CME Japanese Yen Future March 2011

Trading Metrics calculated at close of trading on 27-Sep-2010

Day Change Summary
	Previous	Current
	24-Sep-2010	27-Sep-2010	Change	Change %	Previous Week
Open	1.1858	1.1873	0.0015	0.1%	1.1699
High	1.1907	1.1907	0.0000	0.0%	1.1907
Low	1.1742	1.1873	0.0131	1.1%	1.1687
Close	1.1877	1.1896	0.0019	0.2%	1.1877
Range	0.0165	0.0034	-0.0131	-79.4%	0.0220
ATR	0.0086	0.0083	-0.0004	-4.3%	0.0000
Volume	109	148	39	35.8%	491

Daily Pivots for day following 27-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1994	1.1979	1.1915
R3	1.1960	1.1945	1.1905
R2	1.1926	1.1926	1.1902
R1	1.1911	1.1911	1.1899	1.1919
PP	1.1892	1.1892	1.1892	1.1896
S1	1.1877	1.1877	1.1893	1.1885
S2	1.1858	1.1858	1.1890
S3	1.1824	1.1843	1.1887
S4	1.1790	1.1809	1.1877

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.2484	1.2400	1.1998
R3	1.2264	1.2180	1.1938
R2	1.2044	1.2044	1.1917
R1	1.1960	1.1960	1.1897	1.2002
PP	1.1824	1.1824	1.1824	1.1845
S1	1.1740	1.1740	1.1857	1.1782
S2	1.1604	1.1604	1.1837
S3	1.1384	1.1520	1.1817
S4	1.1164	1.1300	1.1756

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1907	1.1702	0.0205	1.7%	0.0076	0.6%	95%	True	False	109
10	1.2083	1.1666	0.0417	3.5%	0.0101	0.9%	55%	False	False	167
20	1.2083	1.1666	0.0417	3.5%	0.0063	0.5%	55%	False	False	88
40	1.2083	1.1589	0.0494	4.2%	0.0038	0.3%	62%	False	False	47

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0018
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2052
2.618	1.1996
1.618	1.1962
1.000	1.1941
0.618	1.1928
HIGH	1.1907
0.618	1.1894
0.500	1.1890
0.382	1.1886
LOW	1.1873
0.618	1.1852
1.000	1.1839
1.618	1.1818
2.618	1.1784
4.250	1.1729

Fisher Pivots for day following 27-Sep-2010
Pivot	1 day	3 day
R1	1.1894	1.1872
PP	1.1892	1.1848
S1	1.1890	1.1825

Download as Excel Spreadsheet

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

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