CME Japanese Yen Future September 2010

Trading Metrics calculated at close of trading on 02-Apr-2010

Day Change Summary
	Previous	Current
	01-Apr-2010	02-Apr-2010	Change	Change %	Previous Week
Open	1.0710	1.0674	-0.0036	-0.3%	1.0829
High	1.0728	1.0688	-0.0040	-0.4%	1.0862
Low	1.0647	1.0567	-0.0080	-0.8%	1.0567
Close	1.0670	1.0575	-0.0095	-0.9%	1.0575
Range	0.0081	0.0121	0.0040	49.4%	0.0295
ATR	0.0075	0.0079	0.0003	4.3%	0.0000
Volume	552	380	-172	-31.2%	1,970

Daily Pivots for day following 02-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0973	1.0895	1.0642
R3	1.0852	1.0774	1.0608
R2	1.0731	1.0731	1.0597
R1	1.0653	1.0653	1.0586	1.0632
PP	1.0610	1.0610	1.0610	1.0599
S1	1.0532	1.0532	1.0564	1.0511
S2	1.0489	1.0489	1.0553
S3	1.0368	1.0411	1.0542
S4	1.0247	1.0290	1.0508

Weekly Pivots for week ending 02-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1553	1.1359	1.0737
R3	1.1258	1.1064	1.0656
R2	1.0963	1.0963	1.0629
R1	1.0769	1.0769	1.0602	1.0719
PP	1.0668	1.0668	1.0668	1.0643
S1	1.0474	1.0474	1.0548	1.0424
S2	1.0373	1.0373	1.0521
S3	1.0078	1.0179	1.0494
S4	0.9783	0.9884	1.0413

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0862	1.0567	0.0295	2.8%	0.0087	0.8%	3%	False	True	394
10	1.1120	1.0567	0.0553	5.2%	0.0097	0.9%	1%	False	True	273
20	1.1150	1.0567	0.0583	5.5%	0.0067	0.6%	1%	False	True	207
40	1.1319	1.0567	0.0752	7.1%	0.0038	0.4%	1%	False	True	107

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1202
2.618	1.1005
1.618	1.0884
1.000	1.0809
0.618	1.0763
HIGH	1.0688
0.618	1.0642
0.500	1.0628
0.382	1.0613
LOW	1.0567
0.618	1.0492
1.000	1.0446
1.618	1.0371
2.618	1.0250
4.250	1.0053

Fisher Pivots for day following 02-Apr-2010
Pivot	1 day	3 day
R1	1.0628	1.0678
PP	1.0610	1.0643
S1	1.0593	1.0609

Download as Excel Spreadsheet

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

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