CME Japanese Yen Future June 2011

Trading Metrics calculated at close of trading on 11-Feb-2011

Day Change Summary
	Previous	Current
	10-Feb-2011	11-Feb-2011	Change	Change %	Previous Week
Open	1.2154	1.2023	-0.0131	-1.1%	1.2174
High	1.2154	1.2023	-0.0131	-1.1%	1.2243
Low	1.2009	1.1965	-0.0044	-0.4%	1.1965
Close	1.2014	1.1989	-0.0025	-0.2%	1.1989
Range	0.0145	0.0058	-0.0087	-60.0%	0.0278
ATR	0.0094	0.0092	-0.0003	-2.8%	0.0000
Volume	485	312	-173	-35.7%	1,456

Daily Pivots for day following 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2166	1.2136	1.2021
R3	1.2108	1.2078	1.2005
R2	1.2050	1.2050	1.2000
R1	1.2020	1.2020	1.1994	1.2006
PP	1.1992	1.1992	1.1992	1.1986
S1	1.1962	1.1962	1.1984	1.1948
S2	1.1934	1.1934	1.1978
S3	1.1876	1.1904	1.1973
S4	1.1818	1.1846	1.1957

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2900	1.2722	1.2142
R3	1.2622	1.2444	1.2065
R2	1.2344	1.2344	1.2040
R1	1.2166	1.2166	1.2014	1.2116
PP	1.2066	1.2066	1.2066	1.2041
S1	1.1888	1.1888	1.1964	1.1838
S2	1.1788	1.1788	1.1938
S3	1.1510	1.1610	1.1913
S4	1.1232	1.1332	1.1836

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2243	1.1965	0.0278	2.3%	0.0078	0.6%	9%	False	True	291
10	1.2388	1.1965	0.0423	3.5%	0.0096	0.8%	6%	False	True	216
20	1.2388	1.1965	0.0423	3.5%	0.0092	0.8%	6%	False	True	163
40	1.2388	1.1894	0.0494	4.1%	0.0075	0.6%	19%	False	False	110

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2270
2.618	1.2175
1.618	1.2117
1.000	1.2081
0.618	1.2059
HIGH	1.2023
0.618	1.2001
0.500	1.1994
0.382	1.1987
LOW	1.1965
0.618	1.1929
1.000	1.1907
1.618	1.1871
2.618	1.1813
4.250	1.1719

Fisher Pivots for day following 11-Feb-2011
Pivot	1 day	3 day
R1	1.1994	1.2069
PP	1.1992	1.2042
S1	1.1991	1.2016

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

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