CME Japanese Yen Future September 2012

Trading Metrics calculated at close of trading on 27-Mar-2012

Day Change Summary
	Previous	Current
	26-Mar-2012	27-Mar-2012	Change	Change %	Previous Week
Open	1.2112	1.2075	-0.0037	-0.3%	1.2002
High	1.2120	1.2106	-0.0014	-0.1%	1.2205
Low	1.2084	1.2015	-0.0069	-0.6%	1.1927
Close	1.2099	1.2058	-0.0041	-0.3%	1.2145
Range	0.0036	0.0091	0.0055	152.8%	0.0278
ATR	0.0087	0.0088	0.0000	0.3%	0.0000
Volume	32	48	16	50.0%	166

Daily Pivots for day following 27-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2333	1.2286	1.2108
R3	1.2242	1.2195	1.2083
R2	1.2151	1.2151	1.2075
R1	1.2104	1.2104	1.2066	1.2082
PP	1.2060	1.2060	1.2060	1.2049
S1	1.2013	1.2013	1.2050	1.1991
S2	1.1969	1.1969	1.2041
S3	1.1878	1.1922	1.2033
S4	1.1787	1.1831	1.2008

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2926	1.2814	1.2298
R3	1.2648	1.2536	1.2221
R2	1.2370	1.2370	1.2196
R1	1.2258	1.2258	1.2170	1.2314
PP	1.2092	1.2092	1.2092	1.2121
S1	1.1980	1.1980	1.2120	1.2036
S2	1.1814	1.1814	1.2094
S3	1.1536	1.1702	1.2069
S4	1.1258	1.1424	1.1992

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2205	1.1927	0.0278	2.3%	0.0095	0.8%	47%	False	False	45
10	1.2205	1.1915	0.0290	2.4%	0.0077	0.6%	49%	False	False	35
20	1.2501	1.1915	0.0586	4.9%	0.0057	0.5%	24%	False	False	21

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2493
2.618	1.2344
1.618	1.2253
1.000	1.2197
0.618	1.2162
HIGH	1.2106
0.618	1.2071
0.500	1.2061
0.382	1.2050
LOW	1.2015
0.618	1.1959
1.000	1.1924
1.618	1.1868
2.618	1.1777
4.250	1.1628

Fisher Pivots for day following 27-Mar-2012
Pivot	1 day	3 day
R1	1.2061	1.2110
PP	1.2060	1.2093
S1	1.2059	1.2075

Download as Excel Spreadsheet

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

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