CME Japanese Yen Future September 2011

Trading Metrics calculated at close of trading on 27-Apr-2011

Day Change Summary
	Previous	Current
	26-Apr-2011	27-Apr-2011	Change	Change %	Previous Week
Open	1.2251	1.2285	0.0034	0.3%	1.2049
High	1.2279	1.2315	0.0036	0.3%	1.2260
Low	1.2212	1.2106	-0.0106	-0.9%	1.2031
Close	1.2265	1.2173	-0.0092	-0.8%	1.2241
Range	0.0067	0.0209	0.0142	211.9%	0.0229
ATR	0.0103	0.0111	0.0008	7.3%	0.0000
Volume	131	93	-38	-29.0%	906

Daily Pivots for day following 27-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2825	1.2708	1.2288
R3	1.2616	1.2499	1.2230
R2	1.2407	1.2407	1.2211
R1	1.2290	1.2290	1.2192	1.2244
PP	1.2198	1.2198	1.2198	1.2175
S1	1.2081	1.2081	1.2154	1.2035
S2	1.1989	1.1989	1.2135
S3	1.1780	1.1872	1.2116
S4	1.1571	1.1663	1.2058

Weekly Pivots for week ending 22-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2864	1.2782	1.2367
R3	1.2635	1.2553	1.2304
R2	1.2406	1.2406	1.2283
R1	1.2324	1.2324	1.2262	1.2365
PP	1.2177	1.2177	1.2177	1.2198
S1	1.2095	1.2095	1.2220	1.2136
S2	1.1948	1.1948	1.2199
S3	1.1719	1.1866	1.2178
S4	1.1490	1.1637	1.2115

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2315	1.2050	0.0265	2.2%	0.0120	1.0%	46%	True	False	135
10	1.2315	1.1897	0.0418	3.4%	0.0107	0.9%	66%	True	False	204
20	1.2315	1.1707	0.0608	5.0%	0.0102	0.8%	77%	True	False	202
40	1.2944	1.1707	0.1237	10.2%	0.0104	0.9%	38%	False	False	159

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	1.3203
2.618	1.2862
1.618	1.2653
1.000	1.2524
0.618	1.2444
HIGH	1.2315
0.618	1.2235
0.500	1.2211
0.382	1.2186
LOW	1.2106
0.618	1.1977
1.000	1.1897
1.618	1.1768
2.618	1.1559
4.250	1.1218

Fisher Pivots for day following 27-Apr-2011
Pivot	1 day	3 day
R1	1.2211	1.2211
PP	1.2198	1.2198
S1	1.2186	1.2186

Download as Excel Spreadsheet

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

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