CME Japanese Yen Future December 2011

Trading Metrics calculated at close of trading on 14-Mar-2011

Day Change Summary
	Previous	Current
	11-Mar-2011	14-Mar-2011	Change	Change %	Previous Week
Open	1.2217	1.2448	0.0231	1.9%	1.2188
High	1.2217	1.2448	0.0231	1.9%	1.2217
Low	1.2217	1.2197	-0.0020	-0.2%	1.2083
Close	1.2252	1.2292	0.0040	0.3%	1.2252
Range	0.0000	0.0251	0.0251		0.0134
ATR	0.0042	0.0057	0.0015	35.1%	0.0000
Volume	7	1	-6	-85.7%	35

Daily Pivots for day following 14-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3065	1.2930	1.2430
R3	1.2814	1.2679	1.2361
R2	1.2563	1.2563	1.2338
R1	1.2428	1.2428	1.2315	1.2370
PP	1.2312	1.2312	1.2312	1.2284
S1	1.2177	1.2177	1.2269	1.2119
S2	1.2061	1.2061	1.2246
S3	1.1810	1.1926	1.2223
S4	1.1559	1.1675	1.2154

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2586	1.2553	1.2326
R3	1.2452	1.2419	1.2289
R2	1.2318	1.2318	1.2277
R1	1.2285	1.2285	1.2264	1.2302
PP	1.2184	1.2184	1.2184	1.2192
S1	1.2151	1.2151	1.2240	1.2168
S2	1.2050	1.2050	1.2227
S3	1.1916	1.2017	1.2215
S4	1.1782	1.1883	1.2178

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2448	1.2083	0.0365	3.0%	0.0050	0.4%	57%	True	False	5
10	1.2448	1.2083	0.0365	3.0%	0.0025	0.2%	57%	True	False	4
20	1.2448	1.1930	0.0518	4.2%	0.0016	0.1%	70%	True	False	3

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	0.0000
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	1.3515
2.618	1.3105
1.618	1.2854
1.000	1.2699
0.618	1.2603
HIGH	1.2448
0.618	1.2352
0.500	1.2323
0.382	1.2293
LOW	1.2197
0.618	1.2042
1.000	1.1946
1.618	1.1791
2.618	1.1540
4.250	1.1130

Fisher Pivots for day following 14-Mar-2011
Pivot	1 day	3 day
R1	1.2323	1.2283
PP	1.2312	1.2274
S1	1.2302	1.2266

Download as Excel Spreadsheet

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

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