CME Japanese Yen Future March 2013

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

Day Change Summary
	Previous	Current
	12-Nov-2012	13-Nov-2012	Change	Change %	Previous Week
Open	1.2604	1.2574	-0.0030	-0.2%	1.2455
High	1.2619	1.2630	0.0011	0.1%	1.2658
Low	1.2595	1.2574	-0.0021	-0.2%	1.2452
Close	1.2604	1.2611	0.0007	0.1%	1.2606
Range	0.0024	0.0056	0.0032	133.3%	0.0206
ATR	0.0063	0.0062	0.0000	-0.8%	0.0000
Volume	153	98	-55	-35.9%	490

Daily Pivots for day following 13-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2773	1.2748	1.2642
R3	1.2717	1.2692	1.2626
R2	1.2661	1.2661	1.2621
R1	1.2636	1.2636	1.2616	1.2649
PP	1.2605	1.2605	1.2605	1.2611
S1	1.2580	1.2580	1.2606	1.2593
S2	1.2549	1.2549	1.2601
S3	1.2493	1.2524	1.2596
S4	1.2437	1.2468	1.2580

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3190	1.3104	1.2719
R3	1.2984	1.2898	1.2663
R2	1.2778	1.2778	1.2644
R1	1.2692	1.2692	1.2625	1.2735
PP	1.2572	1.2572	1.2572	1.2594
S1	1.2486	1.2486	1.2587	1.2529
S2	1.2366	1.2366	1.2568
S3	1.2160	1.2280	1.2549
S4	1.1954	1.2074	1.2493

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2658	1.2465	0.0193	1.5%	0.0069	0.6%	76%	False	False	130
10	1.2658	1.2418	0.0240	1.9%	0.0058	0.5%	80%	False	False	89
20	1.2727	1.2418	0.0309	2.5%	0.0059	0.5%	62%	False	False	77
40	1.2934	1.2418	0.0516	4.1%	0.0050	0.4%	37%	False	False	58
60	1.2950	1.2418	0.0532	4.2%	0.0044	0.4%	36%	False	False	43
80	1.2950	1.2418	0.0532	4.2%	0.0034	0.3%	36%	False	False	33
100	1.2950	1.2418	0.0532	4.2%	0.0030	0.2%	36%	False	False	27
120	1.2950	1.2418	0.0532	4.2%	0.0027	0.2%	36%	False	False	23

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2868
2.618	1.2777
1.618	1.2721
1.000	1.2686
0.618	1.2665
HIGH	1.2630
0.618	1.2609
0.500	1.2602
0.382	1.2595
LOW	1.2574
0.618	1.2539
1.000	1.2518
1.618	1.2483
2.618	1.2427
4.250	1.2336

Fisher Pivots for day following 13-Nov-2012
Pivot	1 day	3 day
R1	1.2608	1.2616
PP	1.2605	1.2614
S1	1.2602	1.2613

Download as Excel Spreadsheet

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

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