CME Japanese Yen Future September 2011

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Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary Previous Current 08-Mar-2011 09-Mar-2011 Change Change % Previous Week Open 1.2170 1.2114 -0.0056 -0.5% 1.2256 High 1.2170 1.2114 -0.0056 -0.5% 1.2256 Low 1.2066 1.2114 0.0048 0.4% 1.2162 Close 1.2117 1.2114 -0.0003 0.0% 1.2166 Range 0.0104 0.0000 -0.0104 -100.0% 0.0094 ATR 0.0038 0.0036 -0.0003 -6.6% 0.0000 Volume 3 8 5 166.7% 13
Daily Pivots for day following 09-Mar-2011 Classic Woodie Camarilla DeMark R4 1.2114 1.2114 1.2114 R3 1.2114 1.2114 1.2114 R2 1.2114 1.2114 1.2114 R1 1.2114 1.2114 1.2114 1.2114 PP 1.2114 1.2114 1.2114 1.2114 S1 1.2114 1.2114 1.2114 1.2114 S2 1.2114 1.2114 1.2114 S3 1.2114 1.2114 1.2114 S4 1.2114 1.2114 1.2114	Weekly Pivots for week ending 04-Mar-2011 Classic Woodie Camarilla DeMark R4 1.2477 1.2415 1.2218 R3 1.2383 1.2321 1.2192 R2 1.2289 1.2289 1.2183 R1 1.2227 1.2227 1.2175 1.2211 PP 1.2195 1.2195 1.2195 1.2187 S1 1.2133 1.2133 1.2157 1.2117 S2 1.2101 1.2101 1.2149 S3 1.2007 1.2039 1.2140 S4 1.1913 1.1945 1.2114
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2172 1.2066 0.0106 0.9% 0.0021 0.2% 45% False False 4 10 1.2256 1.2066 0.0190 1.6% 0.0016 0.1% 25% False False 3 20 1.2256 1.1931 0.0325 2.7% 0.0015 0.1% 56% False False 3
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True 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 1.2114 2.618 1.2114 1.618 1.2114 1.000 1.2114 0.618 1.2114 HIGH 1.2114 0.618 1.2114 0.500 1.2114 0.382 1.2114 LOW 1.2114 0.618 1.2114 1.000 1.2114 1.618 1.2114 2.618 1.2114 4.250 1.2114
Fisher Pivots for day following 09-Mar-2011 Pivot 1 day 3 day R1 1.2114 1.2119 PP 1.2114 1.2117 S1 1.2114 1.2116

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