CME Japanese Yen Future March 2011

Trading Metrics calculated at close of trading on 29-Sep-2010

Day Change Summary
	Previous	Current
	28-Sep-2010	29-Sep-2010	Change	Change %	Previous Week
Open	1.1919	1.1974	0.0055	0.5%	1.1699
High	1.1952	1.2000	0.0048	0.4%	1.1907
Low	1.1914	1.1952	0.0038	0.3%	1.1687
Close	1.1940	1.1984	0.0044	0.4%	1.1877
Range	0.0038	0.0048	0.0010	26.3%	0.0220
ATR	0.0081	0.0079	-0.0001	-1.8%	0.0000
Volume	17	41	24	141.2%	491

Daily Pivots for day following 29-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.2123	1.2101	1.2010
R3	1.2075	1.2053	1.1997
R2	1.2027	1.2027	1.1993
R1	1.2005	1.2005	1.1988	1.2016
PP	1.1979	1.1979	1.1979	1.1984
S1	1.1957	1.1957	1.1980	1.1968
S2	1.1931	1.1931	1.1975
S3	1.1883	1.1909	1.1971
S4	1.1835	1.1861	1.1958

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	1.2000	1.1742	0.0258	2.2%	0.0065	0.5%	94%	True	False	75
10	1.2000	1.1666	0.0334	2.8%	0.0060	0.5%	95%	True	False	164
20	1.2083	1.1666	0.0417	3.5%	0.0067	0.6%	76%	False	False	91
40	1.2083	1.1610	0.0473	3.9%	0.0040	0.3%	79%	False	False	48

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	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2204
2.618	1.2126
1.618	1.2078
1.000	1.2048
0.618	1.2030
HIGH	1.2000
0.618	1.1982
0.500	1.1976
0.382	1.1970
LOW	1.1952
0.618	1.1922
1.000	1.1904
1.618	1.1874
2.618	1.1826
4.250	1.1748

Fisher Pivots for day following 29-Sep-2010
Pivot	1 day	3 day
R1	1.1981	1.1968
PP	1.1979	1.1952
S1	1.1976	1.1937

Download as Excel Spreadsheet

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

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