CME Japanese Yen Future March 2012

Trading Metrics calculated at close of trading on 31-May-2011

Day Change Summary
	Previous	Current
	27-May-2011	31-May-2011	Change	Change %	Previous Week
Open	1.2360	1.2304	-0.0056	-0.5%	1.2239
High	1.2360	1.2304	-0.0056	-0.5%	1.2360
Low	1.2360	1.2304	-0.0056	-0.5%	1.2201
Close	1.2407	1.2304	-0.0103	-0.8%	1.2407
Range
ATR	0.0030	0.0035	0.0005	17.1%	0.0000
Volume	2	1	-1	-50.0%	10

Daily Pivots for day following 31-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2304	1.2304	1.2304
R3	1.2304	1.2304	1.2304
R2	1.2304	1.2304	1.2304
R1	1.2304	1.2304	1.2304	1.2304
PP	1.2304	1.2304	1.2304	1.2304
S1	1.2304	1.2304	1.2304	1.2304
S2	1.2304	1.2304	1.2304
S3	1.2304	1.2304	1.2304
S4	1.2304	1.2304	1.2304

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2800	1.2762	1.2494
R3	1.2641	1.2603	1.2451
R2	1.2482	1.2482	1.2436
R1	1.2444	1.2444	1.2422	1.2463
PP	1.2323	1.2323	1.2323	1.2332
S1	1.2285	1.2285	1.2392	1.2304
S2	1.2164	1.2164	1.2378
S3	1.2005	1.2126	1.2363
S4	1.1846	1.1967	1.2320

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2360	1.2201	0.0159	1.3%	0.0000	0.0%	65%	False	False	1
10	1.2360	1.2201	0.0159	1.3%	0.0000	0.0%	65%	False	False	1

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	1.2304
2.618	1.2304
1.618	1.2304
1.000	1.2304
0.618	1.2304
HIGH	1.2304
0.618	1.2304
0.500	1.2304
0.382	1.2304
LOW	1.2304
0.618	1.2304
1.000	1.2304
1.618	1.2304
2.618	1.2304
4.250	1.2304

Fisher Pivots for day following 31-May-2011
Pivot	1 day	3 day
R1	1.2304	1.2296
PP	1.2304	1.2288
S1	1.2304	1.2281

Download as Excel Spreadsheet

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

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