CME Japanese Yen Future March 2012

Trading Metrics calculated at close of trading on 09-Jan-2012

Day Change Summary
	Previous	Current
	06-Jan-2012	09-Jan-2012	Change	Change %	Previous Week
Open	1.2976	1.3027	0.0051	0.4%	1.3046
High	1.3007	1.3039	0.0032	0.2%	1.3070
Low	1.2943	1.2998	0.0055	0.4%	1.2943
Close	1.2996	1.3020	0.0024	0.2%	1.2996
Range	0.0064	0.0041	-0.0023	-35.9%	0.0127
ATR	0.0074	0.0072	-0.0002	-3.0%	0.0000
Volume	57,953	31,332	-26,621	-45.9%	223,597

Daily Pivots for day following 09-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3142	1.3122	1.3043
R3	1.3101	1.3081	1.3031
R2	1.3060	1.3060	1.3028
R1	1.3040	1.3040	1.3024	1.3030
PP	1.3019	1.3019	1.3019	1.3014
S1	1.2999	1.2999	1.3016	1.2989
S2	1.2978	1.2978	1.3012
S3	1.2937	1.2958	1.3009
S4	1.2896	1.2917	1.2997

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3384	1.3317	1.3066
R3	1.3257	1.3190	1.3031
R2	1.3130	1.3130	1.3019
R1	1.3063	1.3063	1.3008	1.3033
PP	1.3003	1.3003	1.3003	1.2988
S1	1.2936	1.2936	1.2984	1.2906
S2	1.2876	1.2876	1.2973
S3	1.2749	1.2809	1.2961
S4	1.2622	1.2682	1.2926

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3070	1.2943	0.0127	1.0%	0.0061	0.5%	61%	False	False	50,985
10	1.3070	1.2806	0.0264	2.0%	0.0070	0.5%	81%	False	False	46,803
20	1.3070	1.2699	0.0371	2.8%	0.0070	0.5%	87%	False	False	41,886
40	1.3101	1.2699	0.0402	3.1%	0.0070	0.5%	80%	False	False	22,149
60	1.3279	1.2609	0.0670	5.1%	0.0080	0.6%	61%	False	False	14,822
80	1.3279	1.2609	0.0670	5.1%	0.0073	0.6%	61%	False	False	11,129
100	1.3279	1.2609	0.0670	5.1%	0.0059	0.5%	61%	False	False	8,904
120	1.3279	1.2609	0.0670	5.1%	0.0051	0.4%	61%	False	False	7,421

Crabel Price Patterns
NR	True
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	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3213
2.618	1.3146
1.618	1.3105
1.000	1.3080
0.618	1.3064
HIGH	1.3039
0.618	1.3023
0.500	1.3019
0.382	1.3014
LOW	1.2998
0.618	1.2973
1.000	1.2957
1.618	1.2932
2.618	1.2891
4.250	1.2824

Fisher Pivots for day following 09-Jan-2012
Pivot	1 day	3 day
R1	1.3020	1.3014
PP	1.3019	1.3008
S1	1.3019	1.3002

Download as Excel Spreadsheet

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

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