CME Japanese Yen Future December 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	1.3057	1.3055	-0.0002	0.0%	1.2915
High	1.3081	1.3063	-0.0018	-0.1%	1.3081
Low	1.2949	1.3007	0.0058	0.4%	1.2907
Close	1.3063	1.3026	-0.0037	-0.3%	1.3026
Range	0.0132	0.0056	-0.0076	-57.6%	0.0174
ATR	0.0110	0.0106	-0.0004	-3.5%	0.0000
Volume	84,088	78,401	-5,687	-6.8%	286,397

Daily Pivots for day following 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3200	1.3169	1.3057
R3	1.3144	1.3113	1.3041
R2	1.3088	1.3088	1.3036
R1	1.3057	1.3057	1.3031	1.3045
PP	1.3032	1.3032	1.3032	1.3026
S1	1.3001	1.3001	1.3021	1.2989
S2	1.2976	1.2976	1.3016
S3	1.2920	1.2945	1.3011
S4	1.2864	1.2889	1.2995

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3527	1.3450	1.3122
R3	1.3353	1.3276	1.3074
R2	1.3179	1.3179	1.3058
R1	1.3102	1.3102	1.3042	1.3141
PP	1.3005	1.3005	1.3005	1.3024
S1	1.2928	1.2928	1.3010	1.2967
S2	1.2831	1.2831	1.2994
S3	1.2657	1.2754	1.2978
S4	1.2483	1.2580	1.2930

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3081	1.2907	0.0174	1.3%	0.0101	0.8%	68%	False	False	57,279
10	1.3081	1.2860	0.0221	1.7%	0.0106	0.8%	75%	False	False	32,765
20	1.3180	1.2860	0.0320	2.5%	0.0105	0.8%	52%	False	False	16,598
40	1.3180	1.2484	0.0696	5.3%	0.0119	0.9%	78%	False	False	8,472
60	1.3180	1.2250	0.0930	7.1%	0.0105	0.8%	83%	False	False	5,673
80	1.3180	1.2187	0.0993	7.6%	0.0086	0.7%	84%	False	False	4,260
100	1.3180	1.2131	0.1049	8.1%	0.0076	0.6%	85%	False	False	3,412
120	1.3180	1.1732	0.1448	11.1%	0.0067	0.5%	89%	False	False	2,845

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	0.0026
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.3301
2.618	1.3210
1.618	1.3154
1.000	1.3119
0.618	1.3098
HIGH	1.3063
0.618	1.3042
0.500	1.3035
0.382	1.3028
LOW	1.3007
0.618	1.2972
1.000	1.2951
1.618	1.2916
2.618	1.2860
4.250	1.2769

Fisher Pivots for day following 16-Sep-2011
Pivot	1 day	3 day
R1	1.3035	1.3022
PP	1.3032	1.3019
S1	1.3029	1.3015

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

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