CME Japanese Yen Future June 2011

Trading Metrics calculated at close of trading on 24-Jan-2011

Day Change Summary
	Previous	Current
	21-Jan-2011	24-Jan-2011	Change	Change %	Previous Week
Open	1.2072	1.2113	0.0041	0.3%	1.2068
High	1.2125	1.2149	0.0024	0.2%	1.2222
Low	1.2072	1.2081	0.0009	0.1%	1.2052
Close	1.2122	1.2137	0.0015	0.1%	1.2122
Range	0.0053	0.0068	0.0015	28.3%	0.0170
ATR	0.0082	0.0081	-0.0001	-1.2%	0.0000
Volume	80	27	-53	-66.3%	386

Daily Pivots for day following 24-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2326	1.2300	1.2174
R3	1.2258	1.2232	1.2156
R2	1.2190	1.2190	1.2149
R1	1.2164	1.2164	1.2143	1.2177
PP	1.2122	1.2122	1.2122	1.2129
S1	1.2096	1.2096	1.2131	1.2109
S2	1.2054	1.2054	1.2125
S3	1.1986	1.2028	1.2118
S4	1.1918	1.1960	1.2100

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2642	1.2552	1.2216
R3	1.2472	1.2382	1.2169
R2	1.2302	1.2302	1.2153
R1	1.2212	1.2212	1.2138	1.2257
PP	1.2132	1.2132	1.2132	1.2155
S1	1.2042	1.2042	1.2106	1.2087
S2	1.1962	1.1962	1.2091
S3	1.1792	1.1872	1.2075
S4	1.1622	1.1702	1.2029

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2222	1.2052	0.0170	1.4%	0.0080	0.7%	50%	False	False	82
10	1.2222	1.1999	0.0223	1.8%	0.0072	0.6%	62%	False	False	91
20	1.2345	1.1983	0.0362	3.0%	0.0075	0.6%	43%	False	False	71

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2438
2.618	1.2327
1.618	1.2259
1.000	1.2217
0.618	1.2191
HIGH	1.2149
0.618	1.2123
0.500	1.2115
0.382	1.2107
LOW	1.2081
0.618	1.2039
1.000	1.2013
1.618	1.1971
2.618	1.1903
4.250	1.1792

Fisher Pivots for day following 24-Jan-2011
Pivot	1 day	3 day
R1	1.2130	1.2133
PP	1.2122	1.2128
S1	1.2115	1.2124

Download as Excel Spreadsheet

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

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