CME Japanese Yen Future December 2011

Trading Metrics calculated at close of trading on 02-Dec-2011

Day Change Summary
	Previous	Current
	01-Dec-2011	02-Dec-2011	Change	Change %	Previous Week
Open	1.2892	1.2871	-0.0021	-0.2%	1.2909
High	1.2910	1.2871	-0.0039	-0.3%	1.2941
Low	1.2852	1.2809	-0.0043	-0.3%	1.2778
Close	1.2855	1.2814	-0.0041	-0.3%	1.2814
Range	0.0058	0.0062	0.0004	6.9%	0.0163
ATR	0.0099	0.0096	-0.0003	-2.7%	0.0000
Volume	71,756	57,666	-14,090	-19.6%	374,659

Daily Pivots for day following 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3017	1.2978	1.2848
R3	1.2955	1.2916	1.2831
R2	1.2893	1.2893	1.2825
R1	1.2854	1.2854	1.2820	1.2843
PP	1.2831	1.2831	1.2831	1.2826
S1	1.2792	1.2792	1.2808	1.2781
S2	1.2769	1.2769	1.2803
S3	1.2707	1.2730	1.2797
S4	1.2645	1.2668	1.2780

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3333	1.3237	1.2904
R3	1.3170	1.3074	1.2859
R2	1.3007	1.3007	1.2844
R1	1.2911	1.2911	1.2829	1.2878
PP	1.2844	1.2844	1.2844	1.2828
S1	1.2748	1.2748	1.2799	1.2715
S2	1.2681	1.2681	1.2784
S3	1.2518	1.2585	1.2769
S4	1.2355	1.2422	1.2724

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2941	1.2778	0.0163	1.3%	0.0100	0.8%	22%	False	False	74,931
10	1.3067	1.2778	0.0289	2.3%	0.0095	0.7%	12%	False	False	72,744
20	1.3067	1.2778	0.0289	2.3%	0.0081	0.6%	12%	False	False	63,230
40	1.3264	1.2582	0.0682	5.3%	0.0103	0.8%	34%	False	False	78,324
60	1.3264	1.2582	0.0682	5.3%	0.0104	0.8%	34%	False	False	77,510
80	1.3264	1.2582	0.0682	5.3%	0.0102	0.8%	34%	False	False	58,471
100	1.3264	1.2484	0.0780	6.1%	0.0108	0.8%	42%	False	False	46,831
120	1.3264	1.2250	0.1014	7.9%	0.0101	0.8%	56%	False	False	39,034

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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3135
2.618	1.3033
1.618	1.2971
1.000	1.2933
0.618	1.2909
HIGH	1.2871
0.618	1.2847
0.500	1.2840
0.382	1.2833
LOW	1.2809
0.618	1.2771
1.000	1.2747
1.618	1.2709
2.618	1.2647
4.250	1.2546

Fisher Pivots for day following 02-Dec-2011
Pivot	1 day	3 day
R1	1.2840	1.2870
PP	1.2831	1.2851
S1	1.2823	1.2833

Download as Excel Spreadsheet

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

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