CME Japanese Yen Future September 2012

Trading Metrics calculated at close of trading on 15-Mar-2012

Day Change Summary
	Previous	Current
	14-Mar-2012	15-Mar-2012	Change	Change %	Previous Week
Open	1.1981	1.1950	-0.0031	-0.3%	1.2310
High	1.1981	1.2037	0.0056	0.5%	1.2416
Low	1.1970	1.1915	-0.0055	-0.5%	1.2135
Close	1.1970	1.2016	0.0046	0.4%	1.2136
Range	0.0011	0.0122	0.0111	1,009.1%	0.0281
ATR	0.0085	0.0088	0.0003	3.1%	0.0000
Volume	13	75	62	476.9%	13

Daily Pivots for day following 15-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2355	1.2308	1.2083
R3	1.2233	1.2186	1.2050
R2	1.2111	1.2111	1.2038
R1	1.2064	1.2064	1.2027	1.2088
PP	1.1989	1.1989	1.1989	1.2001
S1	1.1942	1.1942	1.2005	1.1966
S2	1.1867	1.1867	1.1994
S3	1.1745	1.1820	1.1982
S4	1.1623	1.1698	1.1949

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3072	1.2885	1.2291
R3	1.2791	1.2604	1.2213
R2	1.2510	1.2510	1.2188
R1	1.2323	1.2323	1.2162	1.2276
PP	1.2229	1.2229	1.2229	1.2206
S1	1.2042	1.2042	1.2110	1.1995
S2	1.1948	1.1948	1.2084
S3	1.1667	1.1761	1.2059
S4	1.1386	1.1480	1.1981

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2205	1.1915	0.0290	2.4%	0.0037	0.3%	35%	False	True	22
10	1.2416	1.1915	0.0501	4.2%	0.0035	0.3%	20%	False	True	12
20	1.2709	1.1915	0.0794	6.6%	0.0033	0.3%	13%	False	True	10

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	0.0006
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.2556
2.618	1.2356
1.618	1.2234
1.000	1.2159
0.618	1.2112
HIGH	1.2037
0.618	1.1990
0.500	1.1976
0.382	1.1962
LOW	1.1915
0.618	1.1840
1.000	1.1793
1.618	1.1718
2.618	1.1596
4.250	1.1397

Fisher Pivots for day following 15-Mar-2012
Pivot	1 day	3 day
R1	1.2003	1.2012
PP	1.1989	1.2007
S1	1.1976	1.2003

Download as Excel Spreadsheet

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

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