CME Japanese Yen Future September 2012

Trading Metrics calculated at close of trading on 02-May-2012

Day Change Summary
	Previous	Current
	01-May-2012	02-May-2012	Change	Change %	Previous Week
Open	1.2544	1.2480	-0.0064	-0.5%	1.2316
High	1.2567	1.2506	-0.0061	-0.5%	1.2476
Low	1.2486	1.2425	-0.0061	-0.5%	1.2278
Close	1.2486	1.2493	0.0007	0.1%	1.2460
Range	0.0081	0.0081	0.0000	0.0%	0.0198
ATR	0.0095	0.0094	-0.0001	-1.0%	0.0000
Volume	239	104	-135	-56.5%	167

Daily Pivots for day following 02-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2718	1.2686	1.2538
R3	1.2637	1.2605	1.2515
R2	1.2556	1.2556	1.2508
R1	1.2524	1.2524	1.2500	1.2540
PP	1.2475	1.2475	1.2475	1.2483
S1	1.2443	1.2443	1.2486	1.2459
S2	1.2394	1.2394	1.2478
S3	1.2313	1.2362	1.2471
S4	1.2232	1.2281	1.2448

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2999	1.2927	1.2569
R3	1.2801	1.2729	1.2514
R2	1.2603	1.2603	1.2496
R1	1.2531	1.2531	1.2478	1.2567
PP	1.2405	1.2405	1.2405	1.2423
S1	1.2333	1.2333	1.2442	1.2369
S2	1.2207	1.2207	1.2424
S3	1.2009	1.2135	1.2406
S4	1.1811	1.1937	1.2351

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2567	1.2312	0.0255	2.0%	0.0103	0.8%	71%	False	False	100
10	1.2567	1.2252	0.0315	2.5%	0.0076	0.6%	77%	False	False	66
20	1.2567	1.2156	0.0411	3.3%	0.0075	0.6%	82%	False	False	64
40	1.2567	1.1915	0.0652	5.2%	0.0078	0.6%	89%	False	False	51

Crabel Price Patterns
NR	False
NR4	False
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	0.0014

Fibonacci Retracements and Extensions
4.250	1.2850
2.618	1.2718
1.618	1.2637
1.000	1.2587
0.618	1.2556
HIGH	1.2506
0.618	1.2475
0.500	1.2466
0.382	1.2456
LOW	1.2425
0.618	1.2375
1.000	1.2344
1.618	1.2294
2.618	1.2213
4.250	1.2081

Fisher Pivots for day following 02-May-2012
Pivot	1 day	3 day
R1	1.2484	1.2496
PP	1.2475	1.2495
S1	1.2466	1.2494

Download as Excel Spreadsheet

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

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