CME Japanese Yen Future December 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	1.2015	1.2074	0.0059	0.5%	1.2052
High	1.2015	1.2074	0.0059	0.5%	1.2074
Low	1.2015	1.2074	0.0059	0.5%	1.1930
Close	1.2042	1.2074	0.0032	0.3%	1.2074
Range
ATR	0.0045	0.0044	-0.0001	-2.1%	0.0000
Volume	7	5	-2	-28.6%	15

Daily Pivots for day following 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2074	1.2074	1.2074
R3	1.2074	1.2074	1.2074
R2	1.2074	1.2074	1.2074
R1	1.2074	1.2074	1.2074	1.2074
PP	1.2074	1.2074	1.2074	1.2074
S1	1.2074	1.2074	1.2074	1.2074
S2	1.2074	1.2074	1.2074
S3	1.2074	1.2074	1.2074
S4	1.2074	1.2074	1.2074

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2458	1.2410	1.2153
R3	1.2314	1.2266	1.2114
R2	1.2170	1.2170	1.2100
R1	1.2122	1.2122	1.2087	1.2146
PP	1.2026	1.2026	1.2026	1.2038
S1	1.1978	1.1978	1.2061	1.2002
S2	1.1882	1.1882	1.2048
S3	1.1738	1.1834	1.2034
S4	1.1594	1.1690	1.1995

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2074	1.1930	0.0144	1.2%	0.0010	0.1%	100%	True	False	3
10	1.2202	1.1930	0.0272	2.3%	0.0005	0.0%	53%	False	False	2

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	1.2074
2.618	1.2074
1.618	1.2074
1.000	1.2074
0.618	1.2074
HIGH	1.2074
0.618	1.2074
0.500	1.2074
0.382	1.2074
LOW	1.2074
0.618	1.2074
1.000	1.2074
1.618	1.2074
2.618	1.2074
4.250	1.2074

Fisher Pivots for day following 18-Feb-2011
Pivot	1 day	3 day
R1	1.2074	1.2050
PP	1.2074	1.2026
S1	1.2074	1.2002

Download as Excel Spreadsheet

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

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