CME Japanese Yen Future September 2013

Trading Metrics calculated at close of trading on 10-Jan-2013

Day Change Summary
	Previous	Current
	09-Jan-2013	10-Jan-2013	Change	Change %	Previous Week
Open	1.1455	1.1377	-0.0078	-0.7%	1.1569
High	1.1455	1.1385	-0.0070	-0.6%	1.1569
Low	1.1420	1.1300	-0.0120	-1.1%	1.1370
Close	1.1420	1.1366	-0.0054	-0.5%	1.1370
Range	0.0035	0.0085	0.0050	142.9%	0.0199
ATR	0.0071	0.0074	0.0004	5.0%	0.0000
Volume	49	2	-47	-95.9%	12

Daily Pivots for day following 10-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1605	1.1571	1.1413
R3	1.1520	1.1486	1.1389
R2	1.1435	1.1435	1.1382
R1	1.1401	1.1401	1.1374	1.1376
PP	1.1350	1.1350	1.1350	1.1338
S1	1.1316	1.1316	1.1358	1.1291
S2	1.1265	1.1265	1.1350
S3	1.1180	1.1231	1.1343
S4	1.1095	1.1146	1.1319

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	1.1300	0.0228	2.0%	0.0061	0.5%	29%	False	True	22
10	1.1658	1.1300	0.0358	3.1%	0.0039	0.3%	18%	False	True	12
20	1.2125	1.1300	0.0825	7.3%	0.0042	0.4%	8%	False	True	9
40	1.2640	1.1300	0.1340	11.8%	0.0033	0.3%	5%	False	True	6

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	0.0005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1746
2.618	1.1608
1.618	1.1523
1.000	1.1470
0.618	1.1438
HIGH	1.1385
0.618	1.1353
0.500	1.1343
0.382	1.1332
LOW	1.1300
0.618	1.1247
1.000	1.1215
1.618	1.1162
2.618	1.1077
4.250	1.0939

Fisher Pivots for day following 10-Jan-2013
Pivot	1 day	3 day
R1	1.1358	1.1414
PP	1.1350	1.1398
S1	1.1343	1.1382

Download as Excel Spreadsheet

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

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