CME Japanese Yen Future September 2012

Trading Metrics calculated at close of trading on 11-Apr-2012

Day Change Summary
	Previous	Current
	10-Apr-2012	11-Apr-2012	Change	Change %	Previous Week
Open	1.2250	1.2411	0.0161	1.3%	1.2073
High	1.2414	1.2423	0.0009	0.1%	1.2304
Low	1.2250	1.2355	0.0105	0.9%	1.2033
Close	1.2405	1.2384	-0.0021	-0.2%	1.2289
Range	0.0164	0.0068	-0.0096	-58.5%	0.0271
ATR	0.0111	0.0108	-0.0003	-2.8%	0.0000
Volume	35	100	65	185.7%	353

Daily Pivots for day following 11-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2591	1.2556	1.2421
R3	1.2523	1.2488	1.2403
R2	1.2455	1.2455	1.2396
R1	1.2420	1.2420	1.2390	1.2404
PP	1.2387	1.2387	1.2387	1.2379
S1	1.2352	1.2352	1.2378	1.2336
S2	1.2319	1.2319	1.2372
S3	1.2251	1.2284	1.2365
S4	1.2183	1.2216	1.2347

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	1.2423	1.2156	0.0267	2.2%	0.0086	0.7%	85%	True	False	72
10	1.2423	1.2033	0.0390	3.1%	0.0118	1.0%	90%	True	False	60
20	1.2423	1.1915	0.0508	4.1%	0.0100	0.8%	92%	True	False	54

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	False
Stretch	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2712
2.618	1.2601
1.618	1.2533
1.000	1.2491
0.618	1.2465
HIGH	1.2423
0.618	1.2397
0.500	1.2389
0.382	1.2381
LOW	1.2355
0.618	1.2313
1.000	1.2287
1.618	1.2245
2.618	1.2177
4.250	1.2066

Fisher Pivots for day following 11-Apr-2012
Pivot	1 day	3 day
R1	1.2389	1.2368
PP	1.2387	1.2352
S1	1.2386	1.2337

Download as Excel Spreadsheet

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

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