CME Japanese Yen Future September 2011

Trading Metrics calculated at close of trading on 01-Apr-2011

Day Change Summary
	Previous	Current
	31-Mar-2011	01-Apr-2011	Change	Change %	Previous Week
Open	1.2050	1.2017	-0.0033	-0.3%	1.2280
High	1.2108	1.2017	-0.0091	-0.8%	1.2280
Low	1.2050	1.1823	-0.0227	-1.9%	1.1823
Close	1.2051	1.1908	-0.0143	-1.2%	1.1908
Range	0.0058	0.0194	0.0136	234.5%	0.0457
ATR	0.0104	0.0112	0.0009	8.6%	0.0000
Volume	88	100	12	13.6%	778

Daily Pivots for day following 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2498	1.2397	1.2015
R3	1.2304	1.2203	1.1961
R2	1.2110	1.2110	1.1944
R1	1.2009	1.2009	1.1926	1.1963
PP	1.1916	1.1916	1.1916	1.1893
S1	1.1815	1.1815	1.1890	1.1769
S2	1.1722	1.1722	1.1872
S3	1.1528	1.1621	1.1855
S4	1.1334	1.1427	1.1801

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3375	1.3098	1.2159
R3	1.2918	1.2641	1.2034
R2	1.2461	1.2461	1.1992
R1	1.2184	1.2184	1.1950	1.2094
PP	1.2004	1.2004	1.2004	1.1959
S1	1.1727	1.1727	1.1866	1.1637
S2	1.1547	1.1547	1.1824
S3	1.1090	1.1270	1.1782
S4	1.0633	1.0813	1.1657

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2280	1.1823	0.0457	3.8%	0.0103	0.9%	19%	False	True	155
10	1.2393	1.1823	0.0570	4.8%	0.0072	0.6%	15%	False	True	153
20	1.2944	1.1823	0.1121	9.4%	0.0122	1.0%	8%	False	True	130

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	0.0003
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.2842
2.618	1.2525
1.618	1.2331
1.000	1.2211
0.618	1.2137
HIGH	1.2017
0.618	1.1943
0.500	1.1920
0.382	1.1897
LOW	1.1823
0.618	1.1703
1.000	1.1629
1.618	1.1509
2.618	1.1315
4.250	1.0999

Fisher Pivots for day following 01-Apr-2011
Pivot	1 day	3 day
R1	1.1920	1.1976
PP	1.1916	1.1953
S1	1.1912	1.1931

Download as Excel Spreadsheet

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

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