CME Japanese Yen Future June 2011

Trading Metrics calculated at close of trading on 23-Feb-2011

Day Change Summary
	Previous	Current
	22-Feb-2011	23-Feb-2011	Change	Change %	Previous Week
Open	1.2050	1.2100	0.0050	0.4%	1.1989
High	1.2121	1.2157	0.0036	0.3%	1.2052
Low	1.2000	1.2080	0.0080	0.7%	1.1919
Close	1.2102	1.2131	0.0029	0.2%	1.2042
Range	0.0121	0.0077	-0.0044	-36.4%	0.0133
ATR	0.0088	0.0087	-0.0001	-0.9%	0.0000
Volume	371	1,103	732	197.3%	1,746

Daily Pivots for day following 23-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2354	1.2319	1.2173
R3	1.2277	1.2242	1.2152
R2	1.2200	1.2200	1.2145
R1	1.2165	1.2165	1.2138	1.2183
PP	1.2123	1.2123	1.2123	1.2131
S1	1.2088	1.2088	1.2124	1.2106
S2	1.2046	1.2046	1.2117
S3	1.1969	1.2011	1.2110
S4	1.1892	1.1934	1.2089

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	1.2157	1.1919	0.0238	2.0%	0.0081	0.7%	89%	True	False	565
10	1.2173	1.1919	0.0254	2.1%	0.0081	0.7%	83%	False	False	423
20	1.2388	1.1919	0.0469	3.9%	0.0091	0.7%	45%	False	False	298
40	1.2388	1.1919	0.0469	3.9%	0.0085	0.7%	45%	False	False	185

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2484
2.618	1.2359
1.618	1.2282
1.000	1.2234
0.618	1.2205
HIGH	1.2157
0.618	1.2128
0.500	1.2119
0.382	1.2109
LOW	1.2080
0.618	1.2032
1.000	1.2003
1.618	1.1955
2.618	1.1878
4.250	1.1753

Fisher Pivots for day following 23-Feb-2011
Pivot	1 day	3 day
R1	1.2127	1.2111
PP	1.2123	1.2091
S1	1.2119	1.2071

Download as Excel Spreadsheet

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

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