CME Japanese Yen Future September 2013

Trading Metrics calculated at close of trading on 10-Dec-2012

Day Change Summary
	Previous	Current
	07-Dec-2012	10-Dec-2012	Change	Change %	Previous Week
Open	1.2157	1.2132	-0.0025	-0.2%	1.2196
High	1.2172	1.2200	0.0028	0.2%	1.2254
Low	1.2116	1.2130	0.0014	0.1%	1.2116
Close	1.2172	1.2180	0.0008	0.1%	1.2172
Range	0.0056	0.0070	0.0014	25.0%	0.0138
ATR	0.0055	0.0056	0.0001	1.9%	0.0000
Volume	4	8	4	100.0%	14

Daily Pivots for day following 10-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2380	1.2350	1.2219
R3	1.2310	1.2280	1.2199
R2	1.2240	1.2240	1.2193
R1	1.2210	1.2210	1.2186	1.2225
PP	1.2170	1.2170	1.2170	1.2178
S1	1.2140	1.2140	1.2174	1.2155
S2	1.2100	1.2100	1.2167
S3	1.2030	1.2070	1.2161
S4	1.1960	1.2000	1.2142

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%	0.0033	0.3%	46%	False	False	4
10	1.2265	1.2116	0.0149	1.2%	0.0030	0.2%	43%	False	False	3
20	1.2640	1.2116	0.0524	4.3%	0.0023	0.2%	12%	False	False	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 32 trading days

Fibonacci Retracements and Extensions
4.250	1.2498
2.618	1.2383
1.618	1.2313
1.000	1.2270
0.618	1.2243
HIGH	1.2200
0.618	1.2173
0.500	1.2165
0.382	1.2157
LOW	1.2130
0.618	1.2087
1.000	1.2060
1.618	1.2017
2.618	1.1947
4.250	1.1833

Fisher Pivots for day following 10-Dec-2012
Pivot	1 day	3 day
R1	1.2175	1.2173
PP	1.2170	1.2165
S1	1.2165	1.2158

Download as Excel Spreadsheet

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

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