CME Japanese Yen Future December 2011

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

Day Change Summary
	Previous	Current
	18-Mar-2011	21-Mar-2011	Change	Change %	Previous Week
Open	1.2617	1.2355	-0.0262	-2.1%	1.2448
High	1.2617	1.2370	-0.0247	-2.0%	1.2708
Low	1.2270	1.2355	0.0085	0.7%	1.2197
Close	1.2388	1.2374	-0.0014	-0.1%	1.2388
Range	0.0347	0.0015	-0.0332	-95.7%	0.0511
ATR	0.0100	0.0095	-0.0005	-4.8%	0.0000
Volume	58	74	16	27.6%	91

Daily Pivots for day following 21-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2411	1.2408	1.2382
R3	1.2396	1.2393	1.2378
R2	1.2381	1.2381	1.2377
R1	1.2378	1.2378	1.2375	1.2380
PP	1.2366	1.2366	1.2366	1.2367
S1	1.2363	1.2363	1.2373	1.2365
S2	1.2351	1.2351	1.2371
S3	1.2336	1.2348	1.2370
S4	1.2321	1.2333	1.2366

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3964	1.3687	1.2669
R3	1.3453	1.3176	1.2529
R2	1.2942	1.2942	1.2482
R1	1.2665	1.2665	1.2435	1.2548
PP	1.2431	1.2431	1.2431	1.2373
S1	1.2154	1.2154	1.2341	1.2037
S2	1.1920	1.1920	1.2294
S3	1.1409	1.1643	1.2247
S4	1.0898	1.1132	1.2107

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2708	1.2253	0.0455	3.7%	0.0138	1.1%	27%	False	False	32
10	1.2708	1.2083	0.0625	5.1%	0.0094	0.8%	47%	False	False	19
20	1.2708	1.2074	0.0634	5.1%	0.0048	0.4%	47%	False	False	11

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2434
2.618	1.2409
1.618	1.2394
1.000	1.2385
0.618	1.2379
HIGH	1.2370
0.618	1.2364
0.500	1.2363
0.382	1.2361
LOW	1.2355
0.618	1.2346
1.000	1.2340
1.618	1.2331
2.618	1.2316
4.250	1.2291

Fisher Pivots for day following 21-Mar-2011
Pivot	1 day	3 day
R1	1.2370	1.2489
PP	1.2366	1.2451
S1	1.2363	1.2412

Download as Excel Spreadsheet

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

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