CME Japanese Yen Future March 2011

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Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary Previous Current 01-Sep-2010 02-Sep-2010 Change Change % Previous Week Open 1.1866 1.1901 0.0035 0.3% 1.1754 High 1.1866 1.1901 0.0035 0.3% 1.1947 Low 1.1866 1.1901 0.0035 0.3% 1.1754 Close 1.1866 1.1901 0.0035 0.3% 1.1742 Range ATR 0.0067 0.0065 -0.0002 -3.4% 0.0000 Volume 1 1 0 0.0% 48
Daily Pivots for day following 02-Sep-2010 Classic Woodie Camarilla DeMark R4 1.1901 1.1901 1.1901 R3 1.1901 1.1901 1.1901 R2 1.1901 1.1901 1.1901 R1 1.1901 1.1901 1.1901 1.1901 PP 1.1901 1.1901 1.1901 1.1901 S1 1.1901 1.1901 1.1901 1.1901 S2 1.1901 1.1901 1.1901 S3 1.1901 1.1901 1.1901 S4 1.1901 1.1901 1.1901	Weekly Pivots for week ending 27-Aug-2010 Classic Woodie Camarilla DeMark R4 1.2393 1.2261 1.1848 R3 1.2200 1.2068 1.1795 R2 1.2007 1.2007 1.1777 R1 1.1875 1.1875 1.1760 1.1845 PP 1.1814 1.1814 1.1814 1.1799 S1 1.1682 1.1682 1.1724 1.1652 S2 1.1621 1.1621 1.1707 S3 1.1428 1.1489 1.1689 S4 1.1235 1.1296 1.1636
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1912 1.1765 0.0147 1.2% 0.0017 0.1% 93% False False 3 10 1.1947 1.1688 0.0259 2.2% 0.0013 0.1% 82% False False 5 20 1.1947 1.1635 0.0312 2.6% 0.0008 0.1% 85% False False 4
Crabel Price Patterns NR False 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 0.0000	Fibonacci Retracements and Extensions 4.250 1.1901 2.618 1.1901 1.618 1.1901 1.000 1.1901 0.618 1.1901 HIGH 1.1901 0.618 1.1901 0.500 1.1901 0.382 1.1901 LOW 1.1901 0.618 1.1901 1.000 1.1901 1.618 1.1901 2.618 1.1901 4.250 1.1901
Fisher Pivots for day following 02-Sep-2010 Pivot 1 day 3 day R1 1.1901 1.1897 PP 1.1901 1.1893 S1 1.1901 1.1889

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