CME Japanese Yen Future March 2013

Trading Metrics calculated at close of trading on 13-Jul-2012

Day Change Summary
	Previous	Current
	12-Jul-2012	13-Jul-2012	Change	Change %	Previous Week
Open	1.2654	1.2659	0.0005	0.0%	1.2613
High	1.2655	1.2675	0.0020	0.2%	1.2675
Low	1.2648	1.2658	0.0010	0.1%	1.2601
Close	1.2655	1.2658	0.0003	0.0%	1.2658
Range	0.0007	0.0017	0.0010	142.9%	0.0074
ATR	0.0049	0.0047	-0.0002	-4.3%	0.0000
Volume	4	4	0	0.0%	11

Daily Pivots for day following 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2715	1.2703	1.2667
R3	1.2698	1.2686	1.2663
R2	1.2681	1.2681	1.2661
R1	1.2669	1.2669	1.2660	1.2667
PP	1.2664	1.2664	1.2664	1.2662
S1	1.2652	1.2652	1.2656	1.2650
S2	1.2647	1.2647	1.2655
S3	1.2630	1.2635	1.2653
S4	1.2613	1.2618	1.2649

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2867	1.2836	1.2699
R3	1.2793	1.2762	1.2678
R2	1.2719	1.2719	1.2672
R1	1.2688	1.2688	1.2665	1.2704
PP	1.2645	1.2645	1.2645	1.2652
S1	1.2614	1.2614	1.2651	1.2630
S2	1.2571	1.2571	1.2644
S3	1.2497	1.2540	1.2638
S4	1.2423	1.2466	1.2617

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2675	1.2601	0.0074	0.6%	0.0011	0.1%	77%	True	False	2
10	1.2675	1.2565	0.0110	0.9%	0.0015	0.1%	85%	True	False	1
20	1.2770	1.2476	0.0294	2.3%	0.0020	0.2%	62%	False	False	2
40	1.2875	1.2476	0.0399	3.2%	0.0010	0.1%	46%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2747
2.618	1.2720
1.618	1.2703
1.000	1.2692
0.618	1.2686
HIGH	1.2675
0.618	1.2669
0.500	1.2667
0.382	1.2664
LOW	1.2658
0.618	1.2647
1.000	1.2641
1.618	1.2630
2.618	1.2613
4.250	1.2586

Fisher Pivots for day following 13-Jul-2012
Pivot	1 day	3 day
R1	1.2667	1.2651
PP	1.2664	1.2645
S1	1.2661	1.2638

Download as Excel Spreadsheet

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

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