CME Japanese Yen Future September 2011

Trading Metrics calculated at close of trading on 28-Jul-2011

Day Change Summary
	Previous	Current
	27-Jul-2011	28-Jul-2011	Change	Change %	Previous Week
Open	1.2833	1.2840	0.0007	0.1%	1.2650
High	1.2896	1.2887	-0.0009	-0.1%	1.2780
Low	1.2797	1.2821	0.0024	0.2%	1.2613
Close	1.2819	1.2859	0.0040	0.3%	1.2754
Range	0.0099	0.0066	-0.0033	-33.3%	0.0167
ATR	0.0103	0.0100	-0.0002	-2.4%	0.0000
Volume	86,717	75,900	-10,817	-12.5%	422,213

Daily Pivots for day following 28-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3054	1.3022	1.2895
R3	1.2988	1.2956	1.2877
R2	1.2922	1.2922	1.2871
R1	1.2890	1.2890	1.2865	1.2906
PP	1.2856	1.2856	1.2856	1.2864
S1	1.2824	1.2824	1.2853	1.2840
S2	1.2790	1.2790	1.2847
S3	1.2724	1.2758	1.2841
S4	1.2658	1.2692	1.2823

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	1.2692	0.0204	1.6%	0.0097	0.8%	82%	False	False	81,830
10	1.2896	1.2613	0.0283	2.2%	0.0088	0.7%	87%	False	False	83,538
20	1.2896	1.2243	0.0653	5.1%	0.0106	0.8%	94%	False	False	97,193
40	1.2896	1.2243	0.0653	5.1%	0.0097	0.8%	94%	False	False	86,770
60	1.2896	1.2169	0.0727	5.7%	0.0099	0.8%	95%	False	False	58,035
80	1.2896	1.1707	0.1189	9.2%	0.0099	0.8%	97%	False	False	43,579
100	1.2944	1.1707	0.1237	9.6%	0.0104	0.8%	93%	False	False	34,894
120	1.2944	1.1707	0.1237	9.6%	0.0088	0.7%	93%	False	False	29,079

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0033
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.3168
2.618	1.3060
1.618	1.2994
1.000	1.2953
0.618	1.2928
HIGH	1.2887
0.618	1.2862
0.500	1.2854
0.382	1.2846
LOW	1.2821
0.618	1.2780
1.000	1.2755
1.618	1.2714
2.618	1.2648
4.250	1.2541

Fisher Pivots for day following 28-Jul-2011
Pivot	1 day	3 day
R1	1.2857	1.2837
PP	1.2856	1.2816
S1	1.2854	1.2794

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

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