CME Japanese Yen Future June 2013

Trading Metrics calculated at close of trading on 14-Sep-2012

Day Change Summary
	Previous	Current
	13-Sep-2012	14-Sep-2012	Change	Change %	Previous Week
Open	1.2953	1.2859	-0.0094	-0.7%	1.2822
High	1.2953	1.2859	-0.0094	-0.7%	1.2953
Low	1.2953	1.2809	-0.0144	-1.1%	1.2809
Close	1.2953	1.2809	-0.0144	-1.1%	1.2809
Range	0.0000	0.0050	0.0050		0.0144
ATR	0.0043	0.0050	0.0007	17.0%	0.0000
Volume	4	4	0	0.0%	20

Daily Pivots for day following 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2976	1.2942	1.2837
R3	1.2926	1.2892	1.2823
R2	1.2876	1.2876	1.2818
R1	1.2842	1.2842	1.2814	1.2834
PP	1.2826	1.2826	1.2826	1.2822
S1	1.2792	1.2792	1.2804	1.2784
S2	1.2776	1.2776	1.2800
S3	1.2726	1.2742	1.2795
S4	1.2676	1.2692	1.2782

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3289	1.3193	1.2888
R3	1.3145	1.3049	1.2849
R2	1.3001	1.3001	1.2835
R1	1.2905	1.2905	1.2822	1.2881
PP	1.2857	1.2857	1.2857	1.2845
S1	1.2761	1.2761	1.2796	1.2737
S2	1.2713	1.2713	1.2783
S3	1.2569	1.2617	1.2769
S4	1.2425	1.2473	1.2730

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2953	1.2809	0.0144	1.1%	0.0010	0.1%	0%	False	True	4
10	1.2953	1.2724	0.0229	1.8%	0.0006	0.0%	37%	False	False	3
20	1.2953	1.2625	0.0328	2.6%	0.0007	0.1%	56%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 16 trading days

Fibonacci Retracements and Extensions
4.250	1.3072
2.618	1.2990
1.618	1.2940
1.000	1.2909
0.618	1.2890
HIGH	1.2859
0.618	1.2840
0.500	1.2834
0.382	1.2828
LOW	1.2809
0.618	1.2778
1.000	1.2759
1.618	1.2728
2.618	1.2678
4.250	1.2597

Fisher Pivots for day following 14-Sep-2012
Pivot	1 day	3 day
R1	1.2834	1.2881
PP	1.2826	1.2857
S1	1.2817	1.2833

Download as Excel Spreadsheet

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

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