CME Japanese Yen Future March 2011

Trading Metrics calculated at close of trading on 20-Sep-2010

Day Change Summary
	Previous	Current
	17-Sep-2010	20-Sep-2010	Change	Change %	Previous Week
Open	1.1689	1.1699	0.0010	0.1%	1.1919
High	1.1700	1.1720	0.0020	0.2%	1.2083
Low	1.1671	1.1687	0.0016	0.1%	1.1666
Close	1.1686	1.1690	0.0004	0.0%	1.1686
Range	0.0029	0.0033	0.0004	13.8%	0.0417
ATR	0.0086	0.0082	-0.0004	-4.3%	0.0000
Volume	36	93	57	158.3%	1,065

Daily Pivots for day following 20-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1798	1.1777	1.1708
R3	1.1765	1.1744	1.1699
R2	1.1732	1.1732	1.1696
R1	1.1711	1.1711	1.1693	1.1705
PP	1.1699	1.1699	1.1699	1.1696
S1	1.1678	1.1678	1.1687	1.1672
S2	1.1666	1.1666	1.1684
S3	1.1633	1.1645	1.1681
S4	1.1600	1.1612	1.1672

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3063	1.2791	1.1915
R3	1.2646	1.2374	1.1801
R2	1.2229	1.2229	1.1762
R1	1.1957	1.1957	1.1724	1.1885
PP	1.1812	1.1812	1.1812	1.1775
S1	1.1540	1.1540	1.1648	1.1468
S2	1.1395	1.1395	1.1610
S3	1.0978	1.1123	1.1571
S4	1.0561	1.0706	1.1457

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2083	1.1666	0.0417	3.6%	0.0126	1.1%	6%	False	False	226
10	1.2083	1.1666	0.0417	3.6%	0.0088	0.7%	6%	False	False	121
20	1.2083	1.1666	0.0417	3.6%	0.0050	0.4%	6%	False	False	63
40	1.2083	1.1416	0.0667	5.7%	0.0029	0.3%	41%	False	False	35

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1860
2.618	1.1806
1.618	1.1773
1.000	1.1753
0.618	1.1740
HIGH	1.1720
0.618	1.1707
0.500	1.1704
0.382	1.1700
LOW	1.1687
0.618	1.1667
1.000	1.1654
1.618	1.1634
2.618	1.1601
4.250	1.1547

Fisher Pivots for day following 20-Sep-2010
Pivot	1 day	3 day
R1	1.1704	1.1704
PP	1.1699	1.1699
S1	1.1695	1.1695

Download as Excel Spreadsheet

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

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