CME Japanese Yen Future December 2011

Trading Metrics calculated at close of trading on 10-Feb-2011

Day Change Summary
	Previous	Current
	09-Feb-2011	10-Feb-2011	Change	Change %	Previous Week
Open	1.2189	1.2051	-0.0138	-1.1%	1.2246
High	1.2189	1.2051	-0.0138	-1.1%	1.2337
Low	1.2189	1.2051	-0.0138	-1.1%	1.2212
Close	1.2189	1.2051	-0.0138	-1.1%	1.2211
Range
ATR
Volume	1	1	0	0.0%	8

Daily Pivots for day following 10-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2051	1.2051	1.2051
R3	1.2051	1.2051	1.2051
R2	1.2051	1.2051	1.2051
R1	1.2051	1.2051	1.2051	1.2051
PP	1.2051	1.2051	1.2051	1.2051
S1	1.2051	1.2051	1.2051	1.2051
S2	1.2051	1.2051	1.2051
S3	1.2051	1.2051	1.2051
S4	1.2051	1.2051	1.2051

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2628	1.2545	1.2280
R3	1.2503	1.2420	1.2245
R2	1.2378	1.2378	1.2234
R1	1.2295	1.2295	1.2222	1.2274
PP	1.2253	1.2253	1.2253	1.2243
S1	1.2170	1.2170	1.2200	1.2149
S2	1.2128	1.2128	1.2188
S3	1.2003	1.2045	1.2177
S4	1.1878	1.1920	1.2142

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2212	1.2051	0.0161	1.3%	0.0000	0.0%	0%	False	True	1
10	1.2337	1.2051	0.0286	2.4%	0.0000	0.0%	0%	False	True	1

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	1.2051
2.618	1.2051
1.618	1.2051
1.000	1.2051
0.618	1.2051
HIGH	1.2051
0.618	1.2051
0.500	1.2051
0.382	1.2051
LOW	1.2051
0.618	1.2051
1.000	1.2051
1.618	1.2051
2.618	1.2051
4.250	1.2051

Fisher Pivots for day following 10-Feb-2011
Pivot	1 day	3 day
R1	1.2051	1.2120
PP	1.2051	1.2097
S1	1.2051	1.2074

Download as Excel Spreadsheet

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

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