CME Japanese Yen Future June 2011

Trading Metrics calculated at close of trading on 24-Feb-2011

Day Change Summary
	Previous	Current
	23-Feb-2011	24-Feb-2011	Change	Change %	Previous Week
Open	1.2100	1.2141	0.0041	0.3%	1.1989
High	1.2157	1.2260	0.0103	0.8%	1.2052
Low	1.2080	1.2135	0.0055	0.5%	1.1919
Close	1.2131	1.2242	0.0111	0.9%	1.2042
Range	0.0077	0.0125	0.0048	62.3%	0.0133
ATR	0.0087	0.0090	0.0003	3.4%	0.0000
Volume	1,103	985	-118	-10.7%	1,746

Daily Pivots for day following 24-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2587	1.2540	1.2311
R3	1.2462	1.2415	1.2276
R2	1.2337	1.2337	1.2265
R1	1.2290	1.2290	1.2253	1.2314
PP	1.2212	1.2212	1.2212	1.2224
S1	1.2165	1.2165	1.2231	1.2189
S2	1.2087	1.2087	1.2219
S3	1.1962	1.2040	1.2208
S4	1.1837	1.1915	1.2173

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	1.2260	1.1962	0.0298	2.4%	0.0093	0.8%	94%	True	False	678
10	1.2260	1.1919	0.0341	2.8%	0.0088	0.7%	95%	True	False	500
20	1.2388	1.1919	0.0469	3.8%	0.0094	0.8%	69%	False	False	340
40	1.2388	1.1919	0.0469	3.8%	0.0087	0.7%	69%	False	False	209

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 9 trading days

Fibonacci Retracements and Extensions
4.250	1.2791
2.618	1.2587
1.618	1.2462
1.000	1.2385
0.618	1.2337
HIGH	1.2260
0.618	1.2212
0.500	1.2198
0.382	1.2183
LOW	1.2135
0.618	1.2058
1.000	1.2010
1.618	1.1933
2.618	1.1808
4.250	1.1604

Fisher Pivots for day following 24-Feb-2011
Pivot	1 day	3 day
R1	1.2227	1.2205
PP	1.2212	1.2167
S1	1.2198	1.2130

Download as Excel Spreadsheet

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

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