CME Japanese Yen Future June 2011

Trading Metrics calculated at close of trading on 08-Mar-2011

Day Change Summary
	Previous	Current
	07-Mar-2011	08-Mar-2011	Change	Change %	Previous Week
Open	1.2176	1.2158	-0.0018	-0.1%	1.2256
High	1.2211	1.2171	-0.0040	-0.3%	1.2270
Low	1.2146	1.2076	-0.0070	-0.6%	1.2045
Close	1.2159	1.2104	-0.0055	-0.5%	1.2153
Range	0.0065	0.0095	0.0030	46.2%	0.0225
ATR	0.0088	0.0088	0.0001	0.6%	0.0000
Volume	13,854	24,520	10,666	77.0%	16,366

Daily Pivots for day following 08-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2402	1.2348	1.2156
R3	1.2307	1.2253	1.2130
R2	1.2212	1.2212	1.2121
R1	1.2158	1.2158	1.2113	1.2138
PP	1.2117	1.2117	1.2117	1.2107
S1	1.2063	1.2063	1.2095	1.2043
S2	1.2022	1.2022	1.2087
S3	1.1927	1.1968	1.2078
S4	1.1832	1.1873	1.2052

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2831	1.2717	1.2277
R3	1.2606	1.2492	1.2215
R2	1.2381	1.2381	1.2194
R1	1.2267	1.2267	1.2174	1.2212
PP	1.2156	1.2156	1.2156	1.2128
S1	1.2042	1.2042	1.2132	1.1987
S2	1.1931	1.1931	1.2112
S3	1.1706	1.1817	1.2091
S4	1.1481	1.1592	1.2029

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2270	1.2045	0.0225	1.9%	0.0097	0.8%	26%	False	False	9,971
10	1.2270	1.2045	0.0225	1.9%	0.0087	0.7%	26%	False	False	5,795
20	1.2270	1.1919	0.0351	2.9%	0.0085	0.7%	53%	False	False	3,061
40	1.2388	1.1919	0.0469	3.9%	0.0085	0.7%	39%	False	False	1,594

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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2575
2.618	1.2420
1.618	1.2325
1.000	1.2266
0.618	1.2230
HIGH	1.2171
0.618	1.2135
0.500	1.2124
0.382	1.2112
LOW	1.2076
0.618	1.2017
1.000	1.1981
1.618	1.1922
2.618	1.1827
4.250	1.1672

Fisher Pivots for day following 08-Mar-2011
Pivot	1 day	3 day
R1	1.2124	1.2128
PP	1.2117	1.2120
S1	1.2111	1.2112

Download as Excel Spreadsheet

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

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