CME Japanese Yen Future March 2012

Trading Metrics calculated at close of trading on 04-Jan-2012

Day Change Summary
	Previous	Current
	03-Jan-2012	04-Jan-2012	Change	Change %	Previous Week
Open	1.3046	1.3049	0.0003	0.0%	1.2859
High	1.3070	1.3067	-0.0003	0.0%	1.3024
Low	1.3010	1.3028	0.0018	0.1%	1.2833
Close	1.3056	1.3043	-0.0013	-0.1%	1.3010
Range	0.0060	0.0039	-0.0021	-35.0%	0.0191
ATR	0.0075	0.0073	-0.0003	-3.4%	0.0000
Volume	42,002	56,683	14,681	35.0%	193,079

Daily Pivots for day following 04-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3163	1.3142	1.3064
R3	1.3124	1.3103	1.3054
R2	1.3085	1.3085	1.3050
R1	1.3064	1.3064	1.3047	1.3055
PP	1.3046	1.3046	1.3046	1.3042
S1	1.3025	1.3025	1.3039	1.3016
S2	1.3007	1.3007	1.3036
S3	1.2968	1.2986	1.3032
S4	1.2929	1.2947	1.3022

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3529	1.3460	1.3115
R3	1.3338	1.3269	1.3063
R2	1.3147	1.3147	1.3045
R1	1.3078	1.3078	1.3028	1.3113
PP	1.2956	1.2956	1.2956	1.2973
S1	1.2887	1.2887	1.2992	1.2922
S2	1.2765	1.2765	1.2975
S3	1.2574	1.2696	1.2957
S4	1.2383	1.2505	1.2905

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3070	1.2833	0.0237	1.8%	0.0077	0.6%	89%	False	False	54,118
10	1.3070	1.2806	0.0264	2.0%	0.0066	0.5%	90%	False	False	44,741
20	1.3070	1.2699	0.0371	2.8%	0.0069	0.5%	93%	False	False	35,029
40	1.3101	1.2699	0.0402	3.1%	0.0069	0.5%	86%	False	False	18,247
60	1.3279	1.2609	0.0670	5.1%	0.0080	0.6%	65%	False	False	12,219
80	1.3279	1.2609	0.0670	5.1%	0.0071	0.5%	65%	False	False	9,177
100	1.3279	1.2609	0.0670	5.1%	0.0057	0.4%	65%	False	False	7,342
120	1.3279	1.2609	0.0670	5.1%	0.0050	0.4%	65%	False	False	6,119

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.3233
2.618	1.3169
1.618	1.3130
1.000	1.3106
0.618	1.3091
HIGH	1.3067
0.618	1.3052
0.500	1.3048
0.382	1.3043
LOW	1.3028
0.618	1.3004
1.000	1.2989
1.618	1.2965
2.618	1.2926
4.250	1.2862

Fisher Pivots for day following 04-Jan-2012
Pivot	1 day	3 day
R1	1.3048	1.3021
PP	1.3046	1.2998
S1	1.3045	1.2976

Download as Excel Spreadsheet

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

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