CME Japanese Yen Future September 2010

Trading Metrics calculated at close of trading on 16-Mar-2010

Day Change Summary
	Previous	Current
	15-Mar-2010	16-Mar-2010	Change	Change %	Previous Week
Open	1.1040	1.1075	0.0035	0.3%	1.1085
High	1.1077	1.1129	0.0052	0.5%	1.1138
Low	1.1030	1.1047	0.0017	0.2%	1.1017
Close	1.1069	1.1094	0.0025	0.2%	1.1062
Range	0.0047	0.0082	0.0035	74.5%	0.0121
ATR	0.0050	0.0052	0.0002	4.7%	0.0000
Volume	7	79	72	1,028.6%	14

Daily Pivots for day following 16-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1336	1.1297	1.1139
R3	1.1254	1.1215	1.1117
R2	1.1172	1.1172	1.1109
R1	1.1133	1.1133	1.1102	1.1153
PP	1.1090	1.1090	1.1090	1.1100
S1	1.1051	1.1051	1.1086	1.1071
S2	1.1008	1.1008	1.1079
S3	1.0926	1.0969	1.1071
S4	1.0844	1.0887	1.1049

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	1.1129	1.1017	0.0112	1.0%	0.0027	0.2%	69%	True	False	19
10	1.1319	1.1017	0.0302	2.7%	0.0024	0.2%	25%	False	False	10
20	1.1319	1.0917	0.0402	3.6%	0.0015	0.1%	44%	False	False	9

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	0.0004
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.1478
2.618	1.1344
1.618	1.1262
1.000	1.1211
0.618	1.1180
HIGH	1.1129
0.618	1.1098
0.500	1.1088
0.382	1.1078
LOW	1.1047
0.618	1.0996
1.000	1.0965
1.618	1.0914
2.618	1.0832
4.250	1.0699

Fisher Pivots for day following 16-Mar-2010
Pivot	1 day	3 day
R1	1.1092	1.1087
PP	1.1090	1.1080
S1	1.1088	1.1073

Download as Excel Spreadsheet

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

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