CME Japanese Yen Future September 2012

Trading Metrics calculated at close of trading on 03-Apr-2012

Day Change Summary
	Previous	Current
	02-Apr-2012	03-Apr-2012	Change	Change %	Previous Week
Open	1.2073	1.2260	0.0187	1.5%	1.2112
High	1.2227	1.2264	0.0037	0.3%	1.2229
Low	1.2033	1.2071	0.0038	0.3%	1.2015
Close	1.2190	1.2071	-0.0119	-1.0%	1.2091
Range	0.0194	0.0193	-0.0001	-0.5%	0.0214
ATR	0.0100	0.0106	0.0007	6.7%	0.0000
Volume	67	25	-42	-62.7%	305

Daily Pivots for day following 03-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2714	1.2586	1.2177
R3	1.2521	1.2393	1.2124
R2	1.2328	1.2328	1.2106
R1	1.2200	1.2200	1.2089	1.2168
PP	1.2135	1.2135	1.2135	1.2119
S1	1.2007	1.2007	1.2053	1.1975
S2	1.1942	1.1942	1.2036
S3	1.1749	1.1814	1.2018
S4	1.1556	1.1621	1.1965

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	1.2264	1.2033	0.0231	1.9%	0.0144	1.2%	16%	True	False	63
10	1.2264	1.1927	0.0337	2.8%	0.0119	1.0%	43%	True	False	54
20	1.2390	1.1915	0.0475	3.9%	0.0079	0.7%	33%	False	False	35

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	True
Stretch	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3084
2.618	1.2769
1.618	1.2576
1.000	1.2457
0.618	1.2383
HIGH	1.2264
0.618	1.2190
0.500	1.2168
0.382	1.2145
LOW	1.2071
0.618	1.1952
1.000	1.1878
1.618	1.1759
2.618	1.1566
4.250	1.1251

Fisher Pivots for day following 03-Apr-2012
Pivot	1 day	3 day
R1	1.2168	1.2149
PP	1.2135	1.2123
S1	1.2103	1.2097

Download as Excel Spreadsheet

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

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