CME Japanese Yen Future December 2012

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

Day Change Summary
	Previous	Current
	11-Oct-2012	12-Oct-2012	Change	Change %	Previous Week
Open	1.2802	1.2764	-0.0038	-0.3%	1.2722
High	1.2836	1.2780	-0.0056	-0.4%	1.2836
Low	1.2730	1.2740	0.0010	0.1%	1.2704
Close	1.2772	1.2764	-0.0008	-0.1%	1.2764
Range	0.0106	0.0040	-0.0066	-62.3%	0.0132
ATR	0.0074	0.0072	-0.0002	-3.3%	0.0000
Volume	94,067	55,196	-38,871	-41.3%	326,546

Daily Pivots for day following 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2881	1.2863	1.2786
R3	1.2841	1.2823	1.2775
R2	1.2801	1.2801	1.2771
R1	1.2783	1.2783	1.2768	1.2784
PP	1.2761	1.2761	1.2761	1.2762
S1	1.2743	1.2743	1.2760	1.2744
S2	1.2721	1.2721	1.2757
S3	1.2681	1.2703	1.2753
S4	1.2641	1.2663	1.2742

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3164	1.3096	1.2837
R3	1.3032	1.2964	1.2800
R2	1.2900	1.2900	1.2788
R1	1.2832	1.2832	1.2776	1.2866
PP	1.2768	1.2768	1.2768	1.2785
S1	1.2700	1.2700	1.2752	1.2734
S2	1.2636	1.2636	1.2740
S3	1.2504	1.2568	1.2728
S4	1.2372	1.2436	1.2691

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2836	1.2704	0.0132	1.0%	0.0069	0.5%	45%	False	False	65,309
10	1.2863	1.2685	0.0178	1.4%	0.0069	0.5%	44%	False	False	70,984
20	1.2922	1.2631	0.0291	2.3%	0.0073	0.6%	46%	False	False	76,773
40	1.2977	1.2565	0.0412	3.2%	0.0072	0.6%	48%	False	False	48,632
60	1.2977	1.2565	0.0412	3.2%	0.0068	0.5%	48%	False	False	32,475
80	1.2977	1.2438	0.0539	4.2%	0.0066	0.5%	60%	False	False	24,369
100	1.2977	1.2438	0.0539	4.2%	0.0059	0.5%	60%	False	False	19,499
120	1.2977	1.2337	0.0640	5.0%	0.0052	0.4%	67%	False	False	16,250

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.2950
2.618	1.2885
1.618	1.2845
1.000	1.2820
0.618	1.2805
HIGH	1.2780
0.618	1.2765
0.500	1.2760
0.382	1.2755
LOW	1.2740
0.618	1.2715
1.000	1.2700
1.618	1.2675
2.618	1.2635
4.250	1.2570

Fisher Pivots for day following 12-Oct-2012
Pivot	1 day	3 day
R1	1.2763	1.2783
PP	1.2761	1.2777
S1	1.2760	1.2770

Download as Excel Spreadsheet

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

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