CME Japanese Yen Future September 2011

Trading Metrics calculated at close of trading on 12-Apr-2011

Day Change Summary
	Previous	Current
	11-Apr-2011	12-Apr-2011	Change	Change %	Previous Week
Open	1.1791	1.1822	0.0031	0.3%	1.1901
High	1.1845	1.1990	0.0145	1.2%	1.1939
Low	1.1770	1.1822	0.0052	0.4%	1.1707
Close	1.1825	1.1957	0.0132	1.1%	1.1802
Range	0.0075	0.0168	0.0093	124.0%	0.0232
ATR	0.0104	0.0108	0.0005	4.4%	0.0000
Volume	267	226	-41	-15.4%	1,247

Daily Pivots for day following 12-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2427	1.2360	1.2049
R3	1.2259	1.2192	1.2003
R2	1.2091	1.2091	1.1988
R1	1.2024	1.2024	1.1972	1.2058
PP	1.1923	1.1923	1.1923	1.1940
S1	1.1856	1.1856	1.1942	1.1890
S2	1.1755	1.1755	1.1926
S3	1.1587	1.1688	1.1911
S4	1.1419	1.1520	1.1865

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	1.1990	1.1707	0.0283	2.4%	0.0102	0.9%	88%	True	False	237
10	1.2128	1.1707	0.0421	3.5%	0.0098	0.8%	59%	False	False	200
20	1.2944	1.1707	0.1237	10.3%	0.0121	1.0%	20%	False	False	208
40	1.2944	1.1707	0.1237	10.3%	0.0082	0.7%	20%	False	False	109

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	0.0009
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.2704
2.618	1.2430
1.618	1.2262
1.000	1.2158
0.618	1.2094
HIGH	1.1990
0.618	1.1926
0.500	1.1906
0.382	1.1886
LOW	1.1822
0.618	1.1718
1.000	1.1654
1.618	1.1550
2.618	1.1382
4.250	1.1108

Fisher Pivots for day following 12-Apr-2011
Pivot	1 day	3 day
R1	1.1940	1.1924
PP	1.1923	1.1891
S1	1.1906	1.1858

Download as Excel Spreadsheet

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

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