CME Japanese Yen Future March 2011

Trading Metrics calculated at close of trading on 29-Jul-2010

Day Change Summary
	Previous	Current
	28-Jul-2010	29-Jul-2010	Change	Change %	Previous Week
Open	1.1470	1.1564	0.0094	0.8%	1.1571
High	1.1470	1.1564	0.0094	0.8%	1.1571
Low	1.1470	1.1564	0.0094	0.8%	1.1490
Close	1.1470	1.1531	0.0061	0.5%	1.1478
Range
ATR
Volume	12	12	0	0.0%	20

Daily Pivots for day following 29-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1553	1.1542	1.1531
R3	1.1553	1.1542	1.1531
R2	1.1553	1.1553	1.1531
R1	1.1542	1.1542	1.1531	1.1548
PP	1.1553	1.1553	1.1553	1.1556
S1	1.1542	1.1542	1.1531	1.1548
S2	1.1553	1.1553	1.1531
S3	1.1553	1.1542	1.1531
S4	1.1553	1.1542	1.1531

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1756	1.1698	1.1523
R3	1.1675	1.1617	1.1500
R2	1.1594	1.1594	1.1493
R1	1.1536	1.1536	1.1485	1.1525
PP	1.1513	1.1513	1.1513	1.1507
S1	1.1455	1.1455	1.1471	1.1444
S2	1.1432	1.1432	1.1463
S3	1.1351	1.1374	1.1456
S4	1.1270	1.1293	1.1433

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1564	1.1416	0.0148	1.3%	0.0001	0.0%	78%	True	False	10
10	1.1577	1.1416	0.0161	1.4%	0.0000	0.0%	71%	False	False	7

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	0.0000

Fibonacci Retracements and Extensions
4.250	1.1564
2.618	1.1564
1.618	1.1564
1.000	1.1564
0.618	1.1564
HIGH	1.1564
0.618	1.1564
0.500	1.1564
0.382	1.1564
LOW	1.1564
0.618	1.1564
1.000	1.1564
1.618	1.1564
2.618	1.1564
4.250	1.1564

Fisher Pivots for day following 29-Jul-2010
Pivot	1 day	3 day
R1	1.1564	1.1517
PP	1.1553	1.1504
S1	1.1542	1.1490

Download as Excel Spreadsheet

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

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