CME Japanese Yen Future March 2013

Trading Metrics calculated at close of trading on 30-May-2012

Day Change Summary
	Previous	Current
	29-May-2012	30-May-2012	Change	Change %	Previous Week
Open	1.2641	1.2710	0.0069	0.5%	1.2669
High	1.2641	1.2710	0.0069	0.5%	1.2669
Low	1.2641	1.2710	0.0069	0.5%	1.2547
Close	1.2641	1.2710	0.0069	0.5%	1.2621
Range
ATR	0.0045	0.0047	0.0002	3.8%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 30-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2710	1.2710	1.2710
R3	1.2710	1.2710	1.2710
R2	1.2710	1.2710	1.2710
R1	1.2710	1.2710	1.2710	1.2710
PP	1.2710	1.2710	1.2710	1.2710
S1	1.2710	1.2710	1.2710	1.2710
S2	1.2710	1.2710	1.2710
S3	1.2710	1.2710	1.2710
S4	1.2710	1.2710	1.2710

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2978	1.2922	1.2688
R3	1.2856	1.2800	1.2655
R2	1.2734	1.2734	1.2643
R1	1.2678	1.2678	1.2632	1.2645
PP	1.2612	1.2612	1.2612	1.2596
S1	1.2556	1.2556	1.2610	1.2523
S2	1.2490	1.2490	1.2599
S3	1.2368	1.2434	1.2587
S4	1.2246	1.2312	1.2554

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2710	1.2621	0.0089	0.7%	0.0000	0.0%	100%	True	False	1
10	1.2713	1.2522	0.0191	1.5%	0.0000	0.0%	98%	False	False	1

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	1.2710
2.618	1.2710
1.618	1.2710
1.000	1.2710
0.618	1.2710
HIGH	1.2710
0.618	1.2710
0.500	1.2710
0.382	1.2710
LOW	1.2710
0.618	1.2710
1.000	1.2710
1.618	1.2710
2.618	1.2710
4.250	1.2710

Fisher Pivots for day following 30-May-2012
Pivot	1 day	3 day
R1	1.2710	1.2695
PP	1.2710	1.2680
S1	1.2710	1.2666

Download as Excel Spreadsheet

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

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