CME Japanese Yen Future March 2012

Trading Metrics calculated at close of trading on 29-Dec-2011

Day Change Summary
	Previous	Current
	28-Dec-2011	29-Dec-2011	Change	Change %	Previous Week
Open	1.2863	1.2851	-0.0012	-0.1%	1.2886
High	1.2918	1.2906	-0.0012	-0.1%	1.2903
Low	1.2833	1.2846	0.0013	0.1%	1.2699
Close	1.2853	1.2898	0.0045	0.4%	1.2836
Range	0.0085	0.0060	-0.0025	-29.4%	0.0204
ATR	0.0072	0.0071	-0.0001	-1.2%	0.0000
Volume	60,900	40,318	-20,582	-33.8%	199,395

Daily Pivots for day following 29-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3063	1.3041	1.2931
R3	1.3003	1.2981	1.2915
R2	1.2943	1.2943	1.2909
R1	1.2921	1.2921	1.2904	1.2932
PP	1.2883	1.2883	1.2883	1.2889
S1	1.2861	1.2861	1.2893	1.2872
S2	1.2823	1.2823	1.2887
S3	1.2763	1.2801	1.2882
S4	1.2703	1.2741	1.2865

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	1.2918	1.2806	0.0112	0.9%	0.0056	0.4%	82%	False	False	35,436
10	1.2918	1.2699	0.0219	1.7%	0.0073	0.6%	91%	False	False	41,390
20	1.3013	1.2699	0.0314	2.4%	0.0065	0.5%	63%	False	False	27,632
40	1.3101	1.2699	0.0402	3.1%	0.0065	0.5%	50%	False	False	14,027
60	1.3279	1.2609	0.0670	5.2%	0.0077	0.6%	43%	False	False	9,400
80	1.3279	1.2609	0.0670	5.2%	0.0068	0.5%	43%	False	False	7,060
100	1.3279	1.2609	0.0670	5.2%	0.0056	0.4%	43%	False	False	5,648
120	1.3279	1.2557	0.0722	5.6%	0.0048	0.4%	47%	False	False	4,707

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3161
2.618	1.3063
1.618	1.3003
1.000	1.2966
0.618	1.2943
HIGH	1.2906
0.618	1.2883
0.500	1.2876
0.382	1.2869
LOW	1.2846
0.618	1.2809
1.000	1.2786
1.618	1.2749
2.618	1.2689
4.250	1.2591

Fisher Pivots for day following 29-Dec-2011
Pivot	1 day	3 day
R1	1.2891	1.2891
PP	1.2883	1.2883
S1	1.2876	1.2876

Download as Excel Spreadsheet

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

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