CME Japanese Yen Future September 2013

Trading Metrics calculated at close of trading on 14-Jan-2013

Day Change Summary
	Previous	Current
	11-Jan-2013	14-Jan-2013	Change	Change %	Previous Week
Open	1.1243	1.1195	-0.0048	-0.4%	1.1396
High	1.1261	1.1212	-0.0049	-0.4%	1.1528
Low	1.1215	1.1195	-0.0020	-0.2%	1.1215
Close	1.1239	1.1212	-0.0027	-0.2%	1.1239
Range	0.0046	0.0017	-0.0029	-63.0%	0.0313
ATR	0.0080	0.0077	-0.0003	-3.2%	0.0000
Volume	8	23	15	187.5%	117

Daily Pivots for day following 14-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1257	1.1252	1.1221
R3	1.1240	1.1235	1.1217
R2	1.1223	1.1223	1.1215
R1	1.1218	1.1218	1.1214	1.1221
PP	1.1206	1.1206	1.1206	1.1208
S1	1.1201	1.1201	1.1210	1.1204
S2	1.1189	1.1189	1.1209
S3	1.1172	1.1184	1.1207
S4	1.1155	1.1167	1.1203

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	1.1195	0.0333	3.0%	0.0057	0.5%	5%	False	True	27
10	1.1569	1.1195	0.0374	3.3%	0.0039	0.3%	5%	False	True	15
20	1.2016	1.1195	0.0821	7.3%	0.0041	0.4%	2%	False	True	10
40	1.2360	1.1195	0.1165	10.4%	0.0034	0.3%	1%	False	True	6

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1284
2.618	1.1257
1.618	1.1240
1.000	1.1229
0.618	1.1223
HIGH	1.1212
0.618	1.1206
0.500	1.1204
0.382	1.1201
LOW	1.1195
0.618	1.1184
1.000	1.1178
1.618	1.1167
2.618	1.1150
4.250	1.1123

Fisher Pivots for day following 14-Jan-2013
Pivot	1 day	3 day
R1	1.1209	1.1290
PP	1.1206	1.1264
S1	1.1204	1.1238

Download as Excel Spreadsheet

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

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