CME Japanese Yen Future June 2012

Trading Metrics calculated at close of trading on 22-Aug-2011

Day Change Summary
	Previous	Current
	19-Aug-2011	22-Aug-2011	Change	Change %	Previous Week
Open	1.3142	1.3098	-0.0044	-0.3%	1.3089
High	1.3142	1.3098	-0.0044	-0.3%	1.3142
Low	1.3142	1.3098	-0.0044	-0.3%	1.3089
Close	1.3142	1.3098	-0.0044	-0.3%	1.3142
Range
ATR	0.0056	0.0055	-0.0001	-1.6%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 22-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3098	1.3098	1.3098
R3	1.3098	1.3098	1.3098
R2	1.3098	1.3098	1.3098
R1	1.3098	1.3098	1.3098	1.3098
PP	1.3098	1.3098	1.3098	1.3098
S1	1.3098	1.3098	1.3098	1.3098
S2	1.3098	1.3098	1.3098
S3	1.3098	1.3098	1.3098
S4	1.3098	1.3098	1.3098

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3283	1.3266	1.3171
R3	1.3230	1.3213	1.3157
R2	1.3177	1.3177	1.3152
R1	1.3160	1.3160	1.3147	1.3169
PP	1.3124	1.3124	1.3124	1.3129
S1	1.3107	1.3107	1.3137	1.3116
S2	1.3071	1.3071	1.3132
S3	1.3018	1.3054	1.3127
S4	1.2965	1.3001	1.3113

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3142	1.3091	0.0051	0.4%	0.0000	0.0%	14%	False	False	1
10	1.3142	1.3042	0.0100	0.8%	0.0000	0.0%	56%	False	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	1.3098
2.618	1.3098
1.618	1.3098
1.000	1.3098
0.618	1.3098
HIGH	1.3098
0.618	1.3098
0.500	1.3098
0.382	1.3098
LOW	1.3098
0.618	1.3098
1.000	1.3098
1.618	1.3098
2.618	1.3098
4.250	1.3098

Fisher Pivots for day following 22-Aug-2011
Pivot	1 day	3 day
R1	1.3098	1.3120
PP	1.3098	1.3113
S1	1.3098	1.3105

Download as Excel Spreadsheet

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

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