CME Japanese Yen Future March 2011

Trading Metrics calculated at close of trading on 22-Sep-2010

Day Change Summary
	Previous	Current
	21-Sep-2010	22-Sep-2010	Change	Change %	Previous Week
Open	1.1707	1.1815	0.0108	0.9%	1.1919
High	1.1770	1.1871	0.0101	0.9%	1.2083
Low	1.1702	1.1798	0.0096	0.8%	1.1666
Close	1.1776	1.1853	0.0077	0.7%	1.1686
Range	0.0068	0.0073	0.0005	7.4%	0.0417
ATR	0.0082	0.0083	0.0001	1.1%	0.0000
Volume	13	212	199	1,530.8%	1,065

Daily Pivots for day following 22-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.2060	1.2029	1.1893
R3	1.1987	1.1956	1.1873
R2	1.1914	1.1914	1.1866
R1	1.1883	1.1883	1.1860	1.1899
PP	1.1841	1.1841	1.1841	1.1848
S1	1.1810	1.1810	1.1846	1.1826
S2	1.1768	1.1768	1.1840
S3	1.1695	1.1737	1.1833
S4	1.1622	1.1664	1.1813

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	1.1871	1.1666	0.0205	1.7%	0.0056	0.5%	91%	True	False	253
10	1.2083	1.1666	0.0417	3.5%	0.0093	0.8%	45%	False	False	142
20	1.2083	1.1666	0.0417	3.5%	0.0055	0.5%	45%	False	False	74
40	1.2083	1.1470	0.0613	5.2%	0.0033	0.3%	62%	False	False	40

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2181
2.618	1.2062
1.618	1.1989
1.000	1.1944
0.618	1.1916
HIGH	1.1871
0.618	1.1843
0.500	1.1835
0.382	1.1826
LOW	1.1798
0.618	1.1753
1.000	1.1725
1.618	1.1680
2.618	1.1607
4.250	1.1488

Fisher Pivots for day following 22-Sep-2010
Pivot	1 day	3 day
R1	1.1847	1.1828
PP	1.1841	1.1804
S1	1.1835	1.1779

Download as Excel Spreadsheet

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

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