CME Japanese Yen Future March 2012

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

Day Change Summary
	Previous	Current
	22-Dec-2011	23-Dec-2011	Change	Change %	Previous Week
Open	1.2834	1.2821	-0.0013	-0.1%	1.2886
High	1.2845	1.2845	0.0000	0.0%	1.2903
Low	1.2810	1.2806	-0.0004	0.0%	1.2699
Close	1.2815	1.2836	0.0021	0.2%	1.2836
Range	0.0035	0.0039	0.0004	11.4%	0.0204
ATR	0.0075	0.0072	-0.0003	-3.4%	0.0000
Volume	34,769	20,023	-14,746	-42.4%	199,395

Daily Pivots for day following 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2946	1.2930	1.2857
R3	1.2907	1.2891	1.2847
R2	1.2868	1.2868	1.2843
R1	1.2852	1.2852	1.2840	1.2860
PP	1.2829	1.2829	1.2829	1.2833
S1	1.2813	1.2813	1.2832	1.2821
S2	1.2790	1.2790	1.2829
S3	1.2751	1.2774	1.2825
S4	1.2712	1.2735	1.2815

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3425	1.3334	1.2948
R3	1.3221	1.3130	1.2892
R2	1.3017	1.3017	1.2873
R1	1.2926	1.2926	1.2855	1.2870
PP	1.2813	1.2813	1.2813	1.2784
S1	1.2722	1.2722	1.2817	1.2666
S2	1.2609	1.2609	1.2799
S3	1.2405	1.2518	1.2780
S4	1.2201	1.2314	1.2724

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2903	1.2699	0.0204	1.6%	0.0080	0.6%	67%	False	False	39,879
10	1.2919	1.2699	0.0220	1.7%	0.0070	0.5%	62%	False	False	37,863
20	1.3013	1.2699	0.0314	2.4%	0.0072	0.6%	44%	False	False	21,823
40	1.3279	1.2609	0.0670	5.2%	0.0082	0.6%	34%	False	False	11,002
60	1.3279	1.2609	0.0670	5.2%	0.0077	0.6%	34%	False	False	7,362
80	1.3279	1.2609	0.0670	5.2%	0.0066	0.5%	34%	False	False	5,530
100	1.3279	1.2609	0.0670	5.2%	0.0054	0.4%	34%	False	False	4,424
120	1.3279	1.2338	0.0941	7.3%	0.0046	0.4%	53%	False	False	3,687

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3011
2.618	1.2947
1.618	1.2908
1.000	1.2884
0.618	1.2869
HIGH	1.2845
0.618	1.2830
0.500	1.2826
0.382	1.2821
LOW	1.2806
0.618	1.2782
1.000	1.2767
1.618	1.2743
2.618	1.2704
4.250	1.2640

Fisher Pivots for day following 23-Dec-2011
Pivot	1 day	3 day
R1	1.2833	1.2855
PP	1.2829	1.2848
S1	1.2826	1.2842

Download as Excel Spreadsheet

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

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