CME Japanese Yen Future September 2013

Trading Metrics calculated at close of trading on 08-Nov-2012

Day Change Summary
	Previous	Current
	07-Nov-2012	08-Nov-2012	Change	Change %	Previous Week
Open	1.2557	1.2639	0.0082	0.7%	1.2578
High	1.2557	1.2639	0.0082	0.7%	1.2652
Low	1.2557	1.2639	0.0082	0.7%	1.2483
Close	1.2557	1.2639	0.0082	0.7%	1.2483
Range
ATR
Volume	8	8	0	0.0%	32

Daily Pivots for day following 08-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2639	1.2639	1.2639
R3	1.2639	1.2639	1.2639
R2	1.2639	1.2639	1.2639
R1	1.2639	1.2639	1.2639	1.2639
PP	1.2639	1.2639	1.2639	1.2639
S1	1.2639	1.2639	1.2639	1.2639
S2	1.2639	1.2639	1.2639
S3	1.2639	1.2639	1.2639
S4	1.2639	1.2639	1.2639

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3046	1.2934	1.2576
R3	1.2877	1.2765	1.2529
R2	1.2708	1.2708	1.2514
R1	1.2596	1.2596	1.2498	1.2568
PP	1.2539	1.2539	1.2539	1.2525
S1	1.2427	1.2427	1.2468	1.2399
S2	1.2370	1.2370	1.2452
S3	1.2201	1.2258	1.2437
S4	1.2032	1.2089	1.2390

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2639	1.2482	0.0157	1.2%	0.0000	0.0%	100%	True	False	8
10	1.2652	1.2482	0.0170	1.3%	0.0009	0.1%	92%	False	False	6

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	0.0002

Fibonacci Retracements and Extensions
4.250	1.2639
2.618	1.2639
1.618	1.2639
1.000	1.2639
0.618	1.2639
HIGH	1.2639
0.618	1.2639
0.500	1.2639
0.382	1.2639
LOW	1.2639
0.618	1.2639
1.000	1.2639
1.618	1.2639
2.618	1.2639
4.250	1.2639

Fisher Pivots for day following 08-Nov-2012
Pivot	1 day	3 day
R1	1.2639	1.2613
PP	1.2639	1.2587
S1	1.2639	1.2561

Download as Excel Spreadsheet

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

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