CME Japanese Yen Future June 2011

Trading Metrics calculated at close of trading on 15-Feb-2011

Day Change Summary
	Previous	Current
	14-Feb-2011	15-Feb-2011	Change	Change %	Previous Week
Open	1.1989	1.2020	0.0031	0.3%	1.2174
High	1.2037	1.2025	-0.0012	-0.1%	1.2243
Low	1.1989	1.1929	-0.0060	-0.5%	1.1965
Close	1.2014	1.1941	-0.0073	-0.6%	1.1989
Range	0.0048	0.0096	0.0048	100.0%	0.0278
ATR	0.0089	0.0089	0.0001	0.6%	0.0000
Volume	126	268	142	112.7%	1,456

Daily Pivots for day following 15-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2253	1.2193	1.1994
R3	1.2157	1.2097	1.1967
R2	1.2061	1.2061	1.1959
R1	1.2001	1.2001	1.1950	1.1983
PP	1.1965	1.1965	1.1965	1.1956
S1	1.1905	1.1905	1.1932	1.1887
S2	1.1869	1.1869	1.1923
S3	1.1773	1.1809	1.1915
S4	1.1677	1.1713	1.1888

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	1.2173	1.1929	0.0244	2.0%	0.0080	0.7%	5%	False	True	281
10	1.2388	1.1929	0.0459	3.8%	0.0097	0.8%	3%	False	True	226
20	1.2388	1.1929	0.0459	3.8%	0.0090	0.8%	3%	False	True	178
40	1.2388	1.1929	0.0459	3.8%	0.0077	0.6%	3%	False	True	117

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2433
2.618	1.2276
1.618	1.2180
1.000	1.2121
0.618	1.2084
HIGH	1.2025
0.618	1.1988
0.500	1.1977
0.382	1.1966
LOW	1.1929
0.618	1.1870
1.000	1.1833
1.618	1.1774
2.618	1.1678
4.250	1.1521

Fisher Pivots for day following 15-Feb-2011
Pivot	1 day	3 day
R1	1.1977	1.1983
PP	1.1965	1.1969
S1	1.1953	1.1955

Download as Excel Spreadsheet

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

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