CME Japanese Yen Future June 2011

Trading Metrics calculated at close of trading on 25-Jan-2011

Day Change Summary
	Previous	Current
	24-Jan-2011	25-Jan-2011	Change	Change %	Previous Week
Open	1.2113	1.2146	0.0033	0.3%	1.2068
High	1.2149	1.2208	0.0059	0.5%	1.2222
Low	1.2081	1.2121	0.0040	0.3%	1.2052
Close	1.2137	1.2186	0.0049	0.4%	1.2122
Range	0.0068	0.0087	0.0019	27.9%	0.0170
ATR	0.0081	0.0081	0.0000	0.6%	0.0000
Volume	27	39	12	44.4%	386

Daily Pivots for day following 25-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2433	1.2396	1.2234
R3	1.2346	1.2309	1.2210
R2	1.2259	1.2259	1.2202
R1	1.2222	1.2222	1.2194	1.2241
PP	1.2172	1.2172	1.2172	1.2181
S1	1.2135	1.2135	1.2178	1.2154
S2	1.2085	1.2085	1.2170
S3	1.1998	1.2048	1.2162
S4	1.1911	1.1961	1.2138

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%	0.0079	0.6%	79%	False	False	83
10	1.2222	1.1999	0.0223	1.8%	0.0074	0.6%	84%	False	False	70
20	1.2345	1.1983	0.0362	3.0%	0.0078	0.6%	56%	False	False	72

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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2578
2.618	1.2436
1.618	1.2349
1.000	1.2295
0.618	1.2262
HIGH	1.2208
0.618	1.2175
0.500	1.2165
0.382	1.2154
LOW	1.2121
0.618	1.2067
1.000	1.2034
1.618	1.1980
2.618	1.1893
4.250	1.1751

Fisher Pivots for day following 25-Jan-2011
Pivot	1 day	3 day
R1	1.2179	1.2171
PP	1.2172	1.2155
S1	1.2165	1.2140

Download as Excel Spreadsheet

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

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