CME Japanese Yen Future March 2011

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

Day Change Summary
	Previous	Current
	29-Jul-2010	30-Jul-2010	Change	Change %	Previous Week
Open	1.1564	1.1622	0.0058	0.5%	1.1548
High	1.1564	1.1622	0.0058	0.5%	1.1622
Low	1.1564	1.1571	0.0007	0.1%	1.1416
Close	1.1531	1.1610	0.0079	0.7%	1.1610
Range	0.0000	0.0051	0.0051		0.0206
ATR
Volume	12	1	-11	-91.7%	49

Daily Pivots for day following 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1754	1.1733	1.1638
R3	1.1703	1.1682	1.1624
R2	1.1652	1.1652	1.1619
R1	1.1631	1.1631	1.1615	1.1616
PP	1.1601	1.1601	1.1601	1.1594
S1	1.1580	1.1580	1.1605	1.1565
S2	1.1550	1.1550	1.1601
S3	1.1499	1.1529	1.1596
S4	1.1448	1.1478	1.1582

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.2167	1.2095	1.1723
R3	1.1961	1.1889	1.1667
R2	1.1755	1.1755	1.1648
R1	1.1683	1.1683	1.1629	1.1719
PP	1.1549	1.1549	1.1549	1.1568
S1	1.1477	1.1477	1.1591	1.1513
S2	1.1343	1.1343	1.1572
S3	1.1137	1.1271	1.1553
S4	1.0931	1.1065	1.1497

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1622	1.1416	0.0206	1.8%	0.0010	0.1%	94%	True	False	9
10	1.1622	1.1416	0.0206	1.8%	0.0005	0.0%	94%	True	False	6

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	0.0000
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.1839
2.618	1.1756
1.618	1.1705
1.000	1.1673
0.618	1.1654
HIGH	1.1622
0.618	1.1603
0.500	1.1597
0.382	1.1590
LOW	1.1571
0.618	1.1539
1.000	1.1520
1.618	1.1488
2.618	1.1437
4.250	1.1354

Fisher Pivots for day following 30-Jul-2010
Pivot	1 day	3 day
R1	1.1606	1.1589
PP	1.1601	1.1567
S1	1.1597	1.1546

Download as Excel Spreadsheet

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

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