CME Japanese Yen Future December 2012

Trading Metrics calculated at close of trading on 20-Mar-2012

Day Change Summary
	Previous	Current
	19-Mar-2012	20-Mar-2012	Change	Change %	Previous Week
Open	1.2030	1.1995	-0.0035	-0.3%	1.2191
High	1.2030	1.1995	-0.0035	-0.3%	1.2226
Low	1.2030	1.1980	-0.0050	-0.4%	1.1989
Close	1.2030	1.1989	-0.0041	-0.3%	1.2035
Range	0.0000	0.0015	0.0015		0.0237
ATR	0.0066	0.0065	-0.0001	-1.7%	0.0000
Volume	5	5	0	0.0%	77

Daily Pivots for day following 20-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2033	1.2026	1.1997
R3	1.2018	1.2011	1.1993
R2	1.2003	1.2003	1.1992
R1	1.1996	1.1996	1.1990	1.1992
PP	1.1988	1.1988	1.1988	1.1986
S1	1.1981	1.1981	1.1988	1.1977
S2	1.1973	1.1973	1.1986
S3	1.1958	1.1966	1.1985
S4	1.1943	1.1951	1.1981

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2794	1.2652	1.2165
R3	1.2557	1.2415	1.2100
R2	1.2320	1.2320	1.2078
R1	1.2178	1.2178	1.2057	1.2131
PP	1.2083	1.2083	1.2083	1.2060
S1	1.1941	1.1941	1.2013	1.1894
S2	1.1846	1.1846	1.1992
S3	1.1609	1.1704	1.1970
S4	1.1372	1.1467	1.1905

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2035	1.1980	0.0055	0.5%	0.0009	0.1%	16%	False	True	13
10	1.2360	1.1980	0.0380	3.2%	0.0008	0.1%	2%	False	True	9
20	1.2544	1.1980	0.0564	4.7%	0.0007	0.1%	2%	False	True	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0000
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2059
2.618	1.2034
1.618	1.2019
1.000	1.2010
0.618	1.2004
HIGH	1.1995
0.618	1.1989
0.500	1.1988
0.382	1.1986
LOW	1.1980
0.618	1.1971
1.000	1.1965
1.618	1.1956
2.618	1.1941
4.250	1.1916

Fisher Pivots for day following 20-Mar-2012
Pivot	1 day	3 day
R1	1.1989	1.2008
PP	1.1988	1.2001
S1	1.1988	1.1995

Download as Excel Spreadsheet

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

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