CME Japanese Yen Future September 2012

Trading Metrics calculated at close of trading on 27-Apr-2012

Day Change Summary
	Previous	Current
	26-Apr-2012	27-Apr-2012	Change	Change %	Previous Week
Open	1.2312	1.2365	0.0053	0.4%	1.2316
High	1.2408	1.2476	0.0068	0.5%	1.2476
Low	1.2312	1.2314	0.0002	0.0%	1.2278
Close	1.2373	1.2460	0.0087	0.7%	1.2460
Range	0.0096	0.0162	0.0066	68.8%	0.0198
ATR	0.0090	0.0095	0.0005	5.7%	0.0000
Volume	46	51	5	10.9%	167

Daily Pivots for day following 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2903	1.2843	1.2549
R3	1.2741	1.2681	1.2505
R2	1.2579	1.2579	1.2490
R1	1.2519	1.2519	1.2475	1.2549
PP	1.2417	1.2417	1.2417	1.2432
S1	1.2357	1.2357	1.2445	1.2387
S2	1.2255	1.2255	1.2430
S3	1.2093	1.2195	1.2415
S4	1.1931	1.2033	1.2371

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2999	1.2927	1.2569
R3	1.2801	1.2729	1.2514
R2	1.2603	1.2603	1.2496
R1	1.2531	1.2531	1.2478	1.2567
PP	1.2405	1.2405	1.2405	1.2423
S1	1.2333	1.2333	1.2442	1.2369
S2	1.2207	1.2207	1.2424
S3	1.2009	1.2135	1.2406
S4	1.1811	1.1937	1.2351

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2476	1.2278	0.0198	1.6%	0.0087	0.7%	92%	True	False	33
10	1.2476	1.2252	0.0224	1.8%	0.0074	0.6%	93%	True	False	43
20	1.2476	1.2033	0.0443	3.6%	0.0086	0.7%	96%	True	False	51
40	1.2476	1.1915	0.0561	4.5%	0.0075	0.6%	97%	True	False	41

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.3165
2.618	1.2900
1.618	1.2738
1.000	1.2638
0.618	1.2576
HIGH	1.2476
0.618	1.2414
0.500	1.2395
0.382	1.2376
LOW	1.2314
0.618	1.2214
1.000	1.2152
1.618	1.2052
2.618	1.1890
4.250	1.1626

Fisher Pivots for day following 27-Apr-2012
Pivot	1 day	3 day
R1	1.2438	1.2432
PP	1.2417	1.2405
S1	1.2395	1.2377

Download as Excel Spreadsheet

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

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