CME Japanese Yen Future March 2011

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Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary Previous Current 03-Sep-2010 07-Sep-2010 Change Change % Previous Week Open 1.1868 1.1993 0.0125 1.1% 1.1837 High 1.1868 1.1993 0.0125 1.1% 1.1912 Low 1.1868 1.1993 0.0125 1.1% 1.1837 Close 1.1868 1.1962 0.0094 0.8% 1.1868 Range ATR 0.0063 0.0067 0.0004 7.1% 0.0000 Volume 1 1 0 0.0% 7
Daily Pivots for day following 07-Sep-2010 Classic Woodie Camarilla DeMark R4 1.1983 1.1972 1.1962 R3 1.1983 1.1972 1.1962 R2 1.1983 1.1983 1.1962 R1 1.1972 1.1972 1.1962 1.1978 PP 1.1983 1.1983 1.1983 1.1985 S1 1.1972 1.1972 1.1962 1.1978 S2 1.1983 1.1983 1.1962 S3 1.1983 1.1972 1.1962 S4 1.1983 1.1972 1.1962	Weekly Pivots for week ending 03-Sep-2010 Classic Woodie Camarilla DeMark R4 1.2097 1.2058 1.1909 R3 1.2022 1.1983 1.1889 R2 1.1947 1.1947 1.1882 R1 1.1908 1.1908 1.1875 1.1928 PP 1.1872 1.1872 1.1872 1.1882 S1 1.1833 1.1833 1.1861 1.1853 S2 1.1797 1.1797 1.1854 S3 1.1722 1.1758 1.1847 S4 1.1647 1.1683 1.1827
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1993 1.1866 0.0127 1.1% 0.0000 0.0% 76% True False 1 10 1.1993 1.1765 0.0228 1.9% 0.0013 0.1% 86% True False 5 20 1.1993 1.1635 0.0358 3.0% 0.0008 0.1% 91% True False 3
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 1.1993 2.618 1.1993 1.618 1.1993 1.000 1.1993 0.618 1.1993 HIGH 1.1993 0.618 1.1993 0.500 1.1993 0.382 1.1993 LOW 1.1993 0.618 1.1993 1.000 1.1993 1.618 1.1993 2.618 1.1993 4.250 1.1993
Fisher Pivots for day following 07-Sep-2010 Pivot 1 day 3 day R1 1.1993 1.1952 PP 1.1983 1.1941 S1 1.1972 1.1931

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