CME Japanese Yen Future September 2013

Trading Metrics calculated at close of trading on 09-Jan-2013

Day Change Summary
	Previous	Current
	08-Jan-2013	09-Jan-2013	Change	Change %	Previous Week
Open	1.1468	1.1455	-0.0013	-0.1%	1.1569
High	1.1528	1.1455	-0.0073	-0.6%	1.1569
Low	1.1426	1.1420	-0.0006	-0.1%	1.1370
Close	1.1493	1.1420	-0.0073	-0.6%	1.1370
Range	0.0102	0.0035	-0.0067	-65.7%	0.0199
ATR	0.0071	0.0071	0.0000	0.3%	0.0000
Volume	54	49	-5	-9.3%	12

Daily Pivots for day following 09-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1537	1.1513	1.1439
R3	1.1502	1.1478	1.1430
R2	1.1467	1.1467	1.1426
R1	1.1443	1.1443	1.1423	1.1438
PP	1.1432	1.1432	1.1432	1.1429
S1	1.1408	1.1408	1.1417	1.1403
S2	1.1397	1.1397	1.1414
S3	1.1362	1.1373	1.1410
S4	1.1327	1.1338	1.1401

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%	0.0044	0.4%	32%	False	False	21
10	1.1709	1.1370	0.0339	3.0%	0.0033	0.3%	15%	False	False	12
20	1.2156	1.1370	0.0786	6.9%	0.0038	0.3%	6%	False	False	9
40	1.2640	1.1370	0.1270	11.1%	0.0030	0.3%	4%	False	False	6

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1604
2.618	1.1547
1.618	1.1512
1.000	1.1490
0.618	1.1477
HIGH	1.1455
0.618	1.1442
0.500	1.1438
0.382	1.1433
LOW	1.1420
0.618	1.1398
1.000	1.1385
1.618	1.1363
2.618	1.1328
4.250	1.1271

Fisher Pivots for day following 09-Jan-2013
Pivot	1 day	3 day
R1	1.1438	1.1462
PP	1.1432	1.1448
S1	1.1426	1.1434

Download as Excel Spreadsheet

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

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