CME Japanese Yen Future September 2011

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

Day Change Summary
	Previous	Current
	20-Apr-2011	21-Apr-2011	Change	Change %	Previous Week
Open	1.2101	1.2136	0.0035	0.3%	1.1791
High	1.2163	1.2260	0.0097	0.8%	1.2060
Low	1.2050	1.2136	0.0086	0.7%	1.1770
Close	1.2148	1.2241	0.0093	0.8%	1.2042
Range	0.0113	0.0124	0.0011	9.7%	0.0290
ATR	0.0105	0.0107	0.0001	1.3%	0.0000
Volume	49	226	177	361.2%	1,232

Daily Pivots for day following 21-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2584	1.2537	1.2309
R3	1.2460	1.2413	1.2275
R2	1.2336	1.2336	1.2264
R1	1.2289	1.2289	1.2252	1.2313
PP	1.2212	1.2212	1.2212	1.2224
S1	1.2165	1.2165	1.2230	1.2189
S2	1.2088	1.2088	1.2218
S3	1.1964	1.2041	1.2207
S4	1.1840	1.1917	1.2173

Weekly Pivots for week ending 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2827	1.2725	1.2202
R3	1.2537	1.2435	1.2122
R2	1.2247	1.2247	1.2095
R1	1.2145	1.2145	1.2069	1.2196
PP	1.1957	1.1957	1.1957	1.1983
S1	1.1855	1.1855	1.2015	1.1906
S2	1.1667	1.1667	1.1989
S3	1.1377	1.1565	1.1962
S4	1.1087	1.1275	1.1883

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2260	1.1952	0.0308	2.5%	0.0107	0.9%	94%	True	False	256
10	1.2260	1.1726	0.0534	4.4%	0.0104	0.8%	96%	True	False	223
20	1.2323	1.1707	0.0616	5.0%	0.0094	0.8%	87%	False	False	208
40	1.2944	1.1707	0.1237	10.1%	0.0096	0.8%	43%	False	False	149

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2787
2.618	1.2585
1.618	1.2461
1.000	1.2384
0.618	1.2337
HIGH	1.2260
0.618	1.2213
0.500	1.2198
0.382	1.2183
LOW	1.2136
0.618	1.2059
1.000	1.2012
1.618	1.1935
2.618	1.1811
4.250	1.1609

Fisher Pivots for day following 21-Apr-2011
Pivot	1 day	3 day
R1	1.2227	1.2212
PP	1.2212	1.2184
S1	1.2198	1.2155

Download as Excel Spreadsheet

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

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