CME Japanese Yen Future December 2011

Trading Metrics calculated at close of trading on 17-Mar-2011

Day Change Summary
	Previous	Current
	16-Mar-2011	17-Mar-2011	Change	Change %	Previous Week
Open	1.2407	1.2650	0.0243	2.0%	1.2188
High	1.2499	1.2708	0.0209	1.7%	1.2217
Low	1.2407	1.2639	0.0232	1.9%	1.2083
Close	1.2519	1.2685	0.0166	1.3%	1.2252
Range	0.0092	0.0069	-0.0023	-25.0%	0.0134
ATR	0.0067	0.0076	0.0009	13.0%	0.0000
Volume	24	4	-20	-83.3%	35

Daily Pivots for day following 17-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2884	1.2854	1.2723
R3	1.2815	1.2785	1.2704
R2	1.2746	1.2746	1.2698
R1	1.2716	1.2716	1.2691	1.2731
PP	1.2677	1.2677	1.2677	1.2685
S1	1.2647	1.2647	1.2679	1.2662
S2	1.2608	1.2608	1.2672
S3	1.2539	1.2578	1.2666
S4	1.2470	1.2509	1.2647

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	1.2708	1.2197	0.0511	4.0%	0.0116	0.9%	95%	True	False	8
10	1.2708	1.2083	0.0625	4.9%	0.0058	0.5%	96%	True	False	7
20	1.2708	1.2015	0.0693	5.5%	0.0030	0.2%	97%	True	False	5

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.0001
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3001
2.618	1.2889
1.618	1.2820
1.000	1.2777
0.618	1.2751
HIGH	1.2708
0.618	1.2682
0.500	1.2674
0.382	1.2665
LOW	1.2639
0.618	1.2596
1.000	1.2570
1.618	1.2527
2.618	1.2458
4.250	1.2346

Fisher Pivots for day following 17-Mar-2011
Pivot	1 day	3 day
R1	1.2681	1.2617
PP	1.2677	1.2549
S1	1.2674	1.2481

Download as Excel Spreadsheet

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

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