CME Japanese Yen Future June 2011

Trading Metrics calculated at close of trading on 28-Jan-2011

Day Change Summary
	Previous	Current
	27-Jan-2011	28-Jan-2011	Change	Change %	Previous Week
Open	1.2190	1.2105	-0.0085	-0.7%	1.2113
High	1.2190	1.2210	0.0020	0.2%	1.2210
Low	1.2060	1.2105	0.0045	0.4%	1.2060
Close	1.2090	1.2186	0.0096	0.8%	1.2186
Range	0.0130	0.0105	-0.0025	-19.2%	0.0150
ATR	0.0084	0.0086	0.0003	3.1%	0.0000
Volume	308	137	-171	-55.5%	662

Daily Pivots for day following 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2482	1.2439	1.2244
R3	1.2377	1.2334	1.2215
R2	1.2272	1.2272	1.2205
R1	1.2229	1.2229	1.2196	1.2251
PP	1.2167	1.2167	1.2167	1.2178
S1	1.2124	1.2124	1.2176	1.2146
S2	1.2062	1.2062	1.2167
S3	1.1957	1.2019	1.2157
S4	1.1852	1.1914	1.2128

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2602	1.2544	1.2269
R3	1.2452	1.2394	1.2227
R2	1.2302	1.2302	1.2214
R1	1.2244	1.2244	1.2200	1.2273
PP	1.2152	1.2152	1.2152	1.2167
S1	1.2094	1.2094	1.2172	1.2123
S2	1.2002	1.2002	1.2159
S3	1.1852	1.1944	1.2145
S4	1.1702	1.1794	1.2104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2210	1.2060	0.0150	1.2%	0.0092	0.8%	84%	True	False	132
10	1.2222	1.2052	0.0170	1.4%	0.0088	0.7%	79%	False	False	110
20	1.2345	1.1983	0.0362	3.0%	0.0082	0.7%	56%	False	False	98

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2656
2.618	1.2485
1.618	1.2380
1.000	1.2315
0.618	1.2275
HIGH	1.2210
0.618	1.2170
0.500	1.2158
0.382	1.2145
LOW	1.2105
0.618	1.2040
1.000	1.2000
1.618	1.1935
2.618	1.1830
4.250	1.1659

Fisher Pivots for day following 28-Jan-2011
Pivot	1 day	3 day
R1	1.2177	1.2169
PP	1.2167	1.2152
S1	1.2158	1.2135

Download as Excel Spreadsheet

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

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