CME Japanese Yen Future September 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	1.2165	1.2230	0.0065	0.5%	1.2037
High	1.2165	1.2230	0.0065	0.5%	1.2230
Low	1.2165	1.2230	0.0065	0.5%	1.2037
Close	1.2257	1.2263	0.0006	0.0%	1.2263
Range
ATR	0.0036	0.0035	-0.0001	-1.8%	0.0000
Volume	4	1	-3	-75.0%	13

Daily Pivots for day following 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2241	1.2252	1.2263
R3	1.2241	1.2252	1.2263
R2	1.2241	1.2241	1.2263
R1	1.2252	1.2252	1.2263	1.2247
PP	1.2241	1.2241	1.2241	1.2238
S1	1.2252	1.2252	1.2263	1.2247
S2	1.2241	1.2241	1.2263
S3	1.2241	1.2252	1.2263
S4	1.2241	1.2252	1.2263

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2756	1.2702	1.2369
R3	1.2563	1.2509	1.2316
R2	1.2370	1.2370	1.2298
R1	1.2316	1.2316	1.2281	1.2343
PP	1.2177	1.2177	1.2177	1.2190
S1	1.2123	1.2123	1.2245	1.2150
S2	1.1984	1.1984	1.2228
S3	1.1791	1.1930	1.2210
S4	1.1598	1.1737	1.2157

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2230	1.2037	0.0193	1.6%	0.0016	0.1%	117%	True	False	3
10	1.2230	1.1931	0.0299	2.4%	0.0013	0.1%	111%	True	False	4

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	1.2230
2.618	1.2230
1.618	1.2230
1.000	1.2230
0.618	1.2230
HIGH	1.2230
0.618	1.2230
0.500	1.2230
0.382	1.2230
LOW	1.2230
0.618	1.2230
1.000	1.2230
1.618	1.2230
2.618	1.2230
4.250	1.2230

Fisher Pivots for day following 25-Feb-2011
Pivot	1 day	3 day
R1	1.2252	1.2238
PP	1.2241	1.2213
S1	1.2230	1.2188

Download as Excel Spreadsheet

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

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