CME Japanese Yen Future September 2010

Trading Metrics calculated at close of trading on 23-Mar-2010

Day Change Summary
	Previous	Current
	22-Mar-2010	23-Mar-2010	Change	Change %	Previous Week
Open	1.1070	1.1083	0.0013	0.1%	1.1040
High	1.1120	1.1100	-0.0020	-0.2%	1.1150
Low	1.1034	1.1075	0.0041	0.4%	1.1030
Close	1.1110	1.1074	-0.0036	-0.3%	1.1066
Range	0.0086	0.0025	-0.0061	-70.9%	0.0120
ATR	0.0060	0.0058	-0.0002	-2.9%	0.0000
Volume	138	74	-64	-46.4%	1,409

Daily Pivots for day following 23-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1158	1.1141	1.1088
R3	1.1133	1.1116	1.1081
R2	1.1108	1.1108	1.1079
R1	1.1091	1.1091	1.1076	1.1087
PP	1.1083	1.1083	1.1083	1.1081
S1	1.1066	1.1066	1.1072	1.1062
S2	1.1058	1.1058	1.1069
S3	1.1033	1.1041	1.1067
S4	1.1008	1.1016	1.1060

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1442	1.1374	1.1132
R3	1.1322	1.1254	1.1099
R2	1.1202	1.1202	1.1088
R1	1.1134	1.1134	1.1077	1.1168
PP	1.1082	1.1082	1.1082	1.1099
S1	1.1014	1.1014	1.1055	1.1048
S2	1.0962	1.0962	1.1044
S3	1.0842	1.0894	1.1033
S4	1.0722	1.0774	1.1000

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1150	1.1031	0.0119	1.1%	0.0069	0.6%	36%	False	False	307
10	1.1150	1.1017	0.0133	1.2%	0.0048	0.4%	43%	False	False	163
20	1.1319	1.1017	0.0302	2.7%	0.0032	0.3%	19%	False	False	82

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1206
2.618	1.1165
1.618	1.1140
1.000	1.1125
0.618	1.1115
HIGH	1.1100
0.618	1.1090
0.500	1.1088
0.382	1.1085
LOW	1.1075
0.618	1.1060
1.000	1.1050
1.618	1.1035
2.618	1.1010
4.250	1.0969

Fisher Pivots for day following 23-Mar-2010
Pivot	1 day	3 day
R1	1.1088	1.1077
PP	1.1083	1.1076
S1	1.1079	1.1075

Download as Excel Spreadsheet

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

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