CME Japanese Yen Future December 2012

Trading Metrics calculated at close of trading on 06-Dec-2012

Day Change Summary
	Previous	Current
	05-Dec-2012	06-Dec-2012	Change	Change %	Previous Week
Open	1.2210	1.2134	-0.0076	-0.6%	1.2140
High	1.2226	1.2166	-0.0060	-0.5%	1.2243
Low	1.2124	1.2105	-0.0019	-0.2%	1.2086
Close	1.2147	1.2142	-0.0005	0.0%	1.2138
Range	0.0102	0.0061	-0.0041	-40.2%	0.0157
ATR	0.0089	0.0087	-0.0002	-2.2%	0.0000
Volume	125,143	82,684	-42,459	-33.9%	519,490

Daily Pivots for day following 06-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2321	1.2292	1.2176
R3	1.2260	1.2231	1.2159
R2	1.2199	1.2199	1.2153
R1	1.2170	1.2170	1.2148	1.2185
PP	1.2138	1.2138	1.2138	1.2145
S1	1.2109	1.2109	1.2136	1.2124
S2	1.2077	1.2077	1.2131
S3	1.2016	1.2048	1.2125
S4	1.1955	1.1987	1.2108

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2627	1.2539	1.2224
R3	1.2470	1.2382	1.2181
R2	1.2313	1.2313	1.2167
R1	1.2225	1.2225	1.2152	1.2191
PP	1.2156	1.2156	1.2156	1.2138
S1	1.2068	1.2068	1.2124	1.2034
S2	1.1999	1.1999	1.2109
S3	1.1842	1.1911	1.2095
S4	1.1685	1.1754	1.2052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2238	1.2086	0.0152	1.3%	0.0084	0.7%	37%	False	False	107,593
10	1.2243	1.2074	0.0169	1.4%	0.0083	0.7%	40%	False	False	106,220
20	1.2650	1.2074	0.0576	4.7%	0.0093	0.8%	12%	False	False	105,318
40	1.2836	1.2074	0.0762	6.3%	0.0086	0.7%	9%	False	False	98,047
60	1.2977	1.2074	0.0903	7.4%	0.0084	0.7%	8%	False	False	92,372
80	1.2977	1.2074	0.0903	7.4%	0.0079	0.6%	8%	False	False	71,482
100	1.2977	1.2074	0.0903	7.4%	0.0075	0.6%	8%	False	False	57,212
120	1.2977	1.2074	0.0903	7.4%	0.0073	0.6%	8%	False	False	47,684

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	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2425
2.618	1.2326
1.618	1.2265
1.000	1.2227
0.618	1.2204
HIGH	1.2166
0.618	1.2143
0.500	1.2136
0.382	1.2128
LOW	1.2105
0.618	1.2067
1.000	1.2044
1.618	1.2006
2.618	1.1945
4.250	1.1846

Fisher Pivots for day following 06-Dec-2012
Pivot	1 day	3 day
R1	1.2140	1.2172
PP	1.2138	1.2162
S1	1.2136	1.2152

Download as Excel Spreadsheet

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

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