CME Japanese Yen Future June 2011

Trading Metrics calculated at close of trading on 03-Feb-2011

Day Change Summary
	Previous	Current
	02-Feb-2011	03-Feb-2011	Change	Change %	Previous Week
Open	1.2288	1.2270	-0.0018	-0.1%	1.2113
High	1.2305	1.2295	-0.0010	-0.1%	1.2210
Low	1.2246	1.2166	-0.0080	-0.7%	1.2060
Close	1.2267	1.2262	-0.0005	0.0%	1.2186
Range	0.0059	0.0129	0.0070	118.6%	0.0150
ATR	0.0083	0.0086	0.0003	4.0%	0.0000
Volume	215	103	-112	-52.1%	662

Daily Pivots for day following 03-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2628	1.2574	1.2333
R3	1.2499	1.2445	1.2297
R2	1.2370	1.2370	1.2286
R1	1.2316	1.2316	1.2274	1.2279
PP	1.2241	1.2241	1.2241	1.2222
S1	1.2187	1.2187	1.2250	1.2150
S2	1.2112	1.2112	1.2238
S3	1.1983	1.2058	1.2227
S4	1.1854	1.1929	1.2191

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	1.2310	1.2105	0.0205	1.7%	0.0087	0.7%	77%	False	False	149
10	1.2310	1.2060	0.0250	2.0%	0.0084	0.7%	81%	False	False	135
20	1.2310	1.1983	0.0327	2.7%	0.0080	0.7%	85%	False	False	116

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2843
2.618	1.2633
1.618	1.2504
1.000	1.2424
0.618	1.2375
HIGH	1.2295
0.618	1.2246
0.500	1.2231
0.382	1.2215
LOW	1.2166
0.618	1.2086
1.000	1.2037
1.618	1.1957
2.618	1.1828
4.250	1.1618

Fisher Pivots for day following 03-Feb-2011
Pivot	1 day	3 day
R1	1.2252	1.2254
PP	1.2241	1.2246
S1	1.2231	1.2238

Download as Excel Spreadsheet

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

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