CME Japanese Yen Future September 2012

Trading Metrics calculated at close of trading on 26-Apr-2012

Day Change Summary
	Previous	Current
	25-Apr-2012	26-Apr-2012	Change	Change %	Previous Week
Open	1.2315	1.2312	-0.0003	0.0%	1.2386
High	1.2343	1.2408	0.0065	0.5%	1.2463
Low	1.2278	1.2312	0.0034	0.3%	1.2252
Close	1.2317	1.2373	0.0056	0.5%	1.2278
Range	0.0065	0.0096	0.0031	47.7%	0.0211
ATR	0.0090	0.0090	0.0000	0.5%	0.0000
Volume	16	46	30	187.5%	267

Daily Pivots for day following 26-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2652	1.2609	1.2426
R3	1.2556	1.2513	1.2399
R2	1.2460	1.2460	1.2391
R1	1.2417	1.2417	1.2382	1.2439
PP	1.2364	1.2364	1.2364	1.2375
S1	1.2321	1.2321	1.2364	1.2343
S2	1.2268	1.2268	1.2355
S3	1.2172	1.2225	1.2347
S4	1.2076	1.2129	1.2320

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2964	1.2832	1.2394
R3	1.2753	1.2621	1.2336
R2	1.2542	1.2542	1.2317
R1	1.2410	1.2410	1.2297	1.2371
PP	1.2331	1.2331	1.2331	1.2311
S1	1.2199	1.2199	1.2259	1.2160
S2	1.2120	1.2120	1.2239
S3	1.1909	1.1988	1.2220
S4	1.1698	1.1777	1.2162

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2408	1.2252	0.0156	1.3%	0.0060	0.5%	78%	True	False	34
10	1.2463	1.2252	0.0211	1.7%	0.0060	0.5%	57%	False	False	42
20	1.2463	1.2033	0.0430	3.5%	0.0084	0.7%	79%	False	False	51
40	1.2463	1.1915	0.0548	4.4%	0.0072	0.6%	84%	False	False	40

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.2816
2.618	1.2659
1.618	1.2563
1.000	1.2504
0.618	1.2467
HIGH	1.2408
0.618	1.2371
0.500	1.2360
0.382	1.2349
LOW	1.2312
0.618	1.2253
1.000	1.2216
1.618	1.2157
2.618	1.2061
4.250	1.1904

Fisher Pivots for day following 26-Apr-2012
Pivot	1 day	3 day
R1	1.2369	1.2363
PP	1.2364	1.2353
S1	1.2360	1.2343

Download as Excel Spreadsheet

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

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