CME Japanese Yen Future September 2011

Trading Metrics calculated at close of trading on 20-Jul-2011

Day Change Summary
	Previous	Current
	19-Jul-2011	20-Jul-2011	Change	Change %	Previous Week
Open	1.2656	1.2638	-0.0018	-0.1%	1.2424
High	1.2693	1.2711	0.0018	0.1%	1.2749
Low	1.2619	1.2613	-0.0006	0.0%	1.2377
Close	1.2633	1.2700	0.0067	0.5%	1.2654
Range	0.0074	0.0098	0.0024	32.4%	0.0372
ATR	0.0100	0.0100	0.0000	-0.2%	0.0000
Volume	100,388	78,613	-21,775	-21.7%	569,065

Daily Pivots for day following 20-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2969	1.2932	1.2754
R3	1.2871	1.2834	1.2727
R2	1.2773	1.2773	1.2718
R1	1.2736	1.2736	1.2709	1.2755
PP	1.2675	1.2675	1.2675	1.2684
S1	1.2638	1.2638	1.2691	1.2657
S2	1.2577	1.2577	1.2682
S3	1.2479	1.2540	1.2673
S4	1.2381	1.2442	1.2646

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3709	1.3554	1.2859
R3	1.3337	1.3182	1.2756
R2	1.2965	1.2965	1.2722
R1	1.2810	1.2810	1.2688	1.2888
PP	1.2593	1.2593	1.2593	1.2632
S1	1.2438	1.2438	1.2620	1.2516
S2	1.2221	1.2221	1.2586
S3	1.1849	1.2066	1.2552
S4	1.1477	1.1694	1.2449

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2749	1.2567	0.0182	1.4%	0.0091	0.7%	73%	False	False	86,595
10	1.2749	1.2243	0.0506	4.0%	0.0115	0.9%	90%	False	False	102,709
20	1.2749	1.2243	0.0506	4.0%	0.0102	0.8%	90%	False	False	100,791
40	1.2749	1.2173	0.0576	4.5%	0.0098	0.8%	91%	False	False	73,704
60	1.2749	1.2106	0.0643	5.1%	0.0099	0.8%	92%	False	False	49,262
80	1.2749	1.1707	0.1042	8.2%	0.0098	0.8%	95%	False	False	37,000
100	1.2944	1.1707	0.1237	9.7%	0.0099	0.8%	80%	False	False	29,619

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0037
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3128
2.618	1.2968
1.618	1.2870
1.000	1.2809
0.618	1.2772
HIGH	1.2711
0.618	1.2674
0.500	1.2662
0.382	1.2650
LOW	1.2613
0.618	1.2552
1.000	1.2515
1.618	1.2454
2.618	1.2356
4.250	1.2197

Fisher Pivots for day following 20-Jul-2011
Pivot	1 day	3 day
R1	1.2687	1.2687
PP	1.2675	1.2675
S1	1.2662	1.2662

Download as Excel Spreadsheet

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

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