CME Japanese Yen Future March 2012

Trading Metrics calculated at close of trading on 08-Feb-2012

Day Change Summary
	Previous	Current
	07-Feb-2012	08-Feb-2012	Change	Change %	Previous Week
Open	1.3065	1.3029	-0.0036	-0.3%	1.3035
High	1.3073	1.3040	-0.0033	-0.3%	1.3160
Low	1.2997	1.2959	-0.0038	-0.3%	1.3030
Close	1.3034	1.2988	-0.0046	-0.4%	1.3064
Range	0.0076	0.0081	0.0005	6.6%	0.0130
ATR	0.0075	0.0075	0.0000	0.6%	0.0000
Volume	75,183	74,962	-221	-0.3%	338,921

Daily Pivots for day following 08-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3239	1.3194	1.3033
R3	1.3158	1.3113	1.3010
R2	1.3077	1.3077	1.3003
R1	1.3032	1.3032	1.2995	1.3014
PP	1.2996	1.2996	1.2996	1.2987
S1	1.2951	1.2951	1.2981	1.2933
S2	1.2915	1.2915	1.2973
S3	1.2834	1.2870	1.2966
S4	1.2753	1.2789	1.2943

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3475	1.3399	1.3136
R3	1.3345	1.3269	1.3100
R2	1.3215	1.3215	1.3088
R1	1.3139	1.3139	1.3076	1.3177
PP	1.3085	1.3085	1.3085	1.3104
S1	1.3009	1.3009	1.3052	1.3047
S2	1.2955	1.2955	1.3040
S3	1.2825	1.2879	1.3028
S4	1.2695	1.2749	1.2993

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3156	1.2959	0.0197	1.5%	0.0069	0.5%	15%	False	True	67,889
10	1.3160	1.2856	0.0304	2.3%	0.0078	0.6%	43%	False	False	73,113
20	1.3160	1.2779	0.0381	2.9%	0.0076	0.6%	55%	False	False	74,162
40	1.3160	1.2699	0.0461	3.5%	0.0073	0.6%	63%	False	False	58,740
60	1.3160	1.2699	0.0461	3.5%	0.0072	0.6%	63%	False	False	40,146
80	1.3279	1.2609	0.0670	5.2%	0.0078	0.6%	57%	False	False	30,152
100	1.3279	1.2609	0.0670	5.2%	0.0074	0.6%	57%	False	False	24,132
120	1.3279	1.2609	0.0670	5.2%	0.0062	0.5%	57%	False	False	20,112

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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3384
2.618	1.3252
1.618	1.3171
1.000	1.3121
0.618	1.3090
HIGH	1.3040
0.618	1.3009
0.500	1.3000
0.382	1.2990
LOW	1.2959
0.618	1.2909
1.000	1.2878
1.618	1.2828
2.618	1.2747
4.250	1.2615

Fisher Pivots for day following 08-Feb-2012
Pivot	1 day	3 day
R1	1.3000	1.3018
PP	1.2996	1.3008
S1	1.2992	1.2998

Download as Excel Spreadsheet

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

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