CME Japanese Yen Future June 2011

Trading Metrics calculated at close of trading on 19-Jan-2011

Day Change Summary
	Previous	Current
	18-Jan-2011	19-Jan-2011	Change	Change %	Previous Week
Open	1.2068	1.2188	0.0120	1.0%	1.2048
High	1.2162	1.2222	0.0060	0.5%	1.2150
Low	1.2068	1.2179	0.0111	0.9%	1.1999
Close	1.2130	1.2203	0.0073	0.6%	1.2067
Range	0.0094	0.0043	-0.0051	-54.3%	0.0151
ATR	0.0077	0.0078	0.0001	1.4%	0.0000
Volume	35	154	119	340.0%	503

Daily Pivots for day following 19-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2330	1.2310	1.2227
R3	1.2287	1.2267	1.2215
R2	1.2244	1.2244	1.2211
R1	1.2224	1.2224	1.2207	1.2234
PP	1.2201	1.2201	1.2201	1.2207
S1	1.2181	1.2181	1.2199	1.2191
S2	1.2158	1.2158	1.2195
S3	1.2115	1.2138	1.2191
S4	1.2072	1.2095	1.2179

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	1.2222	1.2027	0.0195	1.6%	0.0063	0.5%	90%	True	False	69
10	1.2223	1.1983	0.0240	2.0%	0.0081	0.7%	92%	False	False	90
20	1.2345	1.1973	0.0372	3.0%	0.0065	0.5%	62%	False	False	64

Crabel Price Patterns
NR	True
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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2405
2.618	1.2335
1.618	1.2292
1.000	1.2265
0.618	1.2249
HIGH	1.2222
0.618	1.2206
0.500	1.2201
0.382	1.2195
LOW	1.2179
0.618	1.2152
1.000	1.2136
1.618	1.2109
2.618	1.2066
4.250	1.1996

Fisher Pivots for day following 19-Jan-2011
Pivot	1 day	3 day
R1	1.2202	1.2183
PP	1.2201	1.2162
S1	1.2201	1.2142

Download as Excel Spreadsheet

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

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