CME Japanese Yen Future December 2011

Trading Metrics calculated at close of trading on 14-Feb-2011

Day Change Summary
	Previous	Current
	11-Feb-2011	14-Feb-2011	Change	Change %	Previous Week
Open	1.2027	1.2052	0.0025	0.2%	1.2202
High	1.2027	1.2052	0.0025	0.2%	1.2202
Low	1.2027	1.2052	0.0025	0.2%	1.2027
Close	1.2027	1.2052	0.0025	0.2%	1.2027
Range
ATR	0.0048	0.0047	-0.0002	-3.4%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 14-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2052	1.2052	1.2052
R3	1.2052	1.2052	1.2052
R2	1.2052	1.2052	1.2052
R1	1.2052	1.2052	1.2052	1.2052
PP	1.2052	1.2052	1.2052	1.2052
S1	1.2052	1.2052	1.2052	1.2052
S2	1.2052	1.2052	1.2052
S3	1.2052	1.2052	1.2052
S4	1.2052	1.2052	1.2052

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	1.2189	1.2027	0.0162	1.3%	0.0000	0.0%	15%	False	False	1
10	1.2337	1.2027	0.0310	2.6%	0.0000	0.0%	8%	False	False	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	1.2052
2.618	1.2052
1.618	1.2052
1.000	1.2052
0.618	1.2052
HIGH	1.2052
0.618	1.2052
0.500	1.2052
0.382	1.2052
LOW	1.2052
0.618	1.2052
1.000	1.2052
1.618	1.2052
2.618	1.2052
4.250	1.2052

Fisher Pivots for day following 14-Feb-2011
Pivot	1 day	3 day
R1	1.2052	1.2048
PP	1.2052	1.2044
S1	1.2052	1.2040

Download as Excel Spreadsheet

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

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