CME Japanese Yen Future March 2011

Trading Metrics calculated at close of trading on 15-Sep-2010

Day Change Summary
	Previous	Current
	14-Sep-2010	15-Sep-2010	Change	Change %	Previous Week
Open	1.2024	1.2060	0.0036	0.3%	1.1993
High	1.2082	1.2083	0.0001	0.0%	1.1999
Low	1.1972	1.1698	-0.0274	-2.3%	1.1877
Close	1.2064	1.1706	-0.0358	-3.0%	1.1912
Range	0.0110	0.0385	0.0275	250.0%	0.0122
ATR	0.0069	0.0092	0.0023	32.6%	0.0000
Volume	8	80	72	900.0%	61

Daily Pivots for day following 15-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.2984	1.2730	1.1918
R3	1.2599	1.2345	1.1812
R2	1.2214	1.2214	1.1777
R1	1.1960	1.1960	1.1741	1.1895
PP	1.1829	1.1829	1.1829	1.1796
S1	1.1575	1.1575	1.1671	1.1510
S2	1.1444	1.1444	1.1635
S3	1.1059	1.1190	1.1600
S4	1.0674	1.0805	1.1494

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	1.2083	1.1698	0.0385	3.3%	0.0131	1.1%	2%	True	True	32
10	1.2083	1.1698	0.0385	3.3%	0.0074	0.6%	2%	True	True	18
20	1.2083	1.1688	0.0395	3.4%	0.0044	0.4%	5%	True	False	11
40	1.2083	1.1416	0.0667	5.7%	0.0026	0.2%	43%	True	False	9

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	0.0009
Widest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	1.3719
2.618	1.3091
1.618	1.2706
1.000	1.2468
0.618	1.2321
HIGH	1.2083
0.618	1.1936
0.500	1.1891
0.382	1.1845
LOW	1.1698
0.618	1.1460
1.000	1.1313
1.618	1.1075
2.618	1.0690
4.250	1.0062

Fisher Pivots for day following 15-Sep-2010
Pivot	1 day	3 day
R1	1.1891	1.1891
PP	1.1829	1.1829
S1	1.1768	1.1768

Download as Excel Spreadsheet

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

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