CME Japanese Yen Future March 2012

Trading Metrics calculated at close of trading on 19-May-2011

Day Change Summary
	Previous	Current
	18-May-2011	19-May-2011	Change	Change %	Previous Week
Open	1.2290	1.2288	-0.0002	0.0%	1.2483
High	1.2290	1.2288	-0.0002	0.0%	1.2483
Low	1.2290	1.2288	-0.0002	0.0%	1.2340
Close	1.2290	1.2288	-0.0002	0.0%	1.2403
Range
ATR
Volume	2	2	0	0.0%	10

Daily Pivots for day following 19-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2288	1.2288	1.2288
R3	1.2288	1.2288	1.2288
R2	1.2288	1.2288	1.2288
R1	1.2288	1.2288	1.2288	1.2288
PP	1.2288	1.2288	1.2288	1.2288
S1	1.2288	1.2288	1.2288	1.2288
S2	1.2288	1.2288	1.2288
S3	1.2288	1.2288	1.2288
S4	1.2288	1.2288	1.2288

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2838	1.2763	1.2482
R3	1.2695	1.2620	1.2442
R2	1.2552	1.2552	1.2429
R1	1.2477	1.2477	1.2416	1.2443
PP	1.2409	1.2409	1.2409	1.2392
S1	1.2334	1.2334	1.2390	1.2300
S2	1.2266	1.2266	1.2377
S3	1.2123	1.2191	1.2364
S4	1.1980	1.2048	1.2324

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2415	1.2288	0.0127	1.0%	0.0000	0.0%	0%	False	True	2
10	1.2483	1.2288	0.0195	1.6%	0.0000	0.0%	0%	False	True	2

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.2288
2.618	1.2288
1.618	1.2288
1.000	1.2288
0.618	1.2288
HIGH	1.2288
0.618	1.2288
0.500	1.2288
0.382	1.2288
LOW	1.2288
0.618	1.2288
1.000	1.2288
1.618	1.2288
2.618	1.2288
4.250	1.2288

Fisher Pivots for day following 19-May-2011
Pivot	1 day	3 day
R1	1.2288	1.2298
PP	1.2288	1.2295
S1	1.2288	1.2291

Download as Excel Spreadsheet

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

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