CME Japanese Yen Future June 2011

Trading Metrics calculated at close of trading on 14-Feb-2011

Day Change Summary
	Previous	Current
	11-Feb-2011	14-Feb-2011	Change	Change %	Previous Week
Open	1.2023	1.1989	-0.0034	-0.3%	1.2174
High	1.2023	1.2037	0.0014	0.1%	1.2243
Low	1.1965	1.1989	0.0024	0.2%	1.1965
Close	1.1989	1.2014	0.0025	0.2%	1.1989
Range	0.0058	0.0048	-0.0010	-17.2%	0.0278
ATR	0.0092	0.0089	-0.0003	-3.4%	0.0000
Volume	312	126	-186	-59.6%	1,456

Daily Pivots for day following 14-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2157	1.2134	1.2040
R3	1.2109	1.2086	1.2027
R2	1.2061	1.2061	1.2023
R1	1.2038	1.2038	1.2018	1.2050
PP	1.2013	1.2013	1.2013	1.2019
S1	1.1990	1.1990	1.2010	1.2002
S2	1.1965	1.1965	1.2005
S3	1.1917	1.1942	1.2001
S4	1.1869	1.1894	1.1988

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%	0.0080	0.7%	18%	False	False	259
10	1.2388	1.1965	0.0423	3.5%	0.0097	0.8%	12%	False	False	215
20	1.2388	1.1965	0.0423	3.5%	0.0090	0.8%	12%	False	False	166
40	1.2388	1.1938	0.0450	3.7%	0.0075	0.6%	17%	False	False	111

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2241
2.618	1.2163
1.618	1.2115
1.000	1.2085
0.618	1.2067
HIGH	1.2037
0.618	1.2019
0.500	1.2013
0.382	1.2007
LOW	1.1989
0.618	1.1959
1.000	1.1941
1.618	1.1911
2.618	1.1863
4.250	1.1785

Fisher Pivots for day following 14-Feb-2011
Pivot	1 day	3 day
R1	1.2014	1.2060
PP	1.2013	1.2044
S1	1.2013	1.2029

Download as Excel Spreadsheet

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

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