CME Japanese Yen Future September 2013

Trading Metrics calculated at close of trading on 11-Jan-2013

Day Change Summary
	Previous	Current
	10-Jan-2013	11-Jan-2013	Change	Change %	Previous Week
Open	1.1377	1.1243	-0.0134	-1.2%	1.1396
High	1.1385	1.1261	-0.0124	-1.1%	1.1528
Low	1.1300	1.1215	-0.0085	-0.8%	1.1215
Close	1.1366	1.1239	-0.0127	-1.1%	1.1239
Range	0.0085	0.0046	-0.0039	-45.9%	0.0313
ATR	0.0074	0.0080	0.0005	7.4%	0.0000
Volume	2	8	6	300.0%	117

Daily Pivots for day following 11-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1376	1.1354	1.1264
R3	1.1330	1.1308	1.1252
R2	1.1284	1.1284	1.1247
R1	1.1262	1.1262	1.1243	1.1250
PP	1.1238	1.1238	1.1238	1.1233
S1	1.1216	1.1216	1.1235	1.1204
S2	1.1192	1.1192	1.1231
S3	1.1146	1.1170	1.1226
S4	1.1100	1.1124	1.1214

Weekly Pivots for week ending 11-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.2266	1.2066	1.1411
R3	1.1953	1.1753	1.1325
R2	1.1640	1.1640	1.1296
R1	1.1440	1.1440	1.1268	1.1384
PP	1.1327	1.1327	1.1327	1.1299
S1	1.1127	1.1127	1.1210	1.1071
S2	1.1014	1.1014	1.1182
S3	1.0701	1.0814	1.1153
S4	1.0388	1.0501	1.1067

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1528	1.1215	0.0313	2.8%	0.0060	0.5%	8%	False	True	23
10	1.1646	1.1215	0.0431	3.8%	0.0042	0.4%	6%	False	True	13
20	1.2016	1.1215	0.0801	7.1%	0.0041	0.4%	3%	False	True	9
40	1.2518	1.1215	0.1303	11.6%	0.0034	0.3%	2%	False	True	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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1457
2.618	1.1381
1.618	1.1335
1.000	1.1307
0.618	1.1289
HIGH	1.1261
0.618	1.1243
0.500	1.1238
0.382	1.1233
LOW	1.1215
0.618	1.1187
1.000	1.1169
1.618	1.1141
2.618	1.1095
4.250	1.1020

Fisher Pivots for day following 11-Jan-2013
Pivot	1 day	3 day
R1	1.1239	1.1335
PP	1.1238	1.1303
S1	1.1238	1.1271

Download as Excel Spreadsheet

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

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