CME Japanese Yen Future March 2011

Trading Metrics calculated at close of trading on 08-Sep-2010

Day Change Summary
	Previous	Current
	07-Sep-2010	08-Sep-2010	Change	Change %	Previous Week
Open	1.1993	1.1999	0.0006	0.1%	1.1837
High	1.1993	1.1999	0.0006	0.1%	1.1912
Low	1.1993	1.1914	-0.0079	-0.7%	1.1837
Close	1.1962	1.1937	-0.0025	-0.2%	1.1868
Range	0.0000	0.0085	0.0085		0.0075
ATR	0.0067	0.0068	0.0001	1.9%	0.0000
Volume	1	14	13	1,300.0%	7

Daily Pivots for day following 08-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.2205	1.2156	1.1984
R3	1.2120	1.2071	1.1960
R2	1.2035	1.2035	1.1953
R1	1.1986	1.1986	1.1945	1.1968
PP	1.1950	1.1950	1.1950	1.1941
S1	1.1901	1.1901	1.1929	1.1883
S2	1.1865	1.1865	1.1921
S3	1.1780	1.1816	1.1914
S4	1.1695	1.1731	1.1890

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.2097	1.2058	1.1909
R3	1.2022	1.1983	1.1889
R2	1.1947	1.1947	1.1882
R1	1.1908	1.1908	1.1875	1.1928
PP	1.1872	1.1872	1.1872	1.1882
S1	1.1833	1.1833	1.1861	1.1853
S2	1.1797	1.1797	1.1854
S3	1.1722	1.1758	1.1847
S4	1.1647	1.1683	1.1827

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1999	1.1866	0.0133	1.1%	0.0017	0.1%	53%	True	False	3
10	1.1999	1.1765	0.0234	2.0%	0.0017	0.1%	74%	True	False	6
20	1.1999	1.1635	0.0364	3.0%	0.0012	0.1%	83%	True	False	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.2360
2.618	1.2222
1.618	1.2137
1.000	1.2084
0.618	1.2052
HIGH	1.1999
0.618	1.1967
0.500	1.1957
0.382	1.1946
LOW	1.1914
0.618	1.1861
1.000	1.1829
1.618	1.1776
2.618	1.1691
4.250	1.1553

Fisher Pivots for day following 08-Sep-2010
Pivot	1 day	3 day
R1	1.1957	1.1936
PP	1.1950	1.1935
S1	1.1944	1.1934

Download as Excel Spreadsheet

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

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