CME Japanese Yen Future June 2012

Trading Metrics calculated at close of trading on 18-Aug-2011

Day Change Summary
	Previous	Current
	17-Aug-2011	18-Aug-2011	Change	Change %	Previous Week
Open	1.3136	1.3137	0.0001	0.0%	1.2957
High	1.3136	1.3137	0.0001	0.0%	1.3103
Low	1.3136	1.3137	0.0001	0.0%	1.2957
Close	1.3136	1.3137	0.0001	0.0%	1.3103
Range
ATR	0.0065	0.0060	-0.0005	-7.0%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 18-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3137	1.3137	1.3137
R3	1.3137	1.3137	1.3137
R2	1.3137	1.3137	1.3137
R1	1.3137	1.3137	1.3137	1.3137
PP	1.3137	1.3137	1.3137	1.3137
S1	1.3137	1.3137	1.3137	1.3137
S2	1.3137	1.3137	1.3137
S3	1.3137	1.3137	1.3137
S4	1.3137	1.3137	1.3137

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	1.3137	1.3089	0.0048	0.4%	0.0000	0.0%	100%	True	False	1
10	1.3137	1.2806	0.0331	2.5%	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	1.3137
2.618	1.3137
1.618	1.3137
1.000	1.3137
0.618	1.3137
HIGH	1.3137
0.618	1.3137
0.500	1.3137
0.382	1.3137
LOW	1.3137
0.618	1.3137
1.000	1.3137
1.618	1.3137
2.618	1.3137
4.250	1.3137

Fisher Pivots for day following 18-Aug-2011
Pivot	1 day	3 day
R1	1.3137	1.3129
PP	1.3137	1.3122
S1	1.3137	1.3114

Download as Excel Spreadsheet

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

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