CME Japanese Yen Future June 2011

Trading Metrics calculated at close of trading on 25-Feb-2011

Day Change Summary
	Previous	Current
	24-Feb-2011	25-Feb-2011	Change	Change %	Previous Week
Open	1.2141	1.2212	0.0071	0.6%	1.2050
High	1.2260	1.2256	-0.0004	0.0%	1.2260
Low	1.2135	1.2198	0.0063	0.5%	1.2000
Close	1.2242	1.2250	0.0008	0.1%	1.2250
Range	0.0125	0.0058	-0.0067	-53.6%	0.0260
ATR	0.0090	0.0088	-0.0002	-2.5%	0.0000
Volume	985	1,123	138	14.0%	3,582

Daily Pivots for day following 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2409	1.2387	1.2282
R3	1.2351	1.2329	1.2266
R2	1.2293	1.2293	1.2261
R1	1.2271	1.2271	1.2255	1.2282
PP	1.2235	1.2235	1.2235	1.2240
S1	1.2213	1.2213	1.2245	1.2224
S2	1.2177	1.2177	1.2239
S3	1.2119	1.2155	1.2234
S4	1.2061	1.2097	1.2218

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2950	1.2860	1.2393
R3	1.2690	1.2600	1.2322
R2	1.2430	1.2430	1.2298
R1	1.2340	1.2340	1.2274	1.2385
PP	1.2170	1.2170	1.2170	1.2193
S1	1.2080	1.2080	1.2226	1.2125
S2	1.1910	1.1910	1.2202
S3	1.1650	1.1820	1.2179
S4	1.1390	1.1560	1.2107

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2260	1.1984	0.0276	2.3%	0.0090	0.7%	96%	False	False	791
10	1.2260	1.1919	0.0341	2.8%	0.0079	0.6%	97%	False	False	564
20	1.2388	1.1919	0.0469	3.8%	0.0090	0.7%	71%	False	False	381
40	1.2388	1.1919	0.0469	3.8%	0.0085	0.7%	71%	False	False	237

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.2503
2.618	1.2408
1.618	1.2350
1.000	1.2314
0.618	1.2292
HIGH	1.2256
0.618	1.2234
0.500	1.2227
0.382	1.2220
LOW	1.2198
0.618	1.2162
1.000	1.2140
1.618	1.2104
2.618	1.2046
4.250	1.1952

Fisher Pivots for day following 25-Feb-2011
Pivot	1 day	3 day
R1	1.2242	1.2223
PP	1.2235	1.2197
S1	1.2227	1.2170

Download as Excel Spreadsheet

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

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