CME Japanese Yen Future September 2013

Trading Metrics calculated at close of trading on 27-Dec-2012

Day Change Summary
	Previous	Current
	26-Dec-2012	27-Dec-2012	Change	Change %	Previous Week
Open	1.1684	1.1658	-0.0026	-0.2%	1.1918
High	1.1709	1.1658	-0.0051	-0.4%	1.1961
Low	1.1684	1.1644	-0.0040	-0.3%	1.1874
Close	1.1709	1.1652	-0.0057	-0.5%	1.1902
Range	0.0025	0.0014	-0.0011	-44.0%	0.0087
ATR	0.0068	0.0067	0.0000	-0.3%	0.0000
Volume	3	1	-2	-66.7%	38

Daily Pivots for day following 27-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1693	1.1687	1.1660
R3	1.1679	1.1673	1.1656
R2	1.1665	1.1665	1.1655
R1	1.1659	1.1659	1.1653	1.1655
PP	1.1651	1.1651	1.1651	1.1650
S1	1.1645	1.1645	1.1651	1.1641
S2	1.1637	1.1637	1.1649
S3	1.1623	1.1631	1.1648
S4	1.1609	1.1617	1.1644

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2173	1.2125	1.1950
R3	1.2086	1.2038	1.1926
R2	1.1999	1.1999	1.1918
R1	1.1951	1.1951	1.1910	1.1932
PP	1.1912	1.1912	1.1912	1.1903
S1	1.1864	1.1864	1.1894	1.1845
S2	1.1825	1.1825	1.1886
S3	1.1738	1.1777	1.1878
S4	1.1651	1.1690	1.1854

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1956	1.1644	0.0312	2.7%	0.0042	0.4%	3%	False	True	3
10	1.2016	1.1644	0.0372	3.2%	0.0040	0.3%	2%	False	True	5
20	1.2254	1.1644	0.0610	5.2%	0.0035	0.3%	1%	False	True	4
40	1.2640	1.1644	0.0996	8.5%	0.0023	0.2%	1%	False	True	5

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0005
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.1718
2.618	1.1695
1.618	1.1681
1.000	1.1672
0.618	1.1667
HIGH	1.1658
0.618	1.1653
0.500	1.1651
0.382	1.1649
LOW	1.1644
0.618	1.1635
1.000	1.1630
1.618	1.1621
2.618	1.1607
4.250	1.1585

Fisher Pivots for day following 27-Dec-2012
Pivot	1 day	3 day
R1	1.1652	1.1766
PP	1.1651	1.1728
S1	1.1651	1.1690

Download as Excel Spreadsheet

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

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