CME Japanese Yen Future June 2012

Trading Metrics calculated at close of trading on 12-Aug-2011

Day Change Summary
	Previous	Current
	11-Aug-2011	12-Aug-2011	Change	Change %	Previous Week
Open	1.3088	1.3103	0.0015	0.1%	1.2957
High	1.3088	1.3103	0.0015	0.1%	1.3103
Low	1.3088	1.3103	0.0015	0.1%	1.2957
Close	1.3088	1.3103	0.0015	0.1%	1.3103
Range
ATR
Volume	1	1	0	0.0%	5

Daily Pivots for day following 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3103	1.3103	1.3103
R3	1.3103	1.3103	1.3103
R2	1.3103	1.3103	1.3103
R1	1.3103	1.3103	1.3103	1.3103
PP	1.3103	1.3103	1.3103	1.3103
S1	1.3103	1.3103	1.3103	1.3103
S2	1.3103	1.3103	1.3103
S3	1.3103	1.3103	1.3103
S4	1.3103	1.3103	1.3103

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3492	1.3444	1.3183
R3	1.3346	1.3298	1.3143
R2	1.3200	1.3200	1.3130
R1	1.3152	1.3152	1.3116	1.3176
PP	1.3054	1.3054	1.3054	1.3067
S1	1.3006	1.3006	1.3090	1.3030
S2	1.2908	1.2908	1.3076
S3	1.2762	1.2860	1.3063
S4	1.2616	1.2714	1.3023

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3103	1.2957	0.0146	1.1%	0.0000	0.0%	100%	True	False	1
10	1.3103	1.2704	0.0399	3.0%	0.0000	0.0%	100%	True	False	1

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.3103
2.618	1.3103
1.618	1.3103
1.000	1.3103
0.618	1.3103
HIGH	1.3103
0.618	1.3103
0.500	1.3103
0.382	1.3103
LOW	1.3103
0.618	1.3103
1.000	1.3103
1.618	1.3103
2.618	1.3103
4.250	1.3103

Fisher Pivots for day following 12-Aug-2011
Pivot	1 day	3 day
R1	1.3103	1.3101
PP	1.3103	1.3098
S1	1.3103	1.3096

Download as Excel Spreadsheet

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

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