CME Japanese Yen Future December 2013

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

Day Change Summary
	Previous	Current
	10-Apr-2013	11-Apr-2013	Change	Change %	Previous Week
Open	1.0093	1.0059	-0.0034	-0.3%	1.0738
High	1.0093	1.0059	-0.0034	-0.3%	1.0800
Low	1.0043	1.0028	-0.0015	-0.1%	1.0261
Close	1.0043	1.0028	-0.0015	-0.1%	1.0261
Range	0.0050	0.0031	-0.0019	-38.0%	0.0539
ATR	0.0101	0.0096	-0.0005	-4.9%	0.0000
Volume	5	8	3	60.0%	101

Daily Pivots for day following 11-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0131	1.0111	1.0045
R3	1.0100	1.0080	1.0037
R2	1.0069	1.0069	1.0034
R1	1.0049	1.0049	1.0031	1.0044
PP	1.0038	1.0038	1.0038	1.0036
S1	1.0018	1.0018	1.0025	1.0013
S2	1.0007	1.0007	1.0022
S3	0.9976	0.9987	1.0019
S4	0.9945	0.9956	1.0011

Weekly Pivots for week ending 05-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.2058	1.1698	1.0557
R3	1.1519	1.1159	1.0409
R2	1.0980	1.0980	1.0360
R1	1.0620	1.0620	1.0310	1.0531
PP	1.0441	1.0441	1.0441	1.0396
S1	1.0081	1.0081	1.0212	0.9992
S2	0.9902	0.9902	1.0162
S3	0.9363	0.9542	1.0113
S4	0.8824	0.9003	0.9965

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0415	1.0028	0.0387	3.9%	0.0075	0.8%	0%	False	True	24
10	1.0800	1.0028	0.0772	7.7%	0.0086	0.9%	0%	False	True	16
20	1.0800	1.0028	0.0772	7.7%	0.0075	0.8%	0%	False	True	14
40	1.1000	1.0028	0.0972	9.7%	0.0070	0.7%	0%	False	True	13

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	0.0002
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0191
2.618	1.0140
1.618	1.0109
1.000	1.0090
0.618	1.0078
HIGH	1.0059
0.618	1.0047
0.500	1.0044
0.382	1.0040
LOW	1.0028
0.618	1.0009
1.000	0.9997
1.618	0.9978
2.618	0.9947
4.250	0.9896

Fisher Pivots for day following 11-Apr-2013
Pivot	1 day	3 day
R1	1.0044	1.0078
PP	1.0038	1.0061
S1	1.0033	1.0045

Download as Excel Spreadsheet

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

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