CME Japanese Yen Future December 2013

Trading Metrics calculated at close of trading on 12-Apr-2013

Day Change Summary
	Previous	Current
	11-Apr-2013	12-Apr-2013	Change	Change %	Previous Week
Open	1.0059	1.0070	0.0011	0.1%	1.0193
High	1.0059	1.0200	0.0141	1.4%	1.0200
Low	1.0028	1.0070	0.0042	0.4%	1.0028
Close	1.0028	1.0136	0.0108	1.1%	1.0136
Range	0.0031	0.0130	0.0099	319.4%	0.0172
ATR	0.0096	0.0101	0.0005	5.7%	0.0000
Volume	8	3	-5	-62.5%	58

Daily Pivots for day following 12-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0525	1.0461	1.0208
R3	1.0395	1.0331	1.0172
R2	1.0265	1.0265	1.0160
R1	1.0201	1.0201	1.0148	1.0233
PP	1.0135	1.0135	1.0135	1.0152
S1	1.0071	1.0071	1.0124	1.0103
S2	1.0005	1.0005	1.0112
S3	0.9875	0.9941	1.0100
S4	0.9745	0.9811	1.0065

Weekly Pivots for week ending 12-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0637	1.0559	1.0231
R3	1.0465	1.0387	1.0183
R2	1.0293	1.0293	1.0168
R1	1.0215	1.0215	1.0152	1.0168
PP	1.0121	1.0121	1.0121	1.0098
S1	1.0043	1.0043	1.0120	0.9996
S2	0.9949	0.9949	1.0104
S3	0.9777	0.9871	1.0089
S4	0.9605	0.9699	1.0041

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0200	1.0028	0.0172	1.7%	0.0071	0.7%	63%	True	False	11
10	1.0800	1.0028	0.0772	7.6%	0.0099	1.0%	14%	False	False	15
20	1.0800	1.0028	0.0772	7.6%	0.0082	0.8%	14%	False	False	12
40	1.1000	1.0028	0.0972	9.6%	0.0072	0.7%	11%	False	False	13

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0753
2.618	1.0540
1.618	1.0410
1.000	1.0330
0.618	1.0280
HIGH	1.0200
0.618	1.0150
0.500	1.0135
0.382	1.0120
LOW	1.0070
0.618	0.9990
1.000	0.9940
1.618	0.9860
2.618	0.9730
4.250	0.9518

Fisher Pivots for day following 12-Apr-2013
Pivot	1 day	3 day
R1	1.0136	1.0129
PP	1.0135	1.0121
S1	1.0135	1.0114

Download as Excel Spreadsheet

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

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