CME Japanese Yen Future June 2011

Trading Metrics calculated at close of trading on 04-Feb-2011

Day Change Summary
	Previous	Current
	03-Feb-2011	04-Feb-2011	Change	Change %	Previous Week
Open	1.2270	1.2266	-0.0004	0.0%	1.2193
High	1.2295	1.2388	0.0093	0.8%	1.2388
Low	1.2166	1.2141	-0.0025	-0.2%	1.2141
Close	1.2262	1.2173	-0.0089	-0.7%	1.2173
Range	0.0129	0.0247	0.0118	91.5%	0.0247
ATR	0.0086	0.0098	0.0011	13.3%	0.0000
Volume	103	92	-11	-10.7%	704

Daily Pivots for day following 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2975	1.2821	1.2309
R3	1.2728	1.2574	1.2241
R2	1.2481	1.2481	1.2218
R1	1.2327	1.2327	1.2196	1.2281
PP	1.2234	1.2234	1.2234	1.2211
S1	1.2080	1.2080	1.2150	1.2034
S2	1.1987	1.1987	1.2128
S3	1.1740	1.1833	1.2105
S4	1.1493	1.1586	1.2037

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2975	1.2821	1.2309
R3	1.2728	1.2574	1.2241
R2	1.2481	1.2481	1.2218
R1	1.2327	1.2327	1.2196	1.2281
PP	1.2234	1.2234	1.2234	1.2211
S1	1.2080	1.2080	1.2150	1.2034
S2	1.1987	1.1987	1.2128
S3	1.1740	1.1833	1.2105
S4	1.1493	1.1586	1.2037

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2388	1.2141	0.0247	2.0%	0.0115	0.9%	13%	True	True	140
10	1.2388	1.2060	0.0328	2.7%	0.0104	0.9%	34%	True	False	136
20	1.2388	1.1983	0.0405	3.3%	0.0089	0.7%	47%	True	False	115

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	1.3438
2.618	1.3035
1.618	1.2788
1.000	1.2635
0.618	1.2541
HIGH	1.2388
0.618	1.2294
0.500	1.2265
0.382	1.2235
LOW	1.2141
0.618	1.1988
1.000	1.1894
1.618	1.1741
2.618	1.1494
4.250	1.1091

Fisher Pivots for day following 04-Feb-2011
Pivot	1 day	3 day
R1	1.2265	1.2265
PP	1.2234	1.2234
S1	1.2204	1.2204

Download as Excel Spreadsheet

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

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