CME Japanese Yen Future June 2012

Trading Metrics calculated at close of trading on 15-Sep-2011

Day Change Summary
	Previous	Current
	14-Sep-2011	15-Sep-2011	Change	Change %	Previous Week
Open	1.3072	1.3021	-0.0051	-0.4%	1.2947
High	1.3072	1.3086	0.0014	0.1%	1.2993
Low	1.3072	1.3021	-0.0051	-0.4%	1.2947
Close	1.3110	1.3103	-0.0007	-0.1%	1.2971
Range	0.0000	0.0065	0.0065		0.0046
ATR	0.0046	0.0049	0.0003	6.6%	0.0000
Volume	1	1	0	0.0%	4

Daily Pivots for day following 15-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3265	1.3249	1.3139
R3	1.3200	1.3184	1.3121
R2	1.3135	1.3135	1.3115
R1	1.3119	1.3119	1.3109	1.3127
PP	1.3070	1.3070	1.3070	1.3074
S1	1.3054	1.3054	1.3097	1.3062
S2	1.3005	1.3005	1.3091
S3	1.2940	1.2989	1.3085
S4	1.2875	1.2924	1.3067

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3108	1.3086	1.2996
R3	1.3062	1.3040	1.2984
R2	1.3016	1.3016	1.2979
R1	1.2994	1.2994	1.2975	1.3005
PP	1.2970	1.2970	1.2970	1.2976
S1	1.2948	1.2948	1.2967	1.2959
S2	1.2924	1.2924	1.2963
S3	1.2878	1.2902	1.2958
S4	1.2832	1.2856	1.2946

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3086	1.2971	0.0115	0.9%	0.0013	0.1%	115%	True	False	1
10	1.3086	1.2947	0.0139	1.1%	0.0007	0.0%	112%	True	False	1
20	1.3142	1.2947	0.0195	1.5%	0.0003	0.0%	80%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	1.3362
2.618	1.3256
1.618	1.3191
1.000	1.3151
0.618	1.3126
HIGH	1.3086
0.618	1.3061
0.500	1.3054
0.382	1.3046
LOW	1.3021
0.618	1.2981
1.000	1.2956
1.618	1.2916
2.618	1.2851
4.250	1.2745

Fisher Pivots for day following 15-Sep-2011
Pivot	1 day	3 day
R1	1.3087	1.3087
PP	1.3070	1.3070
S1	1.3054	1.3054

Download as Excel Spreadsheet

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

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