CME Japanese Yen Future September 2012

Trading Metrics calculated at close of trading on 06-Apr-2012

Day Change Summary
	Previous	Current
	05-Apr-2012	06-Apr-2012	Change	Change %	Previous Week
Open	1.2158	1.2271	0.0113	0.9%	1.2073
High	1.2241	1.2304	0.0063	0.5%	1.2304
Low	1.2156	1.2254	0.0098	0.8%	1.2033
Close	1.2164	1.2289	0.0125	1.0%	1.2289
Range	0.0085	0.0050	-0.0035	-41.2%	0.0271
ATR	0.0108	0.0110	0.0002	2.1%	0.0000
Volume	57	145	88	154.4%	353

Daily Pivots for day following 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2432	1.2411	1.2317
R3	1.2382	1.2361	1.2303
R2	1.2332	1.2332	1.2298
R1	1.2311	1.2311	1.2294	1.2322
PP	1.2282	1.2282	1.2282	1.2288
S1	1.2261	1.2261	1.2284	1.2272
S2	1.2232	1.2232	1.2280
S3	1.2182	1.2211	1.2275
S4	1.2132	1.2161	1.2262

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3022	1.2926	1.2438
R3	1.2751	1.2655	1.2364
R2	1.2480	1.2480	1.2339
R1	1.2384	1.2384	1.2314	1.2432
PP	1.2209	1.2209	1.2209	1.2233
S1	1.2113	1.2113	1.2264	1.2161
S2	1.1938	1.1938	1.2239
S3	1.1667	1.1842	1.2214
S4	1.1396	1.1571	1.2140

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2304	1.2033	0.0271	2.2%	0.0122	1.0%	94%	True	False	70
10	1.2304	1.2015	0.0289	2.4%	0.0107	0.9%	95%	True	False	65
20	1.2304	1.1915	0.0389	3.2%	0.0087	0.7%	96%	True	False	47

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	False
Stretch	0.0020
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.2517
2.618	1.2435
1.618	1.2385
1.000	1.2354
0.618	1.2335
HIGH	1.2304
0.618	1.2285
0.500	1.2279
0.382	1.2273
LOW	1.2254
0.618	1.2223
1.000	1.2204
1.618	1.2173
2.618	1.2123
4.250	1.2042

Fisher Pivots for day following 06-Apr-2012
Pivot	1 day	3 day
R1	1.2286	1.2261
PP	1.2282	1.2234
S1	1.2279	1.2206

Download as Excel Spreadsheet

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

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