CME Japanese Yen Future September 2013

Trading Metrics calculated at close of trading on 13-Nov-2012

Day Change Summary
	Previous	Current
	12-Nov-2012	13-Nov-2012	Change	Change %	Previous Week
Open	1.2633	1.2640	0.0007	0.1%	1.2504
High	1.2633	1.2640	0.0007	0.1%	1.2639
Low	1.2633	1.2640	0.0007	0.1%	1.2482
Close	1.2633	1.2640	0.0007	0.1%	1.2634
Range
ATR	0.0000	0.0040	0.0040		0.0000
Volume	8	8	0	0.0%	40

Daily Pivots for day following 13-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2640	1.2640	1.2640
R3	1.2640	1.2640	1.2640
R2	1.2640	1.2640	1.2640
R1	1.2640	1.2640	1.2640	1.2640
PP	1.2640	1.2640	1.2640	1.2640
S1	1.2640	1.2640	1.2640	1.2640
S2	1.2640	1.2640	1.2640
S3	1.2640	1.2640	1.2640
S4	1.2640	1.2640	1.2640

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	1.2640	1.2557	0.0083	0.7%	0.0000	0.0%	100%	True	False	8
10	1.2640	1.2482	0.0158	1.3%	0.0000	0.0%	100%	True	False	8

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	1.2640
2.618	1.2640
1.618	1.2640
1.000	1.2640
0.618	1.2640
HIGH	1.2640
0.618	1.2640
0.500	1.2640
0.382	1.2640
LOW	1.2640
0.618	1.2640
1.000	1.2640
1.618	1.2640
2.618	1.2640
4.250	1.2640

Fisher Pivots for day following 13-Nov-2012
Pivot	1 day	3 day
R1	1.2640	1.2639
PP	1.2640	1.2638
S1	1.2640	1.2637

Download as Excel Spreadsheet

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

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