CME Japanese Yen Future September 2013

Trading Metrics calculated at close of trading on 28-Dec-2012

Day Change Summary
	Previous	Current
	27-Dec-2012	28-Dec-2012	Change	Change %	Previous Week
Open	1.1658	1.1597	-0.0061	-0.5%	1.1849
High	1.1658	1.1646	-0.0012	-0.1%	1.1888
Low	1.1644	1.1597	-0.0047	-0.4%	1.1597
Close	1.1652	1.1646	-0.0006	-0.1%	1.1646
Range	0.0014	0.0049	0.0035	250.0%	0.0291
ATR	0.0067	0.0067	-0.0001	-1.3%	0.0000
Volume	1	6	5	500.0%	18

Daily Pivots for day following 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1777	1.1760	1.1673
R3	1.1728	1.1711	1.1659
R2	1.1679	1.1679	1.1655
R1	1.1662	1.1662	1.1650	1.1671
PP	1.1630	1.1630	1.1630	1.1634
S1	1.1613	1.1613	1.1642	1.1622
S2	1.1581	1.1581	1.1637
S3	1.1532	1.1564	1.1633
S4	1.1483	1.1515	1.1619

Weekly Pivots for week ending 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2583	1.2406	1.1806
R3	1.2292	1.2115	1.1726
R2	1.2001	1.2001	1.1699
R1	1.1824	1.1824	1.1673	1.1767
PP	1.1710	1.1710	1.1710	1.1682
S1	1.1533	1.1533	1.1619	1.1476
S2	1.1419	1.1419	1.1593
S3	1.1128	1.1242	1.1566
S4	1.0837	1.0951	1.1486

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1956	1.1597	0.0359	3.1%	0.0041	0.4%	14%	False	True	4
10	1.2016	1.1597	0.0419	3.6%	0.0043	0.4%	12%	False	True	6
20	1.2254	1.1597	0.0657	5.6%	0.0037	0.3%	7%	False	True	4
40	1.2640	1.1597	0.1043	9.0%	0.0024	0.2%	5%	False	True	5

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	0.0004
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1854
2.618	1.1774
1.618	1.1725
1.000	1.1695
0.618	1.1676
HIGH	1.1646
0.618	1.1627
0.500	1.1622
0.382	1.1616
LOW	1.1597
0.618	1.1567
1.000	1.1548
1.618	1.1518
2.618	1.1469
4.250	1.1389

Fisher Pivots for day following 28-Dec-2012
Pivot	1 day	3 day
R1	1.1638	1.1653
PP	1.1630	1.1651
S1	1.1622	1.1648

Download as Excel Spreadsheet

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

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