CME Japanese Yen Future December 2012

Trading Metrics calculated at close of trading on 17-Apr-2012

Day Change Summary
	Previous	Current
	16-Apr-2012	17-Apr-2012	Change	Change %	Previous Week
Open	1.2472	1.2479	0.0007	0.1%	1.2292
High	1.2473	1.2480	0.0007	0.1%	1.2429
Low	1.2467	1.2418	-0.0049	-0.4%	1.2288
Close	1.2467	1.2418	-0.0049	-0.4%	1.2373
Range	0.0006	0.0062	0.0056	933.3%	0.0141
ATR	0.0071	0.0071	-0.0001	-0.9%	0.0000
Volume	10	28	18	180.0%	50

Daily Pivots for day following 17-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2625	1.2583	1.2452
R3	1.2563	1.2521	1.2435
R2	1.2501	1.2501	1.2429
R1	1.2459	1.2459	1.2424	1.2449
PP	1.2439	1.2439	1.2439	1.2434
S1	1.2397	1.2397	1.2412	1.2387
S2	1.2377	1.2377	1.2407
S3	1.2315	1.2335	1.2401
S4	1.2253	1.2273	1.2384

Weekly Pivots for week ending 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2786	1.2721	1.2451
R3	1.2645	1.2580	1.2412
R2	1.2504	1.2504	1.2399
R1	1.2439	1.2439	1.2386	1.2472
PP	1.2363	1.2363	1.2363	1.2380
S1	1.2298	1.2298	1.2360	1.2331
S2	1.2222	1.2222	1.2347
S3	1.2081	1.2157	1.2334
S4	1.1940	1.2016	1.2295

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2480	1.2373	0.0107	0.9%	0.0035	0.3%	42%	True	False	10
10	1.2480	1.2146	0.0334	2.7%	0.0041	0.3%	81%	True	False	10
20	1.2480	1.2021	0.0459	3.7%	0.0024	0.2%	86%	True	False	6
40	1.2544	1.1980	0.0564	4.5%	0.0016	0.1%	78%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2744
2.618	1.2642
1.618	1.2580
1.000	1.2542
0.618	1.2518
HIGH	1.2480
0.618	1.2456
0.500	1.2449
0.382	1.2442
LOW	1.2418
0.618	1.2380
1.000	1.2356
1.618	1.2318
2.618	1.2256
4.250	1.2155

Fisher Pivots for day following 17-Apr-2012
Pivot	1 day	3 day
R1	1.2449	1.2427
PP	1.2439	1.2424
S1	1.2428	1.2421

Download as Excel Spreadsheet

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

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