CME Japanese Yen Future September 2010

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

Day Change Summary
	Previous	Current
	29-Mar-2010	30-Mar-2010	Change	Change %	Previous Week
Open	1.0829	1.0836	0.0007	0.1%	1.1070
High	1.0832	1.0862	0.0030	0.3%	1.1120
Low	1.0792	1.0764	-0.0028	-0.3%	1.0780
Close	1.0818	1.0787	-0.0031	-0.3%	1.0821
Range	0.0040	0.0098	0.0058	145.0%	0.0340
ATR	0.0071	0.0073	0.0002	2.7%	0.0000
Volume	208	386	178	85.6%	766

Daily Pivots for day following 30-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1098	1.1041	1.0841
R3	1.1000	1.0943	1.0814
R2	1.0902	1.0902	1.0805
R1	1.0845	1.0845	1.0796	1.0825
PP	1.0804	1.0804	1.0804	1.0794
S1	1.0747	1.0747	1.0778	1.0727
S2	1.0706	1.0706	1.0769
S3	1.0608	1.0649	1.0760
S4	1.0510	1.0551	1.0733

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1927	1.1714	1.1008
R3	1.1587	1.1374	1.0915
R2	1.1247	1.1247	1.0883
R1	1.1034	1.1034	1.0852	1.0971
PP	1.0907	1.0907	1.0907	1.0875
S1	1.0694	1.0694	1.0790	1.0631
S2	1.0567	1.0567	1.0759
S3	1.0227	1.0354	1.0728
S4	0.9887	1.0014	1.0634

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1069	1.0764	0.0305	2.8%	0.0112	1.0%	8%	False	True	229
10	1.1150	1.0764	0.0386	3.6%	0.0091	0.8%	6%	False	True	268
20	1.1319	1.0764	0.0555	5.1%	0.0057	0.5%	4%	False	True	139
40	1.1319	1.0764	0.0555	5.1%	0.0031	0.3%	4%	False	True	74

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1279
2.618	1.1119
1.618	1.1021
1.000	1.0960
0.618	1.0923
HIGH	1.0862
0.618	1.0825
0.500	1.0813
0.382	1.0801
LOW	1.0764
0.618	1.0703
1.000	1.0666
1.618	1.0605
2.618	1.0507
4.250	1.0348

Fisher Pivots for day following 30-Mar-2010
Pivot	1 day	3 day
R1	1.0813	1.0813
PP	1.0804	1.0804
S1	1.0796	1.0796

Download as Excel Spreadsheet

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

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