CME Japanese Yen Future December 2011

Trading Metrics calculated at close of trading on 11-Feb-2011

Day Change Summary
	Previous	Current
	10-Feb-2011	11-Feb-2011	Change	Change %	Previous Week
Open	1.2051	1.2027	-0.0024	-0.2%	1.2202
High	1.2051	1.2027	-0.0024	-0.2%	1.2202
Low	1.2051	1.2027	-0.0024	-0.2%	1.2027
Close	1.2051	1.2027	-0.0024	-0.2%	1.2027
Range
ATR	0.0000	0.0048	0.0048		0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2027	1.2027	1.2027
R3	1.2027	1.2027	1.2027
R2	1.2027	1.2027	1.2027
R1	1.2027	1.2027	1.2027	1.2027
PP	1.2027	1.2027	1.2027	1.2027
S1	1.2027	1.2027	1.2027	1.2027
S2	1.2027	1.2027	1.2027
S3	1.2027	1.2027	1.2027
S4	1.2027	1.2027	1.2027

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2610	1.2494	1.2123
R3	1.2435	1.2319	1.2075
R2	1.2260	1.2260	1.2059
R1	1.2144	1.2144	1.2043	1.2115
PP	1.2085	1.2085	1.2085	1.2071
S1	1.1969	1.1969	1.2011	1.1940
S2	1.1910	1.1910	1.1995
S3	1.1735	1.1794	1.1979
S4	1.1560	1.1619	1.1931

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2202	1.2027	0.0175	1.5%	0.0000	0.0%	0%	False	True	1
10	1.2337	1.2027	0.0310	2.6%	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	1.2027
2.618	1.2027
1.618	1.2027
1.000	1.2027
0.618	1.2027
HIGH	1.2027
0.618	1.2027
0.500	1.2027
0.382	1.2027
LOW	1.2027
0.618	1.2027
1.000	1.2027
1.618	1.2027
2.618	1.2027
4.250	1.2027

Fisher Pivots for day following 11-Feb-2011
Pivot	1 day	3 day
R1	1.2027	1.2108
PP	1.2027	1.2081
S1	1.2027	1.2054

Download as Excel Spreadsheet

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

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