CME Japanese Yen Future September 2011

Trading Metrics calculated at close of trading on 18-Feb-2011

Day Change Summary
	Previous	Current
	17-Feb-2011	18-Feb-2011	Change	Change %	Previous Week
Open	1.2024	1.2056	0.0032	0.3%	1.2031
High	1.2024	1.2056	0.0032	0.3%	1.2056
Low	1.2024	1.2056	0.0032	0.3%	1.1931
Close	1.2024	1.2056	0.0032	0.3%	1.2056
Range
ATR
Volume	4	4	0	0.0%	29

Daily Pivots for day following 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2056	1.2056	1.2056
R3	1.2056	1.2056	1.2056
R2	1.2056	1.2056	1.2056
R1	1.2056	1.2056	1.2056	1.2056
PP	1.2056	1.2056	1.2056	1.2056
S1	1.2056	1.2056	1.2056	1.2056
S2	1.2056	1.2056	1.2056
S3	1.2056	1.2056	1.2056
S4	1.2056	1.2056	1.2056

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2389	1.2348	1.2125
R3	1.2264	1.2223	1.2090
R2	1.2139	1.2139	1.2079
R1	1.2098	1.2098	1.2067	1.2119
PP	1.2014	1.2014	1.2014	1.2025
S1	1.1973	1.1973	1.2045	1.1994
S2	1.1889	1.1889	1.2033
S3	1.1764	1.1848	1.2022
S4	1.1639	1.1723	1.1987

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2056	1.1931	0.0125	1.0%	0.0008	0.1%	100%	True	False	5
10	1.2191	1.1931	0.0260	2.2%	0.0005	0.0%	48%	False	False	3

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.2056
2.618	1.2056
1.618	1.2056
1.000	1.2056
0.618	1.2056
HIGH	1.2056
0.618	1.2056
0.500	1.2056
0.382	1.2056
LOW	1.2056
0.618	1.2056
1.000	1.2056
1.618	1.2056
2.618	1.2056
4.250	1.2056

Fisher Pivots for day following 18-Feb-2011
Pivot	1 day	3 day
R1	1.2056	1.2035
PP	1.2056	1.2014
S1	1.2056	1.1994

Download as Excel Spreadsheet

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

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