CME Japanese Yen Future September 2011

Trading Metrics calculated at close of trading on 03-Mar-2011

Day Change Summary
	Previous	Current
	02-Mar-2011	03-Mar-2011	Change	Change %	Previous Week
Open	1.2236	1.2162	-0.0074	-0.6%	1.2037
High	1.2236	1.2162	-0.0074	-0.6%	1.2230
Low	1.2236	1.2162	-0.0074	-0.6%	1.2037
Close	1.2236	1.2162	-0.0074	-0.6%	1.2263
Range
ATR	0.0035	0.0038	0.0003	8.1%	0.0000
Volume	3	3	0	0.0%	13

Daily Pivots for day following 03-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2162	1.2162	1.2162
R3	1.2162	1.2162	1.2162
R2	1.2162	1.2162	1.2162
R1	1.2162	1.2162	1.2162	1.2162
PP	1.2162	1.2162	1.2162	1.2162
S1	1.2162	1.2162	1.2162	1.2162
S2	1.2162	1.2162	1.2162
S3	1.2162	1.2162	1.2162
S4	1.2162	1.2162	1.2162

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2756	1.2702	1.2369
R3	1.2563	1.2509	1.2316
R2	1.2370	1.2370	1.2298
R1	1.2316	1.2316	1.2281	1.2343
PP	1.2177	1.2177	1.2177	1.2190
S1	1.2123	1.2123	1.2245	1.2150
S2	1.1984	1.1984	1.2228
S3	1.1791	1.1930	1.2210
S4	1.1598	1.1737	1.2157

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2256	1.2162	0.0094	0.8%	0.0012	0.1%	0%	False	True	2
10	1.2256	1.2024	0.0232	1.9%	0.0014	0.1%	59%	False	False	3

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.2162
2.618	1.2162
1.618	1.2162
1.000	1.2162
0.618	1.2162
HIGH	1.2162
0.618	1.2162
0.500	1.2162
0.382	1.2162
LOW	1.2162
0.618	1.2162
1.000	1.2162
1.618	1.2162
2.618	1.2162
4.250	1.2162

Fisher Pivots for day following 03-Mar-2011
Pivot	1 day	3 day
R1	1.2162	1.2199
PP	1.2162	1.2187
S1	1.2162	1.2174

Download as Excel Spreadsheet

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

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