CME Japanese Yen Future September 2011

Trading Metrics calculated at close of trading on 21-Mar-2011

Day Change Summary
	Previous	Current
	18-Mar-2011	21-Mar-2011	Change	Change %	Previous Week
Open	1.2627	1.2393	-0.0234	-1.9%	1.2434
High	1.2664	1.2393	-0.0271	-2.1%	1.2944
Low	1.2228	1.2327	0.0099	0.8%	1.2160
Close	1.2370	1.2356	-0.0014	-0.1%	1.2370
Range	0.0436	0.0066	-0.0370	-84.9%	0.0784
ATR	0.0134	0.0129	-0.0005	-3.6%	0.0000
Volume	386	596	210	54.4%	990

Daily Pivots for day following 21-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2557	1.2522	1.2392
R3	1.2491	1.2456	1.2374
R2	1.2425	1.2425	1.2368
R1	1.2390	1.2390	1.2362	1.2375
PP	1.2359	1.2359	1.2359	1.2351
S1	1.2324	1.2324	1.2350	1.2309
S2	1.2293	1.2293	1.2344
S3	1.2227	1.2258	1.2338
S4	1.2161	1.2192	1.2320

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	1.2214	0.0730	5.9%	0.0264	2.1%	19%	False	False	308
10	1.2944	1.2050	0.0894	7.2%	0.0179	1.4%	34%	False	False	165
20	1.2944	1.2037	0.0907	7.3%	0.0097	0.8%	35%	False	False	84

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.2674
2.618	1.2566
1.618	1.2500
1.000	1.2459
0.618	1.2434
HIGH	1.2393
0.618	1.2368
0.500	1.2360
0.382	1.2352
LOW	1.2327
0.618	1.2286
1.000	1.2261
1.618	1.2220
2.618	1.2154
4.250	1.2047

Fisher Pivots for day following 21-Mar-2011
Pivot	1 day	3 day
R1	1.2360	1.2586
PP	1.2359	1.2509
S1	1.2357	1.2433

Download as Excel Spreadsheet

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

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