CME Japanese Yen Future September 2011

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Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary Previous Current 01-Mar-2011 02-Mar-2011 Change Change % Previous Week Open 1.2173 1.2236 0.0063 0.5% 1.2037 High 1.2233 1.2236 0.0003 0.0% 1.2230 Low 1.2173 1.2236 0.0063 0.5% 1.2037 Close 1.2230 1.2236 0.0006 0.0% 1.2263 Range 0.0060 0.0000 -0.0060 -100.0% 0.0193 ATR 0.0037 0.0035 -0.0002 -6.0% 0.0000 Volume 2 3 1 50.0% 13
Daily Pivots for day following 02-Mar-2011 Classic Woodie Camarilla DeMark R4 1.2236 1.2236 1.2236 R3 1.2236 1.2236 1.2236 R2 1.2236 1.2236 1.2236 R1 1.2236 1.2236 1.2236 1.2236 PP 1.2236 1.2236 1.2236 1.2236 S1 1.2236 1.2236 1.2236 1.2236 S2 1.2236 1.2236 1.2236 S3 1.2236 1.2236 1.2236 S4 1.2236 1.2236 1.2236	Weekly Pivots for week ending 25-Feb-2011 Classic Woodie Camarilla DeMark R4 1.2756 1.2702 1.2369 R3 1.2563 1.2509 1.2316 R2 1.2370 1.2370 1.2298 R1 1.2316 1.2316 1.2281 1.2343 PP 1.2177 1.2177 1.2177 1.2190 S1 1.2123 1.2123 1.2245 1.2150 S2 1.1984 1.1984 1.2228 S3 1.1791 1.1930 1.2210 S4 1.1598 1.1737 1.2157
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2256 1.2165 0.0091 0.7% 0.0012 0.1% 78% False False 2 10 1.2256 1.1931 0.0325 2.7% 0.0018 0.1% 94% False False 3
Crabel Price Patterns NR True 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 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.2236 2.618 1.2236 1.618 1.2236 1.000 1.2236 0.618 1.2236 HIGH 1.2236 0.618 1.2236 0.500 1.2236 0.382 1.2236 LOW 1.2236 0.618 1.2236 1.000 1.2236 1.618 1.2236 2.618 1.2236 4.250 1.2236
Fisher Pivots for day following 02-Mar-2011 Pivot 1 day 3 day R1 1.2236 1.2229 PP 1.2236 1.2222 S1 1.2236 1.2215

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