CME Japanese Yen Future September 2011

Trading Metrics calculated at close of trading on 08-Apr-2011

Day Change Summary
	Previous	Current
	07-Apr-2011	08-Apr-2011	Change	Change %	Previous Week
Open	1.1738	1.1790	0.0052	0.4%	1.1901
High	1.1827	1.1817	-0.0010	-0.1%	1.1939
Low	1.1712	1.1726	0.0014	0.1%	1.1707
Close	1.1789	1.1802	0.0013	0.1%	1.1802
Range	0.0115	0.0091	-0.0024	-20.9%	0.0232
ATR	0.0107	0.0106	-0.0001	-1.1%	0.0000
Volume	464	97	-367	-79.1%	1,247

Daily Pivots for day following 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2055	1.2019	1.1852
R3	1.1964	1.1928	1.1827
R2	1.1873	1.1873	1.1819
R1	1.1837	1.1837	1.1810	1.1855
PP	1.1782	1.1782	1.1782	1.1791
S1	1.1746	1.1746	1.1794	1.1764
S2	1.1691	1.1691	1.1785
S3	1.1600	1.1655	1.1777
S4	1.1509	1.1564	1.1752

Weekly Pivots for week ending 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2512	1.2389	1.1930
R3	1.2280	1.2157	1.1866
R2	1.2048	1.2048	1.1845
R1	1.1925	1.1925	1.1823	1.1871
PP	1.1816	1.1816	1.1816	1.1789
S1	1.1693	1.1693	1.1781	1.1639
S2	1.1584	1.1584	1.1759
S3	1.1352	1.1461	1.1738
S4	1.1120	1.1229	1.1674

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1939	1.1707	0.0232	2.0%	0.0079	0.7%	41%	False	False	249
10	1.2280	1.1707	0.0573	4.9%	0.0091	0.8%	17%	False	False	202
20	1.2944	1.1707	0.1237	10.5%	0.0132	1.1%	8%	False	False	188
40	1.2944	1.1707	0.1237	10.5%	0.0076	0.6%	8%	False	False	97

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	1.2204
2.618	1.2055
1.618	1.1964
1.000	1.1908
0.618	1.1873
HIGH	1.1817
0.618	1.1782
0.500	1.1772
0.382	1.1761
LOW	1.1726
0.618	1.1670
1.000	1.1635
1.618	1.1579
2.618	1.1488
4.250	1.1339

Fisher Pivots for day following 08-Apr-2011
Pivot	1 day	3 day
R1	1.1792	1.1790
PP	1.1782	1.1779
S1	1.1772	1.1767

Download as Excel Spreadsheet

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

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