CME Japanese Yen Future December 2011

Trading Metrics calculated at close of trading on 20-Oct-2011

Day Change Summary
	Previous	Current
	19-Oct-2011	20-Oct-2011	Change	Change %	Previous Week
Open	1.3032	1.3024	-0.0008	-0.1%	1.3030
High	1.3056	1.3052	-0.0004	0.0%	1.3120
Low	1.3020	1.2980	-0.0040	-0.3%	1.2912
Close	1.3034	1.3023	-0.0011	-0.1%	1.2961
Range	0.0036	0.0072	0.0036	100.0%	0.0208
ATR	0.0096	0.0094	-0.0002	-1.8%	0.0000
Volume	56,434	99,385	42,951	76.1%	393,334

Daily Pivots for day following 20-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3234	1.3201	1.3063
R3	1.3162	1.3129	1.3043
R2	1.3090	1.3090	1.3036
R1	1.3057	1.3057	1.3030	1.3038
PP	1.3018	1.3018	1.3018	1.3009
S1	1.2985	1.2985	1.3016	1.2966
S2	1.2946	1.2946	1.3010
S3	1.2874	1.2913	1.3003
S4	1.2802	1.2841	1.2983

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3622	1.3499	1.3075
R3	1.3414	1.3291	1.3018
R2	1.3206	1.3206	1.2999
R1	1.3083	1.3083	1.2980	1.3041
PP	1.2998	1.2998	1.2998	1.2976
S1	1.2875	1.2875	1.2942	1.2833
S2	1.2790	1.2790	1.2923
S3	1.2582	1.2667	1.2904
S4	1.2374	1.2459	1.2847

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3068	1.2921	0.0147	1.1%	0.0081	0.6%	69%	False	False	86,983
10	1.3120	1.2912	0.0208	1.6%	0.0087	0.7%	53%	False	False	80,997
20	1.3149	1.2912	0.0237	1.8%	0.0095	0.7%	47%	False	False	83,444
40	1.3156	1.2860	0.0296	2.3%	0.0100	0.8%	55%	False	False	58,784
60	1.3180	1.2484	0.0696	5.3%	0.0112	0.9%	77%	False	False	39,315
80	1.3180	1.2250	0.0930	7.1%	0.0106	0.8%	83%	False	False	29,509
100	1.3180	1.2250	0.0930	7.1%	0.0092	0.7%	83%	False	False	23,614
120	1.3180	1.2187	0.0993	7.6%	0.0079	0.6%	84%	False	False	19,680

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3358
2.618	1.3240
1.618	1.3168
1.000	1.3124
0.618	1.3096
HIGH	1.3052
0.618	1.3024
0.500	1.3016
0.382	1.3008
LOW	1.2980
0.618	1.2936
1.000	1.2908
1.618	1.2864
2.618	1.2792
4.250	1.2674

Fisher Pivots for day following 20-Oct-2011
Pivot	1 day	3 day
R1	1.3021	1.3022
PP	1.3018	1.3022
S1	1.3016	1.3021

Download as Excel Spreadsheet

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

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