CME Japanese Yen Future September 2013

Trading Metrics calculated at close of trading on 19-Dec-2012

Day Change Summary
	Previous	Current
	18-Dec-2012	19-Dec-2012	Change	Change %	Previous Week
Open	1.1926	1.1916	-0.0010	-0.1%	1.2132
High	1.1927	1.1916	-0.0011	-0.1%	1.2200
Low	1.1898	1.1881	-0.0017	-0.1%	1.1950
Close	1.1911	1.1881	-0.0030	-0.3%	1.2016
Range	0.0029	0.0035	0.0006	20.7%	0.0250
ATR	0.0061	0.0059	-0.0002	-3.1%	0.0000
Volume	6	20	14	233.3%	22

Daily Pivots for day following 19-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1998	1.1974	1.1900
R3	1.1963	1.1939	1.1891
R2	1.1928	1.1928	1.1887
R1	1.1904	1.1904	1.1884	1.1899
PP	1.1893	1.1893	1.1893	1.1890
S1	1.1869	1.1869	1.1878	1.1864
S2	1.1858	1.1858	1.1875
S3	1.1823	1.1834	1.1871
S4	1.1788	1.1799	1.1862

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	1.2016	1.1881	0.0135	1.1%	0.0038	0.3%	0%	False	True	7
10	1.2200	1.1881	0.0319	2.7%	0.0041	0.3%	0%	False	True	6
20	1.2265	1.1881	0.0384	3.2%	0.0029	0.2%	0%	False	True	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	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2065
2.618	1.2008
1.618	1.1973
1.000	1.1951
0.618	1.1938
HIGH	1.1916
0.618	1.1903
0.500	1.1899
0.382	1.1894
LOW	1.1881
0.618	1.1859
1.000	1.1846
1.618	1.1824
2.618	1.1789
4.250	1.1732

Fisher Pivots for day following 19-Dec-2012
Pivot	1 day	3 day
R1	1.1899	1.1921
PP	1.1893	1.1908
S1	1.1887	1.1894

Download as Excel Spreadsheet

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

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