CME Japanese Yen Future June 2013

Trading Metrics calculated at close of trading on 10-Aug-2012

Day Change Summary
	Previous	Current
	09-Aug-2012	10-Aug-2012	Change	Change %	Previous Week
Open	1.2784	1.2840	0.0056	0.4%	1.2839
High	1.2784	1.2840	0.0056	0.4%	1.2840
Low	1.2784	1.2840	0.0056	0.4%	1.2775
Close	1.2784	1.2840	0.0056	0.4%	1.2840
Range
ATR
Volume	2	2	0	0.0%	10

Daily Pivots for day following 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2840	1.2840	1.2840
R3	1.2840	1.2840	1.2840
R2	1.2840	1.2840	1.2840
R1	1.2840	1.2840	1.2840	1.2840
PP	1.2840	1.2840	1.2840	1.2840
S1	1.2840	1.2840	1.2840	1.2840
S2	1.2840	1.2840	1.2840
S3	1.2840	1.2840	1.2840
S4	1.2840	1.2840	1.2840

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3013	1.2992	1.2876
R3	1.2948	1.2927	1.2858
R2	1.2883	1.2883	1.2852
R1	1.2862	1.2862	1.2846	1.2873
PP	1.2818	1.2818	1.2818	1.2824
S1	1.2797	1.2797	1.2834	1.2808
S2	1.2753	1.2753	1.2828
S3	1.2688	1.2732	1.2822
S4	1.2623	1.2667	1.2804

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2840	1.2775	0.0065	0.5%	0.0000	0.0%	100%	True	False	2
10	1.2859	1.2775	0.0084	0.7%	0.0000	0.0%	77%	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	1.2840
2.618	1.2840
1.618	1.2840
1.000	1.2840
0.618	1.2840
HIGH	1.2840
0.618	1.2840
0.500	1.2840
0.382	1.2840
LOW	1.2840
0.618	1.2840
1.000	1.2840
1.618	1.2840
2.618	1.2840
4.250	1.2840

Fisher Pivots for day following 10-Aug-2012
Pivot	1 day	3 day
R1	1.2840	1.2831
PP	1.2840	1.2821
S1	1.2840	1.2812

Download as Excel Spreadsheet

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

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