CME Japanese Yen Future December 2011

Trading Metrics calculated at close of trading on 05-Jul-2011

Day Change Summary
	Previous	Current
	01-Jul-2011	05-Jul-2011	Change	Change %	Previous Week
Open	1.2419	1.2400	-0.0019	-0.2%	1.2458
High	1.2419	1.2400	-0.0019	-0.2%	1.2466
Low	1.2349	1.2333	-0.0016	-0.1%	1.2325
Close	1.2382	1.2352	-0.0030	-0.2%	1.2382
Range	0.0070	0.0067	-0.0003	-4.3%	0.0141
ATR	0.0062	0.0063	0.0000	0.5%	0.0000
Volume	57	17	-40	-70.2%	286

Daily Pivots for day following 05-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2563	1.2524	1.2389
R3	1.2496	1.2457	1.2370
R2	1.2429	1.2429	1.2364
R1	1.2390	1.2390	1.2358	1.2376
PP	1.2362	1.2362	1.2362	1.2355
S1	1.2323	1.2323	1.2346	1.2309
S2	1.2295	1.2295	1.2340
S3	1.2228	1.2256	1.2334
S4	1.2161	1.2189	1.2315

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2814	1.2739	1.2460
R3	1.2673	1.2598	1.2421
R2	1.2532	1.2532	1.2408
R1	1.2457	1.2457	1.2395	1.2424
PP	1.2391	1.2391	1.2391	1.2375
S1	1.2316	1.2316	1.2369	1.2283
S2	1.2250	1.2250	1.2356
S3	1.2109	1.2175	1.2343
S4	1.1968	1.2034	1.2304

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2466	1.2325	0.0141	1.1%	0.0067	0.5%	19%	False	False	58
10	1.2512	1.2325	0.0187	1.5%	0.0052	0.4%	14%	False	False	35
20	1.2549	1.2325	0.0224	1.8%	0.0046	0.4%	12%	False	False	34
40	1.2549	1.2187	0.0362	2.9%	0.0030	0.2%	46%	False	False	25
60	1.2549	1.1815	0.0734	5.9%	0.0034	0.3%	73%	False	False	22
80	1.2708	1.1732	0.0976	7.9%	0.0039	0.3%	64%	False	False	21
100	1.2708	1.1732	0.0976	7.9%	0.0032	0.3%	64%	False	False	17

Crabel Price Patterns
NR	True
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	0.0002
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2685
2.618	1.2575
1.618	1.2508
1.000	1.2467
0.618	1.2441
HIGH	1.2400
0.618	1.2374
0.500	1.2367
0.382	1.2359
LOW	1.2333
0.618	1.2292
1.000	1.2266
1.618	1.2225
2.618	1.2158
4.250	1.2048

Fisher Pivots for day following 05-Jul-2011
Pivot	1 day	3 day
R1	1.2367	1.2400
PP	1.2362	1.2384
S1	1.2357	1.2368

Download as Excel Spreadsheet

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

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