CME Japanese Yen Future September 2013

Trading Metrics calculated at close of trading on 15-Jan-2013

Day Change Summary
	Previous	Current
	14-Jan-2013	15-Jan-2013	Change	Change %	Previous Week
Open	1.1195	1.1256	0.0061	0.5%	1.1396
High	1.1212	1.1324	0.0112	1.0%	1.1528
Low	1.1195	1.1255	0.0060	0.5%	1.1215
Close	1.1212	1.1286	0.0074	0.7%	1.1239
Range	0.0017	0.0069	0.0052	305.9%	0.0313
ATR	0.0077	0.0080	0.0002	3.2%	0.0000
Volume	23	9	-14	-60.9%	117

Daily Pivots for day following 15-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1495	1.1460	1.1324
R3	1.1426	1.1391	1.1305
R2	1.1357	1.1357	1.1299
R1	1.1322	1.1322	1.1292	1.1340
PP	1.1288	1.1288	1.1288	1.1297
S1	1.1253	1.1253	1.1280	1.1271
S2	1.1219	1.1219	1.1273
S3	1.1150	1.1184	1.1267
S4	1.1081	1.1115	1.1248

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	1.1455	1.1195	0.0260	2.3%	0.0050	0.4%	35%	False	False	18
10	1.1528	1.1195	0.0333	3.0%	0.0046	0.4%	27%	False	False	15
20	1.1961	1.1195	0.0766	6.8%	0.0041	0.4%	12%	False	False	10
40	1.2360	1.1195	0.1165	10.3%	0.0035	0.3%	8%	False	False	7

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	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1617
2.618	1.1505
1.618	1.1436
1.000	1.1393
0.618	1.1367
HIGH	1.1324
0.618	1.1298
0.500	1.1290
0.382	1.1281
LOW	1.1255
0.618	1.1212
1.000	1.1186
1.618	1.1143
2.618	1.1074
4.250	1.0962

Fisher Pivots for day following 15-Jan-2013
Pivot	1 day	3 day
R1	1.1290	1.1277
PP	1.1288	1.1268
S1	1.1287	1.1260

Download as Excel Spreadsheet

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

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