CME Japanese Yen Future March 2012

Trading Metrics calculated at close of trading on 12-Jul-2011

Day Change Summary
	Previous	Current
	11-Jul-2011	12-Jul-2011	Change	Change %	Previous Week
Open	1.2514	1.2557	0.0043	0.3%	1.2366
High	1.2514	1.2557	0.0043	0.3%	1.2391
Low	1.2514	1.2557	0.0043	0.3%	1.2338
Close	1.2514	1.2634	0.0120	1.0%	1.2433
Range
ATR	0.0045	0.0044	0.0000	-0.2%	0.0000
Volume	1	1	0	0.0%	4

Daily Pivots for day following 12-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2583	1.2608	1.2634
R3	1.2583	1.2608	1.2634
R2	1.2583	1.2583	1.2634
R1	1.2608	1.2608	1.2634	1.2596
PP	1.2583	1.2583	1.2583	1.2576
S1	1.2608	1.2608	1.2634	1.2596
S2	1.2583	1.2583	1.2634
S3	1.2583	1.2608	1.2634
S4	1.2583	1.2608	1.2634

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2546	1.2543	1.2462
R3	1.2493	1.2490	1.2448
R2	1.2440	1.2440	1.2443
R1	1.2437	1.2437	1.2438	1.2439
PP	1.2387	1.2387	1.2387	1.2388
S1	1.2384	1.2384	1.2428	1.2386
S2	1.2334	1.2334	1.2423
S3	1.2281	1.2331	1.2418
S4	1.2228	1.2278	1.2404

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2557	1.2338	0.0219	1.7%	0.0000	0.0%	135%	True	False	1
10	1.2557	1.2338	0.0219	1.7%	0.0000	0.0%	135%	True	False	11
20	1.2557	1.2338	0.0219	1.7%	0.0000	0.0%	135%	True	False	24
40	1.2557	1.2201	0.0356	2.8%	0.0000	0.0%	122%	True	False	14

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	1.2557
2.618	1.2557
1.618	1.2557
1.000	1.2557
0.618	1.2557
HIGH	1.2557
0.618	1.2557
0.500	1.2557
0.382	1.2557
LOW	1.2557
0.618	1.2557
1.000	1.2557
1.618	1.2557
2.618	1.2557
4.250	1.2557

Fisher Pivots for day following 12-Jul-2011
Pivot	1 day	3 day
R1	1.2608	1.2581
PP	1.2583	1.2527
S1	1.2557	1.2474

Download as Excel Spreadsheet

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

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