CME Japanese Yen Future September 2012

Trading Metrics calculated at close of trading on 29-Mar-2012

Day Change Summary
	Previous	Current
	28-Mar-2012	29-Mar-2012	Change	Change %	Previous Week
Open	1.2072	1.2083	0.0011	0.1%	1.2002
High	1.2111	1.2229	0.0118	1.0%	1.2205
Low	1.2053	1.2083	0.0030	0.2%	1.1927
Close	1.2101	1.2157	0.0056	0.5%	1.2145
Range	0.0058	0.0146	0.0088	151.7%	0.0278
ATR	0.0085	0.0090	0.0004	5.1%	0.0000
Volume	134	36	-98	-73.1%	166

Daily Pivots for day following 29-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2594	1.2522	1.2237
R3	1.2448	1.2376	1.2197
R2	1.2302	1.2302	1.2184
R1	1.2230	1.2230	1.2170	1.2266
PP	1.2156	1.2156	1.2156	1.2175
S1	1.2084	1.2084	1.2144	1.2120
S2	1.2010	1.2010	1.2130
S3	1.1864	1.1938	1.2117
S4	1.1718	1.1792	1.2077

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	1.2229	1.2015	0.0214	1.8%	0.0089	0.7%	66%	True	False	71
10	1.2229	1.1927	0.0302	2.5%	0.0084	0.7%	76%	True	False	43
20	1.2416	1.1915	0.0501	4.1%	0.0059	0.5%	48%	False	False	28

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1.2850
2.618	1.2611
1.618	1.2465
1.000	1.2375
0.618	1.2319
HIGH	1.2229
0.618	1.2173
0.500	1.2156
0.382	1.2139
LOW	1.2083
0.618	1.1993
1.000	1.1937
1.618	1.1847
2.618	1.1701
4.250	1.1463

Fisher Pivots for day following 29-Mar-2012
Pivot	1 day	3 day
R1	1.2157	1.2145
PP	1.2156	1.2134
S1	1.2156	1.2122

Download as Excel Spreadsheet

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

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