CME Japanese Yen Future September 2012

Trading Metrics calculated at close of trading on 30-Apr-2012

Day Change Summary
	Previous	Current
	27-Apr-2012	30-Apr-2012	Change	Change %	Previous Week
Open	1.2365	1.2465	0.0100	0.8%	1.2316
High	1.2476	1.2559	0.0083	0.7%	1.2476
Low	1.2314	1.2465	0.0151	1.2%	1.2278
Close	1.2460	1.2550	0.0090	0.7%	1.2460
Range	0.0162	0.0094	-0.0068	-42.0%	0.0198
ATR	0.0095	0.0096	0.0000	0.3%	0.0000
Volume	51	64	13	25.5%	167

Daily Pivots for day following 30-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2807	1.2772	1.2602
R3	1.2713	1.2678	1.2576
R2	1.2619	1.2619	1.2567
R1	1.2584	1.2584	1.2559	1.2602
PP	1.2525	1.2525	1.2525	1.2533
S1	1.2490	1.2490	1.2541	1.2508
S2	1.2431	1.2431	1.2533
S3	1.2337	1.2396	1.2524
S4	1.2243	1.2302	1.2498

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	1.2559	1.2278	0.0281	2.2%	0.0097	0.8%	97%	True	False	41
10	1.2559	1.2252	0.0307	2.4%	0.0076	0.6%	97%	True	False	48
20	1.2559	1.2071	0.0488	3.9%	0.0081	0.6%	98%	True	False	51
40	1.2559	1.1915	0.0644	5.1%	0.0077	0.6%	99%	True	False	42

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2959
2.618	1.2805
1.618	1.2711
1.000	1.2653
0.618	1.2617
HIGH	1.2559
0.618	1.2523
0.500	1.2512
0.382	1.2501
LOW	1.2465
0.618	1.2407
1.000	1.2371
1.618	1.2313
2.618	1.2219
4.250	1.2066

Fisher Pivots for day following 30-Apr-2012
Pivot	1 day	3 day
R1	1.2537	1.2512
PP	1.2525	1.2474
S1	1.2512	1.2436

Download as Excel Spreadsheet

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

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