CME Japanese Yen Future September 2013

Trading Metrics calculated at close of trading on 07-Dec-2012

Day Change Summary
	Previous	Current
	06-Dec-2012	07-Dec-2012	Change	Change %	Previous Week
Open	1.2154	1.2157	0.0003	0.0%	1.2196
High	1.2177	1.2172	-0.0005	0.0%	1.2254
Low	1.2154	1.2116	-0.0038	-0.3%	1.2116
Close	1.2177	1.2172	-0.0005	0.0%	1.2172
Range	0.0023	0.0056	0.0033	143.5%	0.0138
ATR	0.0055	0.0055	0.0000	0.8%	0.0000
Volume	3	4	1	33.3%	14

Daily Pivots for day following 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2321	1.2303	1.2203
R3	1.2265	1.2247	1.2187
R2	1.2209	1.2209	1.2182
R1	1.2191	1.2191	1.2177	1.2200
PP	1.2153	1.2153	1.2153	1.2158
S1	1.2135	1.2135	1.2167	1.2144
S2	1.2097	1.2097	1.2162
S3	1.2041	1.2079	1.2157
S4	1.1985	1.2023	1.2141

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2595	1.2521	1.2248
R3	1.2457	1.2383	1.2210
R2	1.2319	1.2319	1.2197
R1	1.2245	1.2245	1.2185	1.2213
PP	1.2181	1.2181	1.2181	1.2165
S1	1.2107	1.2107	1.2159	1.2075
S2	1.2043	1.2043	1.2147
S3	1.1905	1.1969	1.2134
S4	1.1767	1.1831	1.2096

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2254	1.2116	0.0138	1.1%	0.0019	0.2%	41%	False	True	2
10	1.2265	1.2116	0.0149	1.2%	0.0023	0.2%	38%	False	True	2
20	1.2640	1.2116	0.0524	4.3%	0.0019	0.2%	11%	False	True	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.2410
2.618	1.2319
1.618	1.2263
1.000	1.2228
0.618	1.2207
HIGH	1.2172
0.618	1.2151
0.500	1.2144
0.382	1.2137
LOW	1.2116
0.618	1.2081
1.000	1.2060
1.618	1.2025
2.618	1.1969
4.250	1.1878

Fisher Pivots for day following 07-Dec-2012
Pivot	1 day	3 day
R1	1.2163	1.2164
PP	1.2153	1.2156
S1	1.2144	1.2149

Download as Excel Spreadsheet

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

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