CME Japanese Yen Future March 2011

Trading Metrics calculated at close of trading on 30-Sep-2010

Day Change Summary
	Previous	Current
	29-Sep-2010	30-Sep-2010	Change	Change %	Previous Week
Open	1.1974	1.1963	-0.0011	-0.1%	1.1699
High	1.2000	1.2038	0.0038	0.3%	1.1907
Low	1.1952	1.1963	0.0011	0.1%	1.1687
Close	1.1984	1.2017	0.0033	0.3%	1.1877
Range	0.0048	0.0075	0.0027	56.3%	0.0220
ATR	0.0079	0.0079	0.0000	-0.4%	0.0000
Volume	41	42	1	2.4%	491

Daily Pivots for day following 30-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.2231	1.2199	1.2058
R3	1.2156	1.2124	1.2038
R2	1.2081	1.2081	1.2031
R1	1.2049	1.2049	1.2024	1.2065
PP	1.2006	1.2006	1.2006	1.2014
S1	1.1974	1.1974	1.2010	1.1990
S2	1.1931	1.1931	1.2003
S3	1.1856	1.1899	1.1996
S4	1.1781	1.1824	1.1976

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	1.2038	1.1742	0.0296	2.5%	0.0072	0.6%	93%	True	False	71
10	1.2038	1.1671	0.0367	3.1%	0.0060	0.5%	94%	True	False	77
20	1.2083	1.1666	0.0417	3.5%	0.0071	0.6%	84%	False	False	93
40	1.2083	1.1635	0.0448	3.7%	0.0039	0.3%	85%	False	False	49

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2357
2.618	1.2234
1.618	1.2159
1.000	1.2113
0.618	1.2084
HIGH	1.2038
0.618	1.2009
0.500	1.2001
0.382	1.1992
LOW	1.1963
0.618	1.1917
1.000	1.1888
1.618	1.1842
2.618	1.1767
4.250	1.1644

Fisher Pivots for day following 30-Sep-2010
Pivot	1 day	3 day
R1	1.2012	1.2003
PP	1.2006	1.1990
S1	1.2001	1.1976

Download as Excel Spreadsheet

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

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