CME Japanese Yen Future March 2012

Trading Metrics calculated at close of trading on 24-May-2011

Day Change Summary
	Previous	Current
	23-May-2011	24-May-2011	Change	Change %	Previous Week
Open	1.2239	1.2242	0.0003	0.0%	1.2415
High	1.2239	1.2242	0.0003	0.0%	1.2415
Low	1.2239	1.2242	0.0003	0.0%	1.2287
Close	1.2239	1.2242	0.0003	0.0%	1.2287
Range
ATR	0.0034	0.0032	-0.0002	-6.5%	0.0000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 24-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2242	1.2242	1.2242
R3	1.2242	1.2242	1.2242
R2	1.2242	1.2242	1.2242
R1	1.2242	1.2242	1.2242	1.2242
PP	1.2242	1.2242	1.2242	1.2242
S1	1.2242	1.2242	1.2242	1.2242
S2	1.2242	1.2242	1.2242
S3	1.2242	1.2242	1.2242
S4	1.2242	1.2242	1.2242

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	1.2290	1.2239	0.0051	0.4%	0.0000	0.0%	6%	False	False	2
10	1.2415	1.2239	0.0176	1.4%	0.0000	0.0%	2%	False	False	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	1.2242
2.618	1.2242
1.618	1.2242
1.000	1.2242
0.618	1.2242
HIGH	1.2242
0.618	1.2242
0.500	1.2242
0.382	1.2242
LOW	1.2242
0.618	1.2242
1.000	1.2242
1.618	1.2242
2.618	1.2242
4.250	1.2242

Fisher Pivots for day following 24-May-2011
Pivot	1 day	3 day
R1	1.2242	1.2263
PP	1.2242	1.2256
S1	1.2242	1.2249

Download as Excel Spreadsheet

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

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