CME Japanese Yen Future December 2011

Trading Metrics calculated at close of trading on 13-Apr-2011

Day Change Summary
	Previous	Current
	12-Apr-2011	13-Apr-2011	Change	Change %	Previous Week
Open	1.1940	1.1981	0.0041	0.3%	1.1952
High	1.1940	1.1981	0.0041	0.3%	1.1952
Low	1.1940	1.1920	-0.0020	-0.2%	1.1732
Close	1.1970	1.1953	-0.0017	-0.1%	1.1815
Range	0.0000	0.0061	0.0061		0.0220
ATR	0.0071	0.0070	-0.0001	-1.0%	0.0000
Volume	2	2	0	0.0%	77

Daily Pivots for day following 13-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2134	1.2105	1.1987
R3	1.2073	1.2044	1.1970
R2	1.2012	1.2012	1.1964
R1	1.1983	1.1983	1.1959	1.1967
PP	1.1951	1.1951	1.1951	1.1944
S1	1.1922	1.1922	1.1947	1.1906
S2	1.1890	1.1890	1.1942
S3	1.1829	1.1861	1.1936
S4	1.1768	1.1800	1.1919

Weekly Pivots for week ending 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2493	1.2374	1.1936
R3	1.2273	1.2154	1.1876
R2	1.2053	1.2053	1.1855
R1	1.1934	1.1934	1.1835	1.1884
PP	1.1833	1.1833	1.1833	1.1808
S1	1.1714	1.1714	1.1795	1.1664
S2	1.1613	1.1613	1.1775
S3	1.1393	1.1494	1.1755
S4	1.1173	1.1274	1.1694

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1981	1.1756	0.0225	1.9%	0.0012	0.1%	88%	True	False	2
10	1.2067	1.1732	0.0335	2.8%	0.0020	0.2%	66%	False	False	11
20	1.2708	1.1732	0.0976	8.2%	0.0033	0.3%	23%	False	False	17
40	1.2708	1.1732	0.0976	8.2%	0.0031	0.3%	23%	False	False	11

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 8 trading days

Fibonacci Retracements and Extensions
4.250	1.2240
2.618	1.2141
1.618	1.2080
1.000	1.2042
0.618	1.2019
HIGH	1.1981
0.618	1.1958
0.500	1.1951
0.382	1.1943
LOW	1.1920
0.618	1.1882
1.000	1.1859
1.618	1.1821
2.618	1.1760
4.250	1.1661

Fisher Pivots for day following 13-Apr-2011
Pivot	1 day	3 day
R1	1.1952	1.1939
PP	1.1951	1.1924
S1	1.1951	1.1910

Download as Excel Spreadsheet

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

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