CME Japanese Yen Future June 2011

Trading Metrics calculated at close of trading on 26-Jan-2011

Day Change Summary
	Previous	Current
	25-Jan-2011	26-Jan-2011	Change	Change %	Previous Week
Open	1.2146	1.2181	0.0035	0.3%	1.2068
High	1.2208	1.2194	-0.0014	-0.1%	1.2222
Low	1.2121	1.2124	0.0003	0.0%	1.2052
Close	1.2186	1.2140	-0.0046	-0.4%	1.2122
Range	0.0087	0.0070	-0.0017	-19.5%	0.0170
ATR	0.0081	0.0080	-0.0001	-1.0%	0.0000
Volume	39	151	112	287.2%	386

Daily Pivots for day following 26-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2363	1.2321	1.2179
R3	1.2293	1.2251	1.2159
R2	1.2223	1.2223	1.2153
R1	1.2181	1.2181	1.2146	1.2167
PP	1.2153	1.2153	1.2153	1.2146
S1	1.2111	1.2111	1.2134	1.2097
S2	1.2083	1.2083	1.2127
S3	1.2013	1.2041	1.2121
S4	1.1943	1.1971	1.2102

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	1.2208	1.2052	0.0156	1.3%	0.0084	0.7%	56%	False	False	82
10	1.2222	1.2027	0.0195	1.6%	0.0074	0.6%	58%	False	False	75
20	1.2345	1.1983	0.0362	3.0%	0.0080	0.7%	43%	False	False	79

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2492
2.618	1.2377
1.618	1.2307
1.000	1.2264
0.618	1.2237
HIGH	1.2194
0.618	1.2167
0.500	1.2159
0.382	1.2151
LOW	1.2124
0.618	1.2081
1.000	1.2054
1.618	1.2011
2.618	1.1941
4.250	1.1827

Fisher Pivots for day following 26-Jan-2011
Pivot	1 day	3 day
R1	1.2159	1.2145
PP	1.2153	1.2143
S1	1.2146	1.2142

Download as Excel Spreadsheet

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

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