CME Japanese Yen Future December 2012

Trading Metrics calculated at close of trading on 02-Mar-2012

Day Change Summary
	Previous	Current
	01-Mar-2012	02-Mar-2012	Change	Change %	Previous Week
Open	1.2380	1.2214	-0.0166	-1.3%	1.2484
High	1.2380	1.2269	-0.0111	-0.9%	1.2484
Low	1.2380	1.2214	-0.0166	-1.3%	1.2214
Close	1.2380	1.2269	-0.0111	-0.9%	1.2269
Range	0.0000	0.0055	0.0055		0.0270
ATR	0.0056	0.0064	0.0008	14.1%	0.0000
Volume	3	3	0	0.0%	15

Daily Pivots for day following 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2416	1.2397	1.2299
R3	1.2361	1.2342	1.2284
R2	1.2306	1.2306	1.2279
R1	1.2287	1.2287	1.2274	1.2297
PP	1.2251	1.2251	1.2251	1.2255
S1	1.2232	1.2232	1.2264	1.2242
S2	1.2196	1.2196	1.2259
S3	1.2141	1.2177	1.2254
S4	1.2086	1.2122	1.2239

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3132	1.2971	1.2418
R3	1.2862	1.2701	1.2343
R2	1.2592	1.2592	1.2319
R1	1.2431	1.2431	1.2294	1.2377
PP	1.2322	1.2322	1.2322	1.2295
S1	1.2161	1.2161	1.2244	1.2107
S2	1.2052	1.2052	1.2220
S3	1.1782	1.1891	1.2195
S4	1.1512	1.1621	1.2121

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2484	1.2214	0.0270	2.2%	0.0011	0.1%	20%	False	True	3
10	1.2644	1.2214	0.0430	3.5%	0.0010	0.1%	13%	False	True	3
20	1.3118	1.2214	0.0904	7.4%	0.0011	0.1%	6%	False	True	2

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	0.0000
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1.2503
2.618	1.2413
1.618	1.2358
1.000	1.2324
0.618	1.2303
HIGH	1.2269
0.618	1.2248
0.500	1.2242
0.382	1.2235
LOW	1.2214
0.618	1.2180
1.000	1.2159
1.618	1.2125
2.618	1.2070
4.250	1.1980

Fisher Pivots for day following 02-Mar-2012
Pivot	1 day	3 day
R1	1.2260	1.2297
PP	1.2251	1.2288
S1	1.2242	1.2278

Download as Excel Spreadsheet

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

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