CME Japanese Yen Future March 2011

Trading Metrics calculated at close of trading on 06-Aug-2010

Day Change Summary
	Previous	Current
	05-Aug-2010	06-Aug-2010	Change	Change %	Previous Week
Open	1.1674	1.1673	-0.0001	0.0%	1.1589
High	1.1674	1.1673	-0.0001	0.0%	1.1703
Low	1.1674	1.1673	-0.0001	0.0%	1.1589
Close	1.1674	1.1732	0.0058	0.5%	1.1732
Range
ATR	0.0059	0.0055	-0.0004	-7.0%	0.0000
Volume	27	27	0	0.0%	64

Daily Pivots for day following 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1693	1.1712	1.1732
R3	1.1693	1.1712	1.1732
R2	1.1693	1.1693	1.1732
R1	1.1712	1.1712	1.1732	1.1703
PP	1.1693	1.1693	1.1693	1.1688
S1	1.1712	1.1712	1.1732	1.1703
S2	1.1693	1.1693	1.1732
S3	1.1693	1.1712	1.1732
S4	1.1693	1.1712	1.1732

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.2017	1.1988	1.1795
R3	1.1903	1.1874	1.1763
R2	1.1789	1.1789	1.1753
R1	1.1760	1.1760	1.1742	1.1775
PP	1.1675	1.1675	1.1675	1.1682
S1	1.1646	1.1646	1.1722	1.1661
S2	1.1561	1.1561	1.1711
S3	1.1447	1.1532	1.1701
S4	1.1333	1.1418	1.1669

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1703	1.1589	0.0114	1.0%	0.0019	0.2%	125%	False	False	12
10	1.1703	1.1416	0.0287	2.4%	0.0015	0.1%	110%	False	False	11

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	0.0004

Fibonacci Retracements and Extensions
4.250	1.1673
2.618	1.1673
1.618	1.1673
1.000	1.1673
0.618	1.1673
HIGH	1.1673
0.618	1.1673
0.500	1.1673
0.382	1.1673
LOW	1.1673
0.618	1.1673
1.000	1.1673
1.618	1.1673
2.618	1.1673
4.250	1.1673

Fisher Pivots for day following 06-Aug-2010
Pivot	1 day	3 day
R1	1.1712	1.1707
PP	1.1693	1.1682
S1	1.1673	1.1657

Download as Excel Spreadsheet

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

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