CME Japanese Yen Future December 2011

Trading Metrics calculated at close of trading on 01-Apr-2011

Day Change Summary
	Previous	Current
	31-Mar-2011	01-Apr-2011	Change	Change %	Previous Week
Open	1.2067	1.2000	-0.0067	-0.6%	1.2280
High	1.2067	1.2000	-0.0067	-0.6%	1.2280
Low	1.2067	1.1858	-0.0209	-1.7%	1.1858
Close	1.2067	1.1924	-0.0143	-1.2%	1.1924
Range	0.0000	0.0142	0.0142		0.0422
ATR	0.0072	0.0082	0.0010	13.5%	0.0000
Volume	15	15	0	0.0%	64

Daily Pivots for day following 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2353	1.2281	1.2002
R3	1.2211	1.2139	1.1963
R2	1.2069	1.2069	1.1950
R1	1.1997	1.1997	1.1937	1.1962
PP	1.1927	1.1927	1.1927	1.1910
S1	1.1855	1.1855	1.1911	1.1820
S2	1.1785	1.1785	1.1898
S3	1.1643	1.1713	1.1885
S4	1.1501	1.1571	1.1846

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3287	1.3027	1.2156
R3	1.2865	1.2605	1.2040
R2	1.2443	1.2443	1.2001
R1	1.2183	1.2183	1.1963	1.2102
PP	1.2021	1.2021	1.2021	1.1980
S1	1.1761	1.1761	1.1885	1.1680
S2	1.1599	1.1599	1.1847
S3	1.1177	1.1339	1.1808
S4	1.0755	1.0917	1.1692

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2280	1.1858	0.0422	3.5%	0.0028	0.2%	16%	False	True	12
10	1.2408	1.1858	0.0550	4.6%	0.0018	0.1%	12%	False	True	20
20	1.2708	1.1858	0.0850	7.1%	0.0055	0.5%	8%	False	True	16
40	1.2708	1.1858	0.0850	7.1%	0.0029	0.2%	8%	False	True	9

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.2604
2.618	1.2372
1.618	1.2230
1.000	1.2142
0.618	1.2088
HIGH	1.2000
0.618	1.1946
0.500	1.1929
0.382	1.1912
LOW	1.1858
0.618	1.1770
1.000	1.1716
1.618	1.1628
2.618	1.1486
4.250	1.1255

Fisher Pivots for day following 01-Apr-2011
Pivot	1 day	3 day
R1	1.1929	1.1980
PP	1.1927	1.1961
S1	1.1926	1.1943

Download as Excel Spreadsheet

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

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