CME Japanese Yen Future September 2010

Trading Metrics calculated at close of trading on 17-Mar-2010

Day Change Summary
	Previous	Current
	16-Mar-2010	17-Mar-2010	Change	Change %	Previous Week
Open	1.1075	1.1083	0.0008	0.1%	1.1085
High	1.1129	1.1121	-0.0008	-0.1%	1.1138
Low	1.1047	1.1039	-0.0008	-0.1%	1.1017
Close	1.1094	1.1104	0.0010	0.1%	1.1062
Range	0.0082	0.0082	0.0000	0.0%	0.0121
ATR	0.0052	0.0054	0.0002	4.1%	0.0000
Volume	79	570	491	621.5%	14

Daily Pivots for day following 17-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1334	1.1301	1.1149
R3	1.1252	1.1219	1.1127
R2	1.1170	1.1170	1.1119
R1	1.1137	1.1137	1.1112	1.1154
PP	1.1088	1.1088	1.1088	1.1096
S1	1.1055	1.1055	1.1096	1.1072
S2	1.1006	1.1006	1.1089
S3	1.0924	1.0973	1.1081
S4	1.0842	1.0891	1.1059

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%	0.0043	0.4%	78%	False	False	132
10	1.1319	1.1017	0.0302	2.7%	0.0032	0.3%	29%	False	False	67
20	1.1319	1.0917	0.0402	3.6%	0.0019	0.2%	47%	False	False	37

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	0.0008

Fibonacci Retracements and Extensions
4.250	1.1470
2.618	1.1336
1.618	1.1254
1.000	1.1203
0.618	1.1172
HIGH	1.1121
0.618	1.1090
0.500	1.1080
0.382	1.1070
LOW	1.1039
0.618	1.0988
1.000	1.0957
1.618	1.0906
2.618	1.0824
4.250	1.0691

Fisher Pivots for day following 17-Mar-2010
Pivot	1 day	3 day
R1	1.1096	1.1096
PP	1.1088	1.1088
S1	1.1080	1.1080

Download as Excel Spreadsheet

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

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