CME Japanese Yen Future December 2012

Trading Metrics calculated at close of trading on 11-Apr-2012

Day Change Summary
	Previous	Current
	10-Apr-2012	11-Apr-2012	Change	Change %	Previous Week
Open	1.2288	1.2429	0.0141	1.1%	1.2207
High	1.2429	1.2429	0.0000	0.0%	1.2310
Low	1.2288	1.2384	0.0096	0.8%	1.2088
Close	1.2427	1.2405	-0.0022	-0.2%	1.2310
Range	0.0141	0.0045	-0.0096	-68.1%	0.0222
ATR	0.0076	0.0073	-0.0002	-2.9%	0.0000
Volume	17	4	-13	-76.5%	21

Daily Pivots for day following 11-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2541	1.2518	1.2430
R3	1.2496	1.2473	1.2417
R2	1.2451	1.2451	1.2413
R1	1.2428	1.2428	1.2409	1.2417
PP	1.2406	1.2406	1.2406	1.2401
S1	1.2383	1.2383	1.2401	1.2372
S2	1.2361	1.2361	1.2397
S3	1.2316	1.2338	1.2393
S4	1.2271	1.2293	1.2380

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2902	1.2828	1.2432
R3	1.2680	1.2606	1.2371
R2	1.2458	1.2458	1.2351
R1	1.2384	1.2384	1.2330	1.2421
PP	1.2236	1.2236	1.2236	1.2255
S1	1.2162	1.2162	1.2290	1.2199
S2	1.2014	1.2014	1.2269
S3	1.1792	1.1940	1.2249
S4	1.1570	1.1718	1.2188

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2429	1.2183	0.0246	2.0%	0.0051	0.4%	90%	True	False	11
10	1.2429	1.2088	0.0341	2.7%	0.0032	0.3%	93%	True	False	6
20	1.2429	1.1980	0.0449	3.6%	0.0019	0.2%	95%	True	False	6
40	1.2844	1.1980	0.0864	7.0%	0.0014	0.1%	49%	False	False	5

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	0.0000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2620
2.618	1.2547
1.618	1.2502
1.000	1.2474
0.618	1.2457
HIGH	1.2429
0.618	1.2412
0.500	1.2407
0.382	1.2401
LOW	1.2384
0.618	1.2356
1.000	1.2339
1.618	1.2311
2.618	1.2266
4.250	1.2193

Fisher Pivots for day following 11-Apr-2012
Pivot	1 day	3 day
R1	1.2407	1.2390
PP	1.2406	1.2374
S1	1.2406	1.2359

Download as Excel Spreadsheet

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

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