CME Japanese Yen Future June 2013

Trading Metrics calculated at close of trading on 25-Sep-2012

Day Change Summary
	Previous	Current
	24-Sep-2012	25-Sep-2012	Change	Change %	Previous Week
Open	1.2879	1.2900	0.0021	0.2%	1.2735
High	1.2887	1.2900	0.0013	0.1%	1.2836
Low	1.2875	1.2870	-0.0005	0.0%	1.2718
Close	1.2887	1.2900	0.0013	0.1%	1.2836
Range	0.0012	0.0030	0.0018	150.0%	0.0118
ATR	0.0047	0.0046	-0.0001	-2.6%	0.0000
Volume	1	2	1	100.0%	5

Daily Pivots for day following 25-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2980	1.2970	1.2917
R3	1.2950	1.2940	1.2908
R2	1.2920	1.2920	1.2906
R1	1.2910	1.2910	1.2903	1.2915
PP	1.2890	1.2890	1.2890	1.2893
S1	1.2880	1.2880	1.2897	1.2885
S2	1.2860	1.2860	1.2895
S3	1.2830	1.2850	1.2892
S4	1.2800	1.2820	1.2884

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3151	1.3111	1.2901
R3	1.3033	1.2993	1.2868
R2	1.2915	1.2915	1.2858
R1	1.2875	1.2875	1.2847	1.2895
PP	1.2797	1.2797	1.2797	1.2807
S1	1.2757	1.2757	1.2825	1.2777
S2	1.2679	1.2679	1.2814
S3	1.2561	1.2639	1.2804
S4	1.2443	1.2521	1.2771

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2900	1.2795	0.0105	0.8%	0.0008	0.1%	100%	True	False	1
10	1.2953	1.2718	0.0235	1.8%	0.0009	0.1%	77%	False	False	2
20	1.2953	1.2718	0.0235	1.8%	0.0005	0.0%	77%	False	False	2
40	1.2953	1.2625	0.0328	2.5%	0.0005	0.0%	84%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.3028
2.618	1.2979
1.618	1.2949
1.000	1.2930
0.618	1.2919
HIGH	1.2900
0.618	1.2889
0.500	1.2885
0.382	1.2881
LOW	1.2870
0.618	1.2851
1.000	1.2840
1.618	1.2821
2.618	1.2791
4.250	1.2743

Fisher Pivots for day following 25-Sep-2012
Pivot	1 day	3 day
R1	1.2895	1.2889
PP	1.2890	1.2879
S1	1.2885	1.2868

Download as Excel Spreadsheet

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

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