CME Japanese Yen Future June 2011

Trading Metrics calculated at close of trading on 02-Mar-2011

Day Change Summary
	Previous	Current
	01-Mar-2011	02-Mar-2011	Change	Change %	Previous Week
Open	1.2248	1.2222	-0.0026	-0.2%	1.2050
High	1.2248	1.2270	0.0022	0.2%	1.2260
Low	1.2171	1.2191	0.0020	0.2%	1.2000
Close	1.2217	1.2222	0.0005	0.0%	1.2250
Range	0.0077	0.0079	0.0002	2.6%	0.0260
ATR	0.0085	0.0084	0.0000	-0.5%	0.0000
Volume	2,245	2,290	45	2.0%	3,582

Daily Pivots for day following 02-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2465	1.2422	1.2265
R3	1.2386	1.2343	1.2244
R2	1.2307	1.2307	1.2236
R1	1.2264	1.2264	1.2229	1.2262
PP	1.2228	1.2228	1.2228	1.2226
S1	1.2185	1.2185	1.2215	1.2183
S2	1.2149	1.2149	1.2208
S3	1.2070	1.2106	1.2200
S4	1.1991	1.2027	1.2179

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	1.2270	1.2135	0.0135	1.1%	0.0078	0.6%	64%	True	False	1,855
10	1.2270	1.1919	0.0351	2.9%	0.0080	0.7%	86%	True	False	1,210
20	1.2388	1.1919	0.0469	3.8%	0.0088	0.7%	65%	False	False	718
40	1.2388	1.1919	0.0469	3.8%	0.0086	0.7%	65%	False	False	411

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

Fibonacci Retracements and Extensions
4.250	1.2606
2.618	1.2477
1.618	1.2398
1.000	1.2349
0.618	1.2319
HIGH	1.2270
0.618	1.2240
0.500	1.2231
0.382	1.2221
LOW	1.2191
0.618	1.2142
1.000	1.2112
1.618	1.2063
2.618	1.1984
4.250	1.1855

Fisher Pivots for day following 02-Mar-2011
Pivot	1 day	3 day
R1	1.2231	1.2222
PP	1.2228	1.2221
S1	1.2225	1.2221

Download as Excel Spreadsheet

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

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