CME Japanese Yen Future September 2013

Trading Metrics calculated at close of trading on 08-Jan-2013

Day Change Summary
	Previous	Current
	07-Jan-2013	08-Jan-2013	Change	Change %	Previous Week
Open	1.1396	1.1468	0.0072	0.6%	1.1569
High	1.1430	1.1528	0.0098	0.9%	1.1569
Low	1.1396	1.1426	0.0030	0.3%	1.1370
Close	1.1410	1.1493	0.0083	0.7%	1.1370
Range	0.0034	0.0102	0.0068	200.0%	0.0199
ATR	0.0067	0.0071	0.0004	5.5%	0.0000
Volume	4	54	50	1,250.0%	12

Daily Pivots for day following 08-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1788	1.1743	1.1549
R3	1.1686	1.1641	1.1521
R2	1.1584	1.1584	1.1512
R1	1.1539	1.1539	1.1502	1.1562
PP	1.1482	1.1482	1.1482	1.1494
S1	1.1437	1.1437	1.1484	1.1460
S2	1.1380	1.1380	1.1474
S3	1.1278	1.1335	1.1465
S4	1.1176	1.1233	1.1437

Weekly Pivots for week ending 04-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.2033	1.1901	1.1479
R3	1.1834	1.1702	1.1425
R2	1.1635	1.1635	1.1406
R1	1.1503	1.1503	1.1388	1.1470
PP	1.1436	1.1436	1.1436	1.1420
S1	1.1304	1.1304	1.1352	1.1271
S2	1.1237	1.1237	1.1334
S3	1.1038	1.1105	1.1315
S4	1.0839	1.0906	1.1261

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1528	1.1370	0.0158	1.4%	0.0041	0.4%	78%	True	False	13
10	1.1888	1.1370	0.0518	4.5%	0.0035	0.3%	24%	False	False	8
20	1.2200	1.1370	0.0830	7.2%	0.0040	0.3%	15%	False	False	7
40	1.2640	1.1370	0.1270	11.1%	0.0030	0.3%	10%	False	False	5

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	0.0007
Widest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	1.1962
2.618	1.1795
1.618	1.1693
1.000	1.1630
0.618	1.1591
HIGH	1.1528
0.618	1.1489
0.500	1.1477
0.382	1.1465
LOW	1.1426
0.618	1.1363
1.000	1.1324
1.618	1.1261
2.618	1.1159
4.250	1.0993

Fisher Pivots for day following 08-Jan-2013
Pivot	1 day	3 day
R1	1.1488	1.1478
PP	1.1482	1.1464
S1	1.1477	1.1449

Download as Excel Spreadsheet

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

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