CME Japanese Yen Future March 2011

Trading Metrics calculated at close of trading on 14-Sep-2010

Day Change Summary
	Previous	Current
	13-Sep-2010	14-Sep-2010	Change	Change %	Previous Week
Open	1.1919	1.2024	0.0105	0.9%	1.1993
High	1.1999	1.2082	0.0083	0.7%	1.1999
Low	1.1909	1.1972	0.0063	0.5%	1.1877
Close	1.1983	1.2064	0.0081	0.7%	1.1912
Range	0.0090	0.0110	0.0020	22.2%	0.0122
ATR	0.0066	0.0069	0.0003	4.7%	0.0000
Volume	28	8	-20	-71.4%	61

Daily Pivots for day following 14-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.2369	1.2327	1.2125
R3	1.2259	1.2217	1.2094
R2	1.2149	1.2149	1.2084
R1	1.2107	1.2107	1.2074	1.2128
PP	1.2039	1.2039	1.2039	1.2050
S1	1.1997	1.1997	1.2054	1.2018
S2	1.1929	1.1929	1.2044
S3	1.1819	1.1887	1.2034
S4	1.1709	1.1777	1.2004

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.2295	1.2226	1.1979
R3	1.2173	1.2104	1.1946
R2	1.2051	1.2051	1.1934
R1	1.1982	1.1982	1.1923	1.1956
PP	1.1929	1.1929	1.1929	1.1916
S1	1.1860	1.1860	1.1901	1.1834
S2	1.1807	1.1807	1.1890
S3	1.1685	1.1738	1.1878
S4	1.1563	1.1616	1.1845

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2082	1.1877	0.0205	1.7%	0.0071	0.6%	91%	True	False	19
10	1.2082	1.1866	0.0216	1.8%	0.0035	0.3%	92%	True	False	10
20	1.2082	1.1688	0.0394	3.3%	0.0024	0.2%	95%	True	False	7
40	1.2082	1.1416	0.0666	5.5%	0.0016	0.1%	97%	True	False	7

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	0.0006
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	1.2550
2.618	1.2370
1.618	1.2260
1.000	1.2192
0.618	1.2150
HIGH	1.2082
0.618	1.2040
0.500	1.2027
0.382	1.2014
LOW	1.1972
0.618	1.1904
1.000	1.1862
1.618	1.1794
2.618	1.1684
4.250	1.1505

Fisher Pivots for day following 14-Sep-2010
Pivot	1 day	3 day
R1	1.2052	1.2036
PP	1.2039	1.2008
S1	1.2027	1.1980

Download as Excel Spreadsheet

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

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