CME Japanese Yen Future June 2012

Trading Metrics calculated at close of trading on 30-Sep-2011

Day Change Summary
	Previous	Current
	29-Sep-2011	30-Sep-2011	Change	Change %	Previous Week
Open	1.3091	1.3144	0.0053	0.4%	1.3130
High	1.3091	1.3144	0.0053	0.4%	1.3144
Low	1.3091	1.3090	-0.0001	0.0%	1.3080
Close	1.3091	1.3031	-0.0060	-0.5%	1.3031
Range	0.0000	0.0054	0.0054		0.0064
ATR	0.0047	0.0048	0.0000	1.0%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3250	1.3195	1.3061
R3	1.3196	1.3141	1.3046
R2	1.3142	1.3142	1.3041
R1	1.3087	1.3087	1.3036	1.3088
PP	1.3088	1.3088	1.3088	1.3089
S1	1.3033	1.3033	1.3026	1.3034
S2	1.3034	1.3034	1.3021
S3	1.2980	1.2979	1.3016
S4	1.2926	1.2925	1.3001

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3277	1.3218	1.3066
R3	1.3213	1.3154	1.3049
R2	1.3149	1.3149	1.3043
R1	1.3090	1.3090	1.3037	1.3088
PP	1.3085	1.3085	1.3085	1.3084
S1	1.3026	1.3026	1.3025	1.3024
S2	1.3021	1.3021	1.3019
S3	1.2957	1.2962	1.3013
S4	1.2893	1.2898	1.2996

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3144	1.3080	0.0064	0.5%	0.0011	0.1%	-77%	True	False	1
10	1.3148	1.3067	0.0081	0.6%	0.0005	0.0%	-44%	False	False	5
20	1.3148	1.2947	0.0201	1.5%	0.0006	0.0%	42%	False	False	3
40	1.3148	1.2806	0.0342	2.6%	0.0003	0.0%	66%	False	False	2

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 11 trading days

Fibonacci Retracements and Extensions
4.250	1.3374
2.618	1.3285
1.618	1.3231
1.000	1.3198
0.618	1.3177
HIGH	1.3144
0.618	1.3123
0.500	1.3117
0.382	1.3111
LOW	1.3090
0.618	1.3057
1.000	1.3036
1.618	1.3003
2.618	1.2949
4.250	1.2861

Fisher Pivots for day following 30-Sep-2011
Pivot	1 day	3 day
R1	1.3117	1.3117
PP	1.3088	1.3088
S1	1.3060	1.3060

Download as Excel Spreadsheet

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

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