CME Japanese Yen Future December 2012

Trading Metrics calculated at close of trading on 10-Oct-2012

Day Change Summary
	Previous	Current
	09-Oct-2012	10-Oct-2012	Change	Change %	Previous Week
Open	1.2778	1.2787	0.0009	0.1%	1.2837
High	1.2804	1.2807	0.0003	0.0%	1.2863
Low	1.2757	1.2766	0.0009	0.1%	1.2685
Close	1.2793	1.2797	0.0004	0.0%	1.2717
Range	0.0047	0.0041	-0.0006	-12.8%	0.0178
ATR	0.0074	0.0072	-0.0002	-3.2%	0.0000
Volume	63,658	54,194	-9,464	-14.9%	383,303

Daily Pivots for day following 10-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2913	1.2896	1.2820
R3	1.2872	1.2855	1.2808
R2	1.2831	1.2831	1.2805
R1	1.2814	1.2814	1.2801	1.2823
PP	1.2790	1.2790	1.2790	1.2794
S1	1.2773	1.2773	1.2793	1.2782
S2	1.2749	1.2749	1.2789
S3	1.2708	1.2732	1.2786
S4	1.2667	1.2691	1.2774

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3289	1.3181	1.2815
R3	1.3111	1.3003	1.2766
R2	1.2933	1.2933	1.2750
R1	1.2825	1.2825	1.2733	1.2790
PP	1.2755	1.2755	1.2755	1.2738
S1	1.2647	1.2647	1.2701	1.2612
S2	1.2577	1.2577	1.2684
S3	1.2399	1.2469	1.2668
S4	1.2221	1.2291	1.2619

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2815	1.2685	0.0130	1.0%	0.0073	0.6%	86%	False	False	70,433
10	1.2922	1.2685	0.0237	1.9%	0.0069	0.5%	47%	False	False	70,881
20	1.2977	1.2631	0.0346	2.7%	0.0080	0.6%	48%	False	False	81,023
40	1.2977	1.2565	0.0412	3.2%	0.0071	0.6%	56%	False	False	44,917
60	1.2977	1.2565	0.0412	3.2%	0.0067	0.5%	56%	False	False	29,989
80	1.2977	1.2438	0.0539	4.2%	0.0066	0.5%	67%	False	False	22,503
100	1.2977	1.2438	0.0539	4.2%	0.0058	0.5%	67%	False	False	18,006
120	1.2977	1.2337	0.0640	5.0%	0.0051	0.4%	72%	False	False	15,006

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2981
2.618	1.2914
1.618	1.2873
1.000	1.2848
0.618	1.2832
HIGH	1.2807
0.618	1.2791
0.500	1.2787
0.382	1.2782
LOW	1.2766
0.618	1.2741
1.000	1.2725
1.618	1.2700
2.618	1.2659
4.250	1.2592

Fisher Pivots for day following 10-Oct-2012
Pivot	1 day	3 day
R1	1.2794	1.2785
PP	1.2790	1.2772
S1	1.2787	1.2760

Download as Excel Spreadsheet

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

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