CME Japanese Yen Future September 2012

Trading Metrics calculated at close of trading on 20-Mar-2012

Day Change Summary
	Previous	Current
	19-Mar-2012	20-Mar-2012	Change	Change %	Previous Week
Open	1.2002	1.2025	0.0023	0.2%	1.2198
High	1.2050	1.2032	-0.0018	-0.1%	1.2205
Low	1.1995	1.1971	-0.0024	-0.2%	1.1915
Close	1.2013	1.1971	-0.0042	-0.3%	1.2018
Range	0.0055	0.0061	0.0006	10.9%	0.0290
ATR	0.0083	0.0081	-0.0002	-1.9%	0.0000
Volume	11	9	-2	-18.2%	131

Daily Pivots for day following 20-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2174	1.2134	1.2005
R3	1.2113	1.2073	1.1988
R2	1.2052	1.2052	1.1982
R1	1.2012	1.2012	1.1977	1.2002
PP	1.1991	1.1991	1.1991	1.1986
S1	1.1951	1.1951	1.1965	1.1941
S2	1.1930	1.1930	1.1960
S3	1.1869	1.1890	1.1954
S4	1.1808	1.1829	1.1937

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2916	1.2757	1.2178
R3	1.2626	1.2467	1.2098
R2	1.2336	1.2336	1.2071
R1	1.2177	1.2177	1.2045	1.2112
PP	1.2046	1.2046	1.2046	1.2013
S1	1.1887	1.1887	1.1991	1.1822
S2	1.1756	1.1756	1.1965
S3	1.1466	1.1597	1.1938
S4	1.1176	1.1307	1.1859

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2050	1.1915	0.0135	1.1%	0.0059	0.5%	41%	False	False	25
10	1.2390	1.1915	0.0475	4.0%	0.0040	0.3%	12%	False	False	15
20	1.2534	1.1915	0.0619	5.2%	0.0040	0.3%	9%	False	False	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2291
2.618	1.2192
1.618	1.2131
1.000	1.2093
0.618	1.2070
HIGH	1.2032
0.618	1.2009
0.500	1.2002
0.382	1.1994
LOW	1.1971
0.618	1.1933
1.000	1.1910
1.618	1.1872
2.618	1.1811
4.250	1.1712

Fisher Pivots for day following 20-Mar-2012
Pivot	1 day	3 day
R1	1.2002	1.2011
PP	1.1991	1.1997
S1	1.1981	1.1984

Download as Excel Spreadsheet

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

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