CME Japanese Yen Future March 2011

Trading Metrics calculated at close of trading on 06-Oct-2010

Day Change Summary
	Previous	Current
	05-Oct-2010	06-Oct-2010	Change	Change %	Previous Week
Open	1.1931	1.2063	0.0132	1.1%	1.1873
High	1.2065	1.2126	0.0061	0.5%	1.2048
Low	1.1931	1.2055	0.0124	1.0%	1.1873
Close	1.2044	1.2080	0.0036	0.3%	1.2023
Range	0.0134	0.0071	-0.0063	-47.0%	0.0175
ATR	0.0081	0.0081	0.0000	0.1%	0.0000
Volume	39	55	16	41.0%	323

Daily Pivots for day following 06-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.2300	1.2261	1.2119
R3	1.2229	1.2190	1.2100
R2	1.2158	1.2158	1.2093
R1	1.2119	1.2119	1.2087	1.2139
PP	1.2087	1.2087	1.2087	1.2097
S1	1.2048	1.2048	1.2073	1.2068
S2	1.2016	1.2016	1.2067
S3	1.1945	1.1977	1.2060
S4	1.1874	1.1906	1.2041

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.2506	1.2440	1.2119
R3	1.2331	1.2265	1.2071
R2	1.2156	1.2156	1.2055
R1	1.2090	1.2090	1.2039	1.2123
PP	1.1981	1.1981	1.1981	1.1998
S1	1.1915	1.1915	1.2007	1.1948
S2	1.1806	1.1806	1.1991
S3	1.1631	1.1740	1.1975
S4	1.1456	1.1565	1.1927

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2126	1.1931	0.0195	1.6%	0.0081	0.7%	76%	True	False	59
10	1.2126	1.1742	0.0384	3.2%	0.0073	0.6%	88%	True	False	67
20	1.2126	1.1666	0.0460	3.8%	0.0083	0.7%	90%	True	False	105
40	1.2126	1.1635	0.0491	4.1%	0.0047	0.4%	91%	True	False	54

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2428
2.618	1.2312
1.618	1.2241
1.000	1.2197
0.618	1.2170
HIGH	1.2126
0.618	1.2099
0.500	1.2091
0.382	1.2082
LOW	1.2055
0.618	1.2011
1.000	1.1984
1.618	1.1940
2.618	1.1869
4.250	1.1753

Fisher Pivots for day following 06-Oct-2010
Pivot	1 day	3 day
R1	1.2091	1.2063
PP	1.2087	1.2046
S1	1.2084	1.2029

Download as Excel Spreadsheet

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

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