CME Japanese Yen Future December 2012

Trading Metrics calculated at close of trading on 12-Mar-2012

Day Change Summary
	Previous	Current
	09-Mar-2012	12-Mar-2012	Change	Change %	Previous Week
Open	1.2155	1.2191	0.0036	0.3%	1.2326
High	1.2155	1.2226	0.0071	0.6%	1.2431
Low	1.2155	1.2191	0.0036	0.3%	1.2155
Close	1.2155	1.2197	0.0042	0.3%	1.2155
Range	0.0000	0.0035	0.0035		0.0276
ATR	0.0072	0.0072	0.0000	-0.1%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 12-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2310	1.2288	1.2216
R3	1.2275	1.2253	1.2207
R2	1.2240	1.2240	1.2203
R1	1.2218	1.2218	1.2200	1.2229
PP	1.2205	1.2205	1.2205	1.2210
S1	1.2183	1.2183	1.2194	1.2194
S2	1.2170	1.2170	1.2191
S3	1.2135	1.2148	1.2187
S4	1.2100	1.2113	1.2178

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3075	1.2891	1.2307
R3	1.2799	1.2615	1.2231
R2	1.2523	1.2523	1.2206
R1	1.2339	1.2339	1.2180	1.2293
PP	1.2247	1.2247	1.2247	1.2224
S1	1.2063	1.2063	1.2130	1.2017
S2	1.1971	1.1971	1.2104
S3	1.1695	1.1787	1.2079
S4	1.1419	1.1511	1.2003

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2431	1.2155	0.0276	2.3%	0.0007	0.1%	15%	False	False	1
10	1.2465	1.2155	0.0310	2.5%	0.0009	0.1%	14%	False	False	1
20	1.2946	1.2155	0.0791	6.5%	0.0009	0.1%	5%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
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 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2375
2.618	1.2318
1.618	1.2283
1.000	1.2261
0.618	1.2248
HIGH	1.2226
0.618	1.2213
0.500	1.2209
0.382	1.2204
LOW	1.2191
0.618	1.2169
1.000	1.2156
1.618	1.2134
2.618	1.2099
4.250	1.2042

Fisher Pivots for day following 12-Mar-2012
Pivot	1 day	3 day
R1	1.2209	1.2226
PP	1.2205	1.2216
S1	1.2201	1.2207

Download as Excel Spreadsheet

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

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