CME Japanese Yen Future December 2012

Trading Metrics calculated at close of trading on 15-Feb-2012

Day Change Summary
	Previous	Current
	14-Feb-2012	15-Feb-2012	Change	Change %	Previous Week
Open	1.2801	1.2803	0.0002	0.0%	1.3100
High	1.2801	1.2844	0.0043	0.3%	1.3118
Low	1.2801	1.2801	0.0000	0.0%	1.2928
Close	1.2801	1.2801	0.0000	0.0%	1.2938
Range	0.0000	0.0043	0.0043		0.0190
ATR
Volume	1	2	1	100.0%	10

Daily Pivots for day following 15-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2944	1.2916	1.2825
R3	1.2901	1.2873	1.2813
R2	1.2858	1.2858	1.2809
R1	1.2830	1.2830	1.2805	1.2823
PP	1.2815	1.2815	1.2815	1.2812
S1	1.2787	1.2787	1.2797	1.2780
S2	1.2772	1.2772	1.2793
S3	1.2729	1.2744	1.2789
S4	1.2686	1.2701	1.2777

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3565	1.3441	1.3043
R3	1.3375	1.3251	1.2990
R2	1.3185	1.3185	1.2973
R1	1.3061	1.3061	1.2955	1.3028
PP	1.2995	1.2995	1.2995	1.2978
S1	1.2871	1.2871	1.2921	1.2838
S2	1.2805	1.2805	1.2903
S3	1.2615	1.2681	1.2886
S4	1.2425	1.2491	1.2834

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2960	1.2801	0.0159	1.2%	0.0017	0.1%	0%	False	True	1
10	1.3189	1.2801	0.0388	3.0%	0.0013	0.1%	0%	False	True	1

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	0.0002
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.3027
2.618	1.2957
1.618	1.2914
1.000	1.2887
0.618	1.2871
HIGH	1.2844
0.618	1.2828
0.500	1.2823
0.382	1.2817
LOW	1.2801
0.618	1.2774
1.000	1.2758
1.618	1.2731
2.618	1.2688
4.250	1.2618

Fisher Pivots for day following 15-Feb-2012
Pivot	1 day	3 day
R1	1.2823	1.2874
PP	1.2815	1.2849
S1	1.2808	1.2825

Download as Excel Spreadsheet

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

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