CME Japanese Yen Future September 2011

Trading Metrics calculated at close of trading on 25-Mar-2011

Day Change Summary
	Previous	Current
	24-Mar-2011	25-Mar-2011	Change	Change %	Previous Week
Open	1.2370	1.2323	-0.0047	-0.4%	1.2393
High	1.2391	1.2323	-0.0068	-0.5%	1.2393
Low	1.2358	1.2298	-0.0060	-0.5%	1.2298
Close	1.2373	1.2303	-0.0070	-0.6%	1.2303
Range	0.0033	0.0025	-0.0008	-24.2%	0.0095
ATR	0.0111	0.0108	-0.0003	-2.3%	0.0000
Volume	20	12	-8	-40.0%	757

Daily Pivots for day following 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2383	1.2368	1.2317
R3	1.2358	1.2343	1.2310
R2	1.2333	1.2333	1.2308
R1	1.2318	1.2318	1.2305	1.2313
PP	1.2308	1.2308	1.2308	1.2306
S1	1.2293	1.2293	1.2301	1.2288
S2	1.2283	1.2283	1.2298
S3	1.2258	1.2268	1.2296
S4	1.2233	1.2243	1.2289

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2616	1.2555	1.2355
R3	1.2521	1.2460	1.2329
R2	1.2426	1.2426	1.2320
R1	1.2365	1.2365	1.2312	1.2348
PP	1.2331	1.2331	1.2331	1.2323
S1	1.2270	1.2270	1.2294	1.2253
S2	1.2236	1.2236	1.2286
S3	1.2141	1.2175	1.2277
S4	1.2046	1.2080	1.2251

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2393	1.2298	0.0095	0.8%	0.0041	0.3%	5%	False	True	151
10	1.2944	1.2160	0.0784	6.4%	0.0173	1.4%	18%	False	False	174
20	1.2944	1.2050	0.0894	7.3%	0.0100	0.8%	28%	False	False	91

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.2429
2.618	1.2388
1.618	1.2363
1.000	1.2348
0.618	1.2338
HIGH	1.2323
0.618	1.2313
0.500	1.2311
0.382	1.2308
LOW	1.2298
0.618	1.2283
1.000	1.2273
1.618	1.2258
2.618	1.2233
4.250	1.2192

Fisher Pivots for day following 25-Mar-2011
Pivot	1 day	3 day
R1	1.2311	1.2345
PP	1.2308	1.2331
S1	1.2306	1.2317

Download as Excel Spreadsheet

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

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