CME Japanese Yen Future September 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	1.2172	1.2170	-0.0002	0.0%	1.2256
High	1.2172	1.2170	-0.0002	0.0%	1.2256
Low	1.2172	1.2066	-0.0106	-0.9%	1.2162
Close	1.2172	1.2117	-0.0055	-0.5%	1.2166
Range	0.0000	0.0104	0.0104		0.0094
ATR	0.0033	0.0038	0.0005	15.7%	0.0000
Volume	3	3	0	0.0%	13

Daily Pivots for day following 08-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2430	1.2377	1.2174
R3	1.2326	1.2273	1.2146
R2	1.2222	1.2222	1.2136
R1	1.2169	1.2169	1.2127	1.2144
PP	1.2118	1.2118	1.2118	1.2105
S1	1.2065	1.2065	1.2107	1.2040
S2	1.2014	1.2014	1.2098
S3	1.1910	1.1961	1.2088
S4	1.1806	1.1857	1.2060

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2477	1.2415	1.2218
R3	1.2383	1.2321	1.2192
R2	1.2289	1.2289	1.2183
R1	1.2227	1.2227	1.2175	1.2211
PP	1.2195	1.2195	1.2195	1.2187
S1	1.2133	1.2133	1.2157	1.2117
S2	1.2101	1.2101	1.2149
S3	1.2007	1.2039	1.2140
S4	1.1913	1.1945	1.2114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2236	1.2066	0.0170	1.4%	0.0021	0.2%	30%	False	True	3
10	1.2256	1.2066	0.0190	1.6%	0.0016	0.1%	27%	False	True	2
20	1.2256	1.1931	0.0325	2.7%	0.0015	0.1%	57%	False	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1.2612
2.618	1.2442
1.618	1.2338
1.000	1.2274
0.618	1.2234
HIGH	1.2170
0.618	1.2130
0.500	1.2118
0.382	1.2106
LOW	1.2066
0.618	1.2002
1.000	1.1962
1.618	1.1898
2.618	1.1794
4.250	1.1624

Fisher Pivots for day following 08-Mar-2011
Pivot	1 day	3 day
R1	1.2118	1.2119
PP	1.2118	1.2118
S1	1.2117	1.2118

Download as Excel Spreadsheet

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

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