CME Japanese Yen Future March 2011

Trading Metrics calculated at close of trading on 24-Sep-2010

Day Change Summary
	Previous	Current
	23-Sep-2010	24-Sep-2010	Change	Change %	Previous Week
Open	1.1857	1.1858	0.0001	0.0%	1.1699
High	1.1886	1.1907	0.0021	0.2%	1.1907
Low	1.1845	1.1742	-0.0103	-0.9%	1.1687
Close	1.1880	1.1877	-0.0003	0.0%	1.1877
Range	0.0041	0.0165	0.0124	302.4%	0.0220
ATR	0.0080	0.0086	0.0006	7.6%	0.0000
Volume	64	109	45	70.3%	491

Daily Pivots for day following 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.2337	1.2272	1.1968
R3	1.2172	1.2107	1.1922
R2	1.2007	1.2007	1.1907
R1	1.1942	1.1942	1.1892	1.1975
PP	1.1842	1.1842	1.1842	1.1858
S1	1.1777	1.1777	1.1862	1.1810
S2	1.1677	1.1677	1.1847
S3	1.1512	1.1612	1.1832
S4	1.1347	1.1447	1.1786

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.2484	1.2400	1.1998
R3	1.2264	1.2180	1.1938
R2	1.2044	1.2044	1.1917
R1	1.1960	1.1960	1.1897	1.2002
PP	1.1824	1.1824	1.1824	1.1845
S1	1.1740	1.1740	1.1857	1.1782
S2	1.1604	1.1604	1.1837
S3	1.1384	1.1520	1.1817
S4	1.1164	1.1300	1.1756

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1907	1.1687	0.0220	1.9%	0.0076	0.6%	86%	True	False	98
10	1.2083	1.1666	0.0417	3.5%	0.0107	0.9%	51%	False	False	155
20	1.2083	1.1666	0.0417	3.5%	0.0065	0.6%	51%	False	False	81
40	1.2083	1.1571	0.0512	4.3%	0.0038	0.3%	60%	False	False	43

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	0.0019
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.2608
2.618	1.2339
1.618	1.2174
1.000	1.2072
0.618	1.2009
HIGH	1.1907
0.618	1.1844
0.500	1.1825
0.382	1.1805
LOW	1.1742
0.618	1.1640
1.000	1.1577
1.618	1.1475
2.618	1.1310
4.250	1.1041

Fisher Pivots for day following 24-Sep-2010
Pivot	1 day	3 day
R1	1.1860	1.1860
PP	1.1842	1.1842
S1	1.1825	1.1825

Download as Excel Spreadsheet

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

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