CME Japanese Yen Future December 2011

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Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary Previous Current 30-Mar-2011 31-Mar-2011 Change Change % Previous Week Open 1.2102 1.2067 -0.0035 -0.3% 1.2355 High 1.2102 1.2067 -0.0035 -0.3% 1.2408 Low 1.2102 1.2067 -0.0035 -0.3% 1.2321 Close 1.2102 1.2067 -0.0035 -0.3% 1.2321 Range ATR 0.0075 0.0072 -0.0003 -3.8% 0.0000 Volume 2 15 13 650.0% 136
Daily Pivots for day following 31-Mar-2011 Classic Woodie Camarilla DeMark R4 1.2067 1.2067 1.2067 R3 1.2067 1.2067 1.2067 R2 1.2067 1.2067 1.2067 R1 1.2067 1.2067 1.2067 1.2067 PP 1.2067 1.2067 1.2067 1.2067 S1 1.2067 1.2067 1.2067 1.2067 S2 1.2067 1.2067 1.2067 S3 1.2067 1.2067 1.2067 S4 1.2067 1.2067 1.2067	Weekly Pivots for week ending 25-Mar-2011 Classic Woodie Camarilla DeMark R4 1.2611 1.2553 1.2369 R3 1.2524 1.2466 1.2345 R2 1.2437 1.2437 1.2337 R1 1.2379 1.2379 1.2329 1.2365 PP 1.2350 1.2350 1.2350 1.2343 S1 1.2292 1.2292 1.2313 1.2278 S2 1.2263 1.2263 1.2305 S3 1.2176 1.2205 1.2297 S4 1.2089 1.2118 1.2273
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2321 1.2067 0.0254 2.1% 0.0000 0.0% 0% False True 13 10 1.2617 1.2067 0.0550 4.6% 0.0038 0.3% 0% False True 24 20 1.2708 1.2067 0.0641 5.3% 0.0048 0.4% 0% False True 15 40 1.2708 1.1930 0.0778 6.4% 0.0026 0.2% 18% False False 8
Crabel Price Patterns NR False 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	Fibonacci Retracements and Extensions 4.250 1.2067 2.618 1.2067 1.618 1.2067 1.000 1.2067 0.618 1.2067 HIGH 1.2067 0.618 1.2067 0.500 1.2067 0.382 1.2067 LOW 1.2067 0.618 1.2067 1.000 1.2067 1.618 1.2067 2.618 1.2067 4.250 1.2067
Fisher Pivots for day following 31-Mar-2011 Pivot 1 day 3 day R1 1.2067 1.2139 PP 1.2067 1.2115 S1 1.2067 1.2091

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