CME Japanese Yen Future September 2011

Trading Metrics calculated at close of trading on 18-Mar-2011

Day Change Summary
	Previous	Current
	17-Mar-2011	18-Mar-2011	Change	Change %	Previous Week
Open	1.2903	1.2627	-0.0276	-2.1%	1.2434
High	1.2944	1.2664	-0.0280	-2.2%	1.2944
Low	1.2567	1.2228	-0.0339	-2.7%	1.2160
Close	1.2669	1.2370	-0.0299	-2.4%	1.2370
Range	0.0377	0.0436	0.0059	15.6%	0.0784
ATR	0.0110	0.0134	0.0024	21.5%	0.0000
Volume	213	386	173	81.2%	990

Daily Pivots for day following 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3729	1.3485	1.2610
R3	1.3293	1.3049	1.2490
R2	1.2857	1.2857	1.2450
R1	1.2613	1.2613	1.2410	1.2517
PP	1.2421	1.2421	1.2421	1.2373
S1	1.2177	1.2177	1.2330	1.2081
S2	1.1985	1.1985	1.2290
S3	1.1549	1.1741	1.2250
S4	1.1113	1.1305	1.2130

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4843	1.4391	1.2801
R3	1.4059	1.3607	1.2586
R2	1.3275	1.3275	1.2514
R1	1.2823	1.2823	1.2442	1.2657
PP	1.2491	1.2491	1.2491	1.2409
S1	1.2039	1.2039	1.2298	1.1873
S2	1.1707	1.1707	1.2226
S3	1.0923	1.1255	1.2154
S4	1.0139	1.0471	1.1939

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2944	1.2160	0.0784	6.3%	0.0305	2.5%	27%	False	False	198
10	1.2944	1.2050	0.0894	7.2%	0.0172	1.4%	36%	False	False	106
20	1.2944	1.2037	0.0907	7.3%	0.0093	0.8%	37%	False	False	54

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	0.0016
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	1.4517
2.618	1.3805
1.618	1.3369
1.000	1.3100
0.618	1.2933
HIGH	1.2664
0.618	1.2497
0.500	1.2446
0.382	1.2395
LOW	1.2228
0.618	1.1959
1.000	1.1792
1.618	1.1523
2.618	1.1087
4.250	1.0375

Fisher Pivots for day following 18-Mar-2011
Pivot	1 day	3 day
R1	1.2446	1.2586
PP	1.2421	1.2514
S1	1.2395	1.2442

Download as Excel Spreadsheet

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

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