CME Japanese Yen Future September 2013

Trading Metrics calculated at close of trading on 06-Dec-2012

Day Change Summary
	Previous	Current
	05-Dec-2012	06-Dec-2012	Change	Change %	Previous Week
Open	1.2166	1.2154	-0.0012	-0.1%	1.2209
High	1.2181	1.2177	-0.0004	0.0%	1.2265
Low	1.2164	1.2154	-0.0010	-0.1%	1.2125
Close	1.2181	1.2177	-0.0004	0.0%	1.2171
Range	0.0017	0.0023	0.0006	35.3%	0.0140
ATR	0.0057	0.0055	-0.0002	-3.8%	0.0000
Volume	5	3	-2	-40.0%	15

Daily Pivots for day following 06-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2238	1.2231	1.2190
R3	1.2215	1.2208	1.2183
R2	1.2192	1.2192	1.2181
R1	1.2185	1.2185	1.2179	1.2189
PP	1.2169	1.2169	1.2169	1.2171
S1	1.2162	1.2162	1.2175	1.2166
S2	1.2146	1.2146	1.2173
S3	1.2123	1.2139	1.2171
S4	1.2100	1.2116	1.2164

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%	0.0017	0.1%	40%	False	False	2
10	1.2265	1.2125	0.0140	1.1%	0.0018	0.1%	37%	False	False	2
20	1.2640	1.2125	0.0515	4.2%	0.0016	0.1%	10%	False	False	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2275
2.618	1.2237
1.618	1.2214
1.000	1.2200
0.618	1.2191
HIGH	1.2177
0.618	1.2168
0.500	1.2166
0.382	1.2163
LOW	1.2154
0.618	1.2140
1.000	1.2131
1.618	1.2117
2.618	1.2094
4.250	1.2056

Fisher Pivots for day following 06-Dec-2012
Pivot	1 day	3 day
R1	1.2173	1.2204
PP	1.2169	1.2195
S1	1.2166	1.2186

Download as Excel Spreadsheet

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

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