CME Japanese Yen Future September 2011

Trading Metrics calculated at close of trading on 15-Mar-2011

Day Change Summary
	Previous	Current
	14-Mar-2011	15-Mar-2011	Change	Change %	Previous Week
Open	1.2434	1.2254	-0.0180	-1.4%	1.2172
High	1.2434	1.2417	-0.0017	-0.1%	1.2225
Low	1.2160	1.2214	0.0054	0.4%	1.2050
Close	1.2273	1.2393	0.0120	1.0%	1.2235
Range	0.0274	0.0203	-0.0071	-25.9%	0.0175
ATR	0.0063	0.0073	0.0010	16.0%	0.0000
Volume	42	57	15	35.7%	75

Daily Pivots for day following 15-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2950	1.2875	1.2505
R3	1.2747	1.2672	1.2449
R2	1.2544	1.2544	1.2430
R1	1.2469	1.2469	1.2412	1.2507
PP	1.2341	1.2341	1.2341	1.2360
S1	1.2266	1.2266	1.2374	1.2304
S2	1.2138	1.2138	1.2356
S3	1.1935	1.2063	1.2337
S4	1.1732	1.1860	1.2281

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2695	1.2640	1.2331
R3	1.2520	1.2465	1.2283
R2	1.2345	1.2345	1.2267
R1	1.2290	1.2290	1.2251	1.2318
PP	1.2170	1.2170	1.2170	1.2184
S1	1.2115	1.2115	1.2219	1.2143
S2	1.1995	1.1995	1.2203
S3	1.1820	1.1940	1.2187
S4	1.1645	1.1765	1.2139

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2434	1.2050	0.0384	3.1%	0.0114	0.9%	89%	False	False	33
10	1.2434	1.2050	0.0384	3.1%	0.0067	0.5%	89%	False	False	18
20	1.2434	1.1931	0.0503	4.1%	0.0043	0.3%	92%	False	False	11

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3280
2.618	1.2948
1.618	1.2745
1.000	1.2620
0.618	1.2542
HIGH	1.2417
0.618	1.2339
0.500	1.2316
0.382	1.2292
LOW	1.2214
0.618	1.2089
1.000	1.2011
1.618	1.1886
2.618	1.1683
4.250	1.1351

Fisher Pivots for day following 15-Mar-2011
Pivot	1 day	3 day
R1	1.2367	1.2360
PP	1.2341	1.2328
S1	1.2316	1.2295

Download as Excel Spreadsheet

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

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