CME Japanese Yen Future June 2013

Trading Metrics calculated at close of trading on 21-Aug-2012

Day Change Summary
	Previous	Current
	20-Aug-2012	21-Aug-2012	Change	Change %	Previous Week
Open	1.2647	1.2670	0.0023	0.2%	1.2819
High	1.2647	1.2670	0.0023	0.2%	1.2819
Low	1.2647	1.2670	0.0023	0.2%	1.2625
Close	1.2647	1.2670	0.0023	0.2%	1.2625
Range
ATR	0.0043	0.0041	-0.0001	-3.3%	0.0000
Volume	1	1	0	0.0%	9

Daily Pivots for day following 21-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2670	1.2670	1.2670
R3	1.2670	1.2670	1.2670
R2	1.2670	1.2670	1.2670
R1	1.2670	1.2670	1.2670	1.2670
PP	1.2670	1.2670	1.2670	1.2670
S1	1.2670	1.2670	1.2670	1.2670
S2	1.2670	1.2670	1.2670
S3	1.2670	1.2670	1.2670
S4	1.2670	1.2670	1.2670

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3272	1.3142	1.2732
R3	1.3078	1.2948	1.2678
R2	1.2884	1.2884	1.2661
R1	1.2754	1.2754	1.2643	1.2722
PP	1.2690	1.2690	1.2690	1.2674
S1	1.2560	1.2560	1.2607	1.2528
S2	1.2496	1.2496	1.2589
S3	1.2302	1.2366	1.2572
S4	1.2108	1.2172	1.2518

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2730	1.2625	0.0105	0.8%	0.0001	0.0%	43%	False	False	1
10	1.2840	1.2625	0.0215	1.7%	0.0001	0.0%	21%	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	1.2670
2.618	1.2670
1.618	1.2670
1.000	1.2670
0.618	1.2670
HIGH	1.2670
0.618	1.2670
0.500	1.2670
0.382	1.2670
LOW	1.2670
0.618	1.2670
1.000	1.2670
1.618	1.2670
2.618	1.2670
4.250	1.2670

Fisher Pivots for day following 21-Aug-2012
Pivot	1 day	3 day
R1	1.2670	1.2663
PP	1.2670	1.2655
S1	1.2670	1.2648

Download as Excel Spreadsheet

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

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