CME Japanese Yen Future March 2011

Trading Metrics calculated at close of trading on 23-Sep-2010

Day Change Summary
	Previous	Current
	22-Sep-2010	23-Sep-2010	Change	Change %	Previous Week
Open	1.1815	1.1857	0.0042	0.4%	1.1919
High	1.1871	1.1886	0.0015	0.1%	1.2083
Low	1.1798	1.1845	0.0047	0.4%	1.1666
Close	1.1853	1.1880	0.0027	0.2%	1.1686
Range	0.0073	0.0041	-0.0032	-43.8%	0.0417
ATR	0.0083	0.0080	-0.0003	-3.6%	0.0000
Volume	212	64	-148	-69.8%	1,065

Daily Pivots for day following 23-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1993	1.1978	1.1903
R3	1.1952	1.1937	1.1891
R2	1.1911	1.1911	1.1888
R1	1.1896	1.1896	1.1884	1.1904
PP	1.1870	1.1870	1.1870	1.1874
S1	1.1855	1.1855	1.1876	1.1863
S2	1.1829	1.1829	1.1872
S3	1.1788	1.1814	1.1869
S4	1.1747	1.1773	1.1857

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	1.1886	1.1671	0.0215	1.8%	0.0049	0.4%	97%	True	False	83
10	1.2083	1.1666	0.0417	3.5%	0.0097	0.8%	51%	False	False	145
20	1.2083	1.1666	0.0417	3.5%	0.0057	0.5%	51%	False	False	76
40	1.2083	1.1564	0.0519	4.4%	0.0034	0.3%	61%	False	False	41

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2060
2.618	1.1993
1.618	1.1952
1.000	1.1927
0.618	1.1911
HIGH	1.1886
0.618	1.1870
0.500	1.1866
0.382	1.1861
LOW	1.1845
0.618	1.1820
1.000	1.1804
1.618	1.1779
2.618	1.1738
4.250	1.1671

Fisher Pivots for day following 23-Sep-2010
Pivot	1 day	3 day
R1	1.1875	1.1851
PP	1.1870	1.1823
S1	1.1866	1.1794

Download as Excel Spreadsheet

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

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