CME Japanese Yen Future December 2011

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

Day Change Summary
	Previous	Current
	12-Oct-2011	13-Oct-2011	Change	Change %	Previous Week
Open	1.3055	1.2951	-0.0104	-0.8%	1.2987
High	1.3120	1.3054	-0.0066	-0.5%	1.3086
Low	1.2912	1.2947	0.0035	0.3%	1.2940
Close	1.2947	1.3022	0.0075	0.6%	1.3030
Range	0.0208	0.0107	-0.0101	-48.6%	0.0146
ATR	0.0101	0.0101	0.0000	0.4%	0.0000
Volume	125,051	78,895	-46,156	-36.9%	416,710

Daily Pivots for day following 13-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3329	1.3282	1.3081
R3	1.3222	1.3175	1.3051
R2	1.3115	1.3115	1.3042
R1	1.3068	1.3068	1.3032	1.3092
PP	1.3008	1.3008	1.3008	1.3019
S1	1.2961	1.2961	1.3012	1.2985
S2	1.2901	1.2901	1.3002
S3	1.2794	1.2854	1.2993
S4	1.2687	1.2747	1.2963

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3457	1.3389	1.3110
R3	1.3311	1.3243	1.3070
R2	1.3165	1.3165	1.3057
R1	1.3097	1.3097	1.3043	1.3131
PP	1.3019	1.3019	1.3019	1.3036
S1	1.2951	1.2951	1.3017	1.2985
S2	1.2873	1.2873	1.3003
S3	1.2727	1.2805	1.2990
S4	1.2581	1.2659	1.2950

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3120	1.2912	0.0208	1.6%	0.0092	0.7%	53%	False	False	75,011
10	1.3120	1.2912	0.0208	1.6%	0.0094	0.7%	53%	False	False	80,829
20	1.3156	1.2912	0.0244	1.9%	0.0100	0.8%	45%	False	False	83,202
40	1.3180	1.2860	0.0320	2.5%	0.0102	0.8%	51%	False	False	47,948
60	1.3180	1.2484	0.0696	5.3%	0.0114	0.9%	77%	False	False	32,076
80	1.3180	1.2250	0.0930	7.1%	0.0104	0.8%	83%	False	False	24,075
100	1.3180	1.2187	0.0993	7.6%	0.0088	0.7%	84%	False	False	19,265
120	1.3180	1.2131	0.1049	8.1%	0.0079	0.6%	85%	False	False	16,057

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3509
2.618	1.3334
1.618	1.3227
1.000	1.3161
0.618	1.3120
HIGH	1.3054
0.618	1.3013
0.500	1.3001
0.382	1.2988
LOW	1.2947
0.618	1.2881
1.000	1.2840
1.618	1.2774
2.618	1.2667
4.250	1.2492

Fisher Pivots for day following 13-Oct-2011
Pivot	1 day	3 day
R1	1.3015	1.3020
PP	1.3008	1.3018
S1	1.3001	1.3016

Download as Excel Spreadsheet

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

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