CME Japanese Yen Future March 2011

Trading Metrics calculated at close of trading on 13-Aug-2010

Day Change Summary
	Previous	Current
	12-Aug-2010	13-Aug-2010	Change	Change %	Previous Week
Open	1.1672	1.1655	-0.0017	-0.1%	1.1672
High	1.1672	1.1655	-0.0017	-0.1%	1.1759
Low	1.1672	1.1635	-0.0037	-0.3%	1.1635
Close	1.1672	1.1626	-0.0046	-0.4%	1.1626
Range	0.0000	0.0020	0.0020		0.0124
ATR	0.0056	0.0054	-0.0001	-2.4%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1699	1.1682	1.1637
R3	1.1679	1.1662	1.1632
R2	1.1659	1.1659	1.1630
R1	1.1642	1.1642	1.1628	1.1641
PP	1.1639	1.1639	1.1639	1.1638
S1	1.1622	1.1622	1.1624	1.1621
S2	1.1619	1.1619	1.1622
S3	1.1599	1.1602	1.1621
S4	1.1579	1.1582	1.1615

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.2045	1.1960	1.1694
R3	1.1921	1.1836	1.1660
R2	1.1797	1.1797	1.1649
R1	1.1712	1.1712	1.1637	1.1693
PP	1.1673	1.1673	1.1673	1.1664
S1	1.1588	1.1588	1.1615	1.1569
S2	1.1549	1.1549	1.1603
S3	1.1425	1.1464	1.1592
S4	1.1301	1.1340	1.1558

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1759	1.1635	0.0124	1.1%	0.0004	0.0%	-7%	False	True	1
10	1.1759	1.1589	0.0170	1.5%	0.0011	0.1%	22%	False	False	6
20	1.1759	1.1416	0.0343	3.0%	0.0008	0.1%	61%	False	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	0.0004
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1740
2.618	1.1707
1.618	1.1687
1.000	1.1675
0.618	1.1667
HIGH	1.1655
0.618	1.1647
0.500	1.1645
0.382	1.1643
LOW	1.1635
0.618	1.1623
1.000	1.1615
1.618	1.1603
2.618	1.1583
4.250	1.1550

Fisher Pivots for day following 13-Aug-2010
Pivot	1 day	3 day
R1	1.1645	1.1697
PP	1.1639	1.1673
S1	1.1632	1.1650

Download as Excel Spreadsheet

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

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