CME Japanese Yen Future September 2012

Trading Metrics calculated at close of trading on 02-Apr-2012

Day Change Summary
	Previous	Current
	30-Mar-2012	02-Apr-2012	Change	Change %	Previous Week
Open	1.2156	1.2073	-0.0083	-0.7%	1.2112
High	1.2218	1.2227	0.0009	0.1%	1.2229
Low	1.2089	1.2033	-0.0056	-0.5%	1.2015
Close	1.2091	1.2190	0.0099	0.8%	1.2091
Range	0.0129	0.0194	0.0065	50.4%	0.0214
ATR	0.0093	0.0100	0.0007	7.8%	0.0000
Volume	55	67	12	21.8%	305

Daily Pivots for day following 02-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2732	1.2655	1.2297
R3	1.2538	1.2461	1.2243
R2	1.2344	1.2344	1.2226
R1	1.2267	1.2267	1.2208	1.2306
PP	1.2150	1.2150	1.2150	1.2169
S1	1.2073	1.2073	1.2172	1.2112
S2	1.1956	1.1956	1.2154
S3	1.1762	1.1879	1.2137
S4	1.1568	1.1685	1.2083

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2754	1.2636	1.2209
R3	1.2540	1.2422	1.2150
R2	1.2326	1.2326	1.2130
R1	1.2208	1.2208	1.2111	1.2160
PP	1.2112	1.2112	1.2112	1.2088
S1	1.1994	1.1994	1.2071	1.1946
S2	1.1898	1.1898	1.2052
S3	1.1684	1.1780	1.2032
S4	1.1470	1.1566	1.1973

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%	0.0124	1.0%	82%	False	False	68
10	1.2229	1.1927	0.0302	2.5%	0.0106	0.9%	87%	False	False	52
20	1.2416	1.1915	0.0501	4.1%	0.0073	0.6%	55%	False	False	34

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	0.0022
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	1.3052
2.618	1.2735
1.618	1.2541
1.000	1.2421
0.618	1.2347
HIGH	1.2227
0.618	1.2153
0.500	1.2130
0.382	1.2107
LOW	1.2033
0.618	1.1913
1.000	1.1839
1.618	1.1719
2.618	1.1525
4.250	1.1209

Fisher Pivots for day following 02-Apr-2012
Pivot	1 day	3 day
R1	1.2170	1.2170
PP	1.2150	1.2151
S1	1.2130	1.2131

Download as Excel Spreadsheet

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

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