CME Japanese Yen Future September 2011

Trading Metrics calculated at close of trading on 16-Sep-2011

Day Change Summary
	Previous	Current
	15-Sep-2011	16-Sep-2011	Change	Change %	Previous Week
Open	1.3041	1.3036	-0.0005	0.0%	1.2897
High	1.3063	1.3048	-0.0015	-0.1%	1.3063
Low	1.2933	1.2991	0.0058	0.4%	1.2889
Close	1.3048	1.3010	-0.0038	-0.3%	1.3010
Range	0.0130	0.0057	-0.0073	-56.2%	0.0174
ATR	0.0116	0.0112	-0.0004	-3.6%	0.0000
Volume	81,847	12,003	-69,844	-85.3%	422,975

Daily Pivots for day following 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3187	1.3156	1.3041
R3	1.3130	1.3099	1.3026
R2	1.3073	1.3073	1.3020
R1	1.3042	1.3042	1.3015	1.3029
PP	1.3016	1.3016	1.3016	1.3010
S1	1.2985	1.2985	1.3005	1.2972
S2	1.2959	1.2959	1.3000
S3	1.2902	1.2928	1.2994
S4	1.2845	1.2871	1.2979

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3509	1.3434	1.3106
R3	1.3335	1.3260	1.3058
R2	1.3161	1.3161	1.3042
R1	1.3086	1.3086	1.3026	1.3124
PP	1.2987	1.2987	1.2987	1.3006
S1	1.2912	1.2912	1.2994	1.2950
S2	1.2813	1.2813	1.2978
S3	1.2639	1.2738	1.2962
S4	1.2465	1.2564	1.2914

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3063	1.2889	0.0174	1.3%	0.0097	0.7%	70%	False	False	84,595
10	1.3068	1.2844	0.0224	1.7%	0.0105	0.8%	74%	False	False	81,080
20	1.3173	1.2844	0.0329	2.5%	0.0107	0.8%	50%	False	False	85,884
40	1.3173	1.2467	0.0706	5.4%	0.0128	1.0%	77%	False	False	102,287
60	1.3173	1.2243	0.0930	7.1%	0.0120	0.9%	82%	False	False	102,479
80	1.3173	1.2175	0.0998	7.7%	0.0113	0.9%	84%	False	False	89,465
100	1.3173	1.2106	0.1067	8.2%	0.0111	0.9%	85%	False	False	71,655
120	1.3173	1.1707	0.1466	11.3%	0.0109	0.8%	89%	False	False	59,749

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	0.0022
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1.3290
2.618	1.3197
1.618	1.3140
1.000	1.3105
0.618	1.3083
HIGH	1.3048
0.618	1.3026
0.500	1.3020
0.382	1.3013
LOW	1.2991
0.618	1.2956
1.000	1.2934
1.618	1.2899
2.618	1.2842
4.250	1.2749

Fisher Pivots for day following 16-Sep-2011
Pivot	1 day	3 day
R1	1.3020	1.3006
PP	1.3016	1.3002
S1	1.3013	1.2998

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

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