CME Japanese Yen Future September 2010

Trading Metrics calculated at close of trading on 15-Mar-2010

Day Change Summary
	Previous	Current
	12-Mar-2010	15-Mar-2010	Change	Change %	Previous Week
Open	1.1023	1.1040	0.0017	0.2%	1.1085
High	1.1023	1.1077	0.0054	0.5%	1.1138
Low	1.1017	1.1030	0.0013	0.1%	1.1017
Close	1.1062	1.1069	0.0007	0.1%	1.1062
Range	0.0006	0.0047	0.0041	683.3%	0.0121
ATR	0.0050	0.0050	0.0000	-0.4%	0.0000
Volume	4	7	3	75.0%	14

Daily Pivots for day following 15-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1200	1.1181	1.1095
R3	1.1153	1.1134	1.1082
R2	1.1106	1.1106	1.1078
R1	1.1087	1.1087	1.1073	1.1097
PP	1.1059	1.1059	1.1059	1.1063
S1	1.1040	1.1040	1.1065	1.1050
S2	1.1012	1.1012	1.1060
S3	1.0965	1.0993	1.1056
S4	1.0918	1.0946	1.1043

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1435	1.1370	1.1129
R3	1.1314	1.1249	1.1095
R2	1.1193	1.1193	1.1084
R1	1.1128	1.1128	1.1073	1.1100
PP	1.1072	1.1072	1.1072	1.1059
S1	1.1007	1.1007	1.1051	1.0979
S2	1.0951	1.0951	1.1040
S3	1.0830	1.0886	1.1029
S4	1.0709	1.0765	1.0995

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1138	1.1017	0.0121	1.1%	0.0011	0.1%	43%	False	False	4
10	1.1319	1.1017	0.0302	2.7%	0.0016	0.1%	17%	False	False	2
20	1.1319	1.0917	0.0402	3.6%	0.0011	0.1%	38%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1277
2.618	1.1200
1.618	1.1153
1.000	1.1124
0.618	1.1106
HIGH	1.1077
0.618	1.1059
0.500	1.1054
0.382	1.1048
LOW	1.1030
0.618	1.1001
1.000	1.0983
1.618	1.0954
2.618	1.0907
4.250	1.0830

Fisher Pivots for day following 15-Mar-2010
Pivot	1 day	3 day
R1	1.1064	1.1062
PP	1.1059	1.1054
S1	1.1054	1.1047

Download as Excel Spreadsheet

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

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