CME Japanese Yen Future September 2013

Trading Metrics calculated at close of trading on 05-Dec-2012

Day Change Summary
	Previous	Current
	04-Dec-2012	05-Dec-2012	Change	Change %	Previous Week
Open	1.2254	1.2166	-0.0088	-0.7%	1.2209
High	1.2254	1.2181	-0.0073	-0.6%	1.2265
Low	1.2254	1.2164	-0.0090	-0.7%	1.2125
Close	1.2254	1.2181	-0.0073	-0.6%	1.2171
Range	0.0000	0.0017	0.0017		0.0140
ATR	0.0054	0.0057	0.0003	4.7%	0.0000
Volume	1	5	4	400.0%	15

Daily Pivots for day following 05-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2226	1.2221	1.2190
R3	1.2209	1.2204	1.2186
R2	1.2192	1.2192	1.2184
R1	1.2187	1.2187	1.2183	1.2190
PP	1.2175	1.2175	1.2175	1.2177
S1	1.2170	1.2170	1.2179	1.2173
S2	1.2158	1.2158	1.2178
S3	1.2141	1.2153	1.2176
S4	1.2124	1.2136	1.2172

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2607	1.2529	1.2248
R3	1.2467	1.2389	1.2210
R2	1.2327	1.2327	1.2197
R1	1.2249	1.2249	1.2184	1.2218
PP	1.2187	1.2187	1.2187	1.2172
S1	1.2109	1.2109	1.2158	1.2078
S2	1.2047	1.2047	1.2145
S3	1.1907	1.1969	1.2133
S4	1.1767	1.1829	1.2094

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2254	1.2125	0.0129	1.1%	0.0015	0.1%	43%	False	False	2
10	1.2265	1.2125	0.0140	1.1%	0.0018	0.1%	40%	False	False	2
20	1.2640	1.2125	0.0515	4.2%	0.0015	0.1%	11%	False	False	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2253
2.618	1.2226
1.618	1.2209
1.000	1.2198
0.618	1.2192
HIGH	1.2181
0.618	1.2175
0.500	1.2173
0.382	1.2170
LOW	1.2164
0.618	1.2153
1.000	1.2147
1.618	1.2136
2.618	1.2119
4.250	1.2092

Fisher Pivots for day following 05-Dec-2012
Pivot	1 day	3 day
R1	1.2178	1.2209
PP	1.2175	1.2200
S1	1.2173	1.2190

Download as Excel Spreadsheet

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

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