CME Japanese Yen Future June 2011

Trading Metrics calculated at close of trading on 22-Feb-2011

Day Change Summary
	Previous	Current
	18-Feb-2011	22-Feb-2011	Change	Change %	Previous Week
Open	1.2012	1.2050	0.0038	0.3%	1.1989
High	1.2052	1.2121	0.0069	0.6%	1.2052
Low	1.1984	1.2000	0.0016	0.1%	1.1919
Close	1.2042	1.2102	0.0060	0.5%	1.2042
Range	0.0068	0.0121	0.0053	77.9%	0.0133
ATR	0.0085	0.0088	0.0003	3.0%	0.0000
Volume	376	371	-5	-1.3%	1,746

Daily Pivots for day following 22-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2437	1.2391	1.2169
R3	1.2316	1.2270	1.2135
R2	1.2195	1.2195	1.2124
R1	1.2149	1.2149	1.2113	1.2172
PP	1.2074	1.2074	1.2074	1.2086
S1	1.2028	1.2028	1.2091	1.2051
S2	1.1953	1.1953	1.2080
S3	1.1832	1.1907	1.2069
S4	1.1711	1.1786	1.2035

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2403	1.2356	1.2115
R3	1.2270	1.2223	1.2079
R2	1.2137	1.2137	1.2066
R1	1.2090	1.2090	1.2054	1.2114
PP	1.2004	1.2004	1.2004	1.2016
S1	1.1957	1.1957	1.2030	1.1981
S2	1.1871	1.1871	1.2018
S3	1.1738	1.1824	1.2005
S4	1.1605	1.1691	1.1969

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2121	1.1919	0.0202	1.7%	0.0085	0.7%	91%	True	False	398
10	1.2243	1.1919	0.0324	2.7%	0.0082	0.7%	56%	False	False	328
20	1.2388	1.1919	0.0469	3.9%	0.0091	0.8%	39%	False	False	245
40	1.2388	1.1919	0.0469	3.9%	0.0083	0.7%	39%	False	False	158

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.2635
2.618	1.2438
1.618	1.2317
1.000	1.2242
0.618	1.2196
HIGH	1.2121
0.618	1.2075
0.500	1.2061
0.382	1.2046
LOW	1.2000
0.618	1.1925
1.000	1.1879
1.618	1.1804
2.618	1.1683
4.250	1.1486

Fisher Pivots for day following 22-Feb-2011
Pivot	1 day	3 day
R1	1.2088	1.2082
PP	1.2074	1.2062
S1	1.2061	1.2042

Download as Excel Spreadsheet

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

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