CME Japanese Yen Future September 2013

Trading Metrics calculated at close of trading on 14-Dec-2012

Day Change Summary
	Previous	Current
	13-Dec-2012	14-Dec-2012	Change	Change %	Previous Week
Open	1.2004	1.1950	-0.0054	-0.4%	1.2132
High	1.2011	1.2016	0.0005	0.0%	1.2200
Low	1.1992	1.1950	-0.0042	-0.4%	1.1950
Close	1.2000	1.2016	0.0016	0.1%	1.2016
Range	0.0019	0.0066	0.0047	247.4%	0.0250
ATR	0.0058	0.0058	0.0001	1.0%	0.0000
Volume	1	5	4	400.0%	22

Daily Pivots for day following 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2192	1.2170	1.2052
R3	1.2126	1.2104	1.2034
R2	1.2060	1.2060	1.2028
R1	1.2038	1.2038	1.2022	1.2049
PP	1.1994	1.1994	1.1994	1.2000
S1	1.1972	1.1972	1.2010	1.1983
S2	1.1928	1.1928	1.2004
S3	1.1862	1.1906	1.1998
S4	1.1796	1.1840	1.1980

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2805	1.2661	1.2154
R3	1.2555	1.2411	1.2085
R2	1.2305	1.2305	1.2062
R1	1.2161	1.2161	1.2039	1.2108
PP	1.2055	1.2055	1.2055	1.2029
S1	1.1911	1.1911	1.1993	1.1858
S2	1.1805	1.1805	1.1970
S3	1.1555	1.1661	1.1947
S4	1.1305	1.1411	1.1879

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2200	1.1950	0.0250	2.1%	0.0045	0.4%	26%	False	True	4
10	1.2254	1.1950	0.0304	2.5%	0.0032	0.3%	22%	False	True	3
20	1.2360	1.1950	0.0410	3.4%	0.0029	0.2%	16%	False	True	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2297
2.618	1.2189
1.618	1.2123
1.000	1.2082
0.618	1.2057
HIGH	1.2016
0.618	1.1991
0.500	1.1983
0.382	1.1975
LOW	1.1950
0.618	1.1909
1.000	1.1884
1.618	1.1843
2.618	1.1777
4.250	1.1670

Fisher Pivots for day following 14-Dec-2012
Pivot	1 day	3 day
R1	1.2005	1.2038
PP	1.1994	1.2030
S1	1.1983	1.2023

Download as Excel Spreadsheet

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

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