CME Japanese Yen Future September 2011

Trading Metrics calculated at close of trading on 27-Jul-2011

Day Change Summary
	Previous	Current
	26-Jul-2011	27-Jul-2011	Change	Change %	Previous Week
Open	1.2778	1.2833	0.0055	0.4%	1.2650
High	1.2854	1.2896	0.0042	0.3%	1.2780
Low	1.2692	1.2797	0.0105	0.8%	1.2613
Close	1.2845	1.2819	-0.0026	-0.2%	1.2754
Range	0.0162	0.0099	-0.0063	-38.9%	0.0167
ATR	0.0103	0.0103	0.0000	-0.3%	0.0000
Volume	91,901	86,717	-5,184	-5.6%	422,213

Daily Pivots for day following 27-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3134	1.3076	1.2873
R3	1.3035	1.2977	1.2846
R2	1.2936	1.2936	1.2837
R1	1.2878	1.2878	1.2828	1.2858
PP	1.2837	1.2837	1.2837	1.2827
S1	1.2779	1.2779	1.2810	1.2759
S2	1.2738	1.2738	1.2801
S3	1.2639	1.2680	1.2792
S4	1.2540	1.2581	1.2765

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3217	1.3152	1.2846
R3	1.3050	1.2985	1.2800
R2	1.2883	1.2883	1.2785
R1	1.2818	1.2818	1.2769	1.2851
PP	1.2716	1.2716	1.2716	1.2732
S1	1.2651	1.2651	1.2739	1.2684
S2	1.2549	1.2549	1.2723
S3	1.2382	1.2484	1.2708
S4	1.2215	1.2317	1.2662

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2896	1.2657	0.0239	1.9%	0.0108	0.8%	68%	True	False	90,338
10	1.2896	1.2567	0.0329	2.6%	0.0099	0.8%	77%	True	False	88,466
20	1.2896	1.2243	0.0653	5.1%	0.0108	0.8%	88%	True	False	98,618
40	1.2896	1.2243	0.0653	5.1%	0.0099	0.8%	88%	True	False	84,908
60	1.2896	1.2169	0.0727	5.7%	0.0099	0.8%	89%	True	False	56,772
80	1.2896	1.1707	0.1189	9.3%	0.0099	0.8%	94%	True	False	42,637
100	1.2944	1.1707	0.1237	9.6%	0.0103	0.8%	90%	False	False	34,135

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	0.0038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3317
2.618	1.3155
1.618	1.3056
1.000	1.2995
0.618	1.2957
HIGH	1.2896
0.618	1.2858
0.500	1.2847
0.382	1.2835
LOW	1.2797
0.618	1.2736
1.000	1.2698
1.618	1.2637
2.618	1.2538
4.250	1.2376

Fisher Pivots for day following 27-Jul-2011
Pivot	1 day	3 day
R1	1.2847	1.2811
PP	1.2837	1.2802
S1	1.2828	1.2794

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

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