CME Japanese Yen Future September 2013

Trading Metrics calculated at close of trading on 09-Nov-2012

Day Change Summary
	Previous	Current
	08-Nov-2012	09-Nov-2012	Change	Change %	Previous Week
Open	1.2639	1.2634	-0.0005	0.0%	1.2504
High	1.2639	1.2634	-0.0005	0.0%	1.2639
Low	1.2639	1.2634	-0.0005	0.0%	1.2482
Close	1.2639	1.2634	-0.0005	0.0%	1.2634
Range
ATR
Volume	8	8	0	0.0%	40

Daily Pivots for day following 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2634	1.2634	1.2634
R3	1.2634	1.2634	1.2634
R2	1.2634	1.2634	1.2634
R1	1.2634	1.2634	1.2634	1.2634
PP	1.2634	1.2634	1.2634	1.2634
S1	1.2634	1.2634	1.2634	1.2634
S2	1.2634	1.2634	1.2634
S3	1.2634	1.2634	1.2634
S4	1.2634	1.2634	1.2634

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3056	1.3002	1.2720
R3	1.2899	1.2845	1.2677
R2	1.2742	1.2742	1.2663
R1	1.2688	1.2688	1.2648	1.2715
PP	1.2585	1.2585	1.2585	1.2599
S1	1.2531	1.2531	1.2620	1.2558
S2	1.2428	1.2428	1.2605
S3	1.2271	1.2374	1.2591
S4	1.2114	1.2217	1.2548

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%	97%	False	False	8
10	1.2652	1.2482	0.0170	1.3%	0.0004	0.0%	89%	False	False	7

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	1.2634
2.618	1.2634
1.618	1.2634
1.000	1.2634
0.618	1.2634
HIGH	1.2634
0.618	1.2634
0.500	1.2634
0.382	1.2634
LOW	1.2634
0.618	1.2634
1.000	1.2634
1.618	1.2634
2.618	1.2634
4.250	1.2634

Fisher Pivots for day following 09-Nov-2012
Pivot	1 day	3 day
R1	1.2634	1.2622
PP	1.2634	1.2610
S1	1.2634	1.2598

Download as Excel Spreadsheet

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

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