CME Japanese Yen Future March 2012

Trading Metrics calculated at close of trading on 23-May-2011

Day Change Summary
	Previous	Current
	20-May-2011	23-May-2011	Change	Change %	Previous Week
Open	1.2287	1.2239	-0.0048	-0.4%	1.2415
High	1.2287	1.2239	-0.0048	-0.4%	1.2415
Low	1.2287	1.2239	-0.0048	-0.4%	1.2287
Close	1.2287	1.2239	-0.0048	-0.4%	1.2287
Range
ATR	0.0033	0.0034	0.0001	3.2%	0.0000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 23-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2239	1.2239	1.2239
R3	1.2239	1.2239	1.2239
R2	1.2239	1.2239	1.2239
R1	1.2239	1.2239	1.2239	1.2239
PP	1.2239	1.2239	1.2239	1.2239
S1	1.2239	1.2239	1.2239	1.2239
S2	1.2239	1.2239	1.2239
S3	1.2239	1.2239	1.2239
S4	1.2239	1.2239	1.2239

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2714	1.2628	1.2357
R3	1.2586	1.2500	1.2322
R2	1.2458	1.2458	1.2310
R1	1.2372	1.2372	1.2299	1.2351
PP	1.2330	1.2330	1.2330	1.2319
S1	1.2244	1.2244	1.2275	1.2223
S2	1.2202	1.2202	1.2264
S3	1.2074	1.2116	1.2252
S4	1.1946	1.1988	1.2217

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2308	1.2239	0.0069	0.6%	0.0000	0.0%	0%	False	True	2
10	1.2415	1.2239	0.0176	1.4%	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	1.2239
2.618	1.2239
1.618	1.2239
1.000	1.2239
0.618	1.2239
HIGH	1.2239
0.618	1.2239
0.500	1.2239
0.382	1.2239
LOW	1.2239
0.618	1.2239
1.000	1.2239
1.618	1.2239
2.618	1.2239
4.250	1.2239

Fisher Pivots for day following 23-May-2011
Pivot	1 day	3 day
R1	1.2239	1.2264
PP	1.2239	1.2255
S1	1.2239	1.2247

Download as Excel Spreadsheet

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

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