
4.250	1.1669

Fisher Pivots for day following 18-Jan-2011
Pivot	1 day	3 day
R1	1.2125	1.2124
PP	1.2120	1.2118
S1	1.2115	1.2112

Download as Excel Spreadsheet

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

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