CME Japanese Yen Future December 2011

Trading Metrics calculated at close of trading on 03-Nov-2011

Day Change Summary
	Previous	Current
	02-Nov-2011	03-Nov-2011	Change	Change %	Previous Week
Open	1.2774	1.2817	0.0043	0.3%	1.3126
High	1.2841	1.2849	0.0008	0.1%	1.3226
Low	1.2768	1.2804	0.0036	0.3%	1.3083
Close	1.2822	1.2819	-0.0003	0.0%	1.3210
Range	0.0073	0.0045	-0.0028	-38.4%	0.0143
ATR	0.0137	0.0131	-0.0007	-4.8%	0.0000
Volume	57,043	44,053	-12,990	-22.8%	379,440

Daily Pivots for day following 03-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2959	1.2934	1.2844
R3	1.2914	1.2889	1.2831
R2	1.2869	1.2869	1.2827
R1	1.2844	1.2844	1.2823	1.2857
PP	1.2824	1.2824	1.2824	1.2830
S1	1.2799	1.2799	1.2815	1.2812
S2	1.2779	1.2779	1.2811
S3	1.2734	1.2754	1.2807
S4	1.2689	1.2709	1.2794

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3602	1.3549	1.3289
R3	1.3459	1.3406	1.3249
R2	1.3316	1.3316	1.3236
R1	1.3263	1.3263	1.3223	1.3290
PP	1.3173	1.3173	1.3173	1.3186
S1	1.3120	1.3120	1.3197	1.3147
S2	1.3030	1.3030	1.3184
S3	1.2887	1.2977	1.3171
S4	1.2744	1.2834	1.3131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3264	1.2582	0.0682	5.3%	0.0204	1.6%	35%	False	False	120,764
10	1.3264	1.2582	0.0682	5.3%	0.0163	1.3%	35%	False	False	105,839
20	1.3264	1.2582	0.0682	5.3%	0.0125	1.0%	35%	False	False	93,418
40	1.3264	1.2582	0.0682	5.3%	0.0116	0.9%	35%	False	False	84,650
60	1.3264	1.2582	0.0682	5.3%	0.0109	0.8%	35%	False	False	56,884
80	1.3264	1.2484	0.0780	6.1%	0.0114	0.9%	43%	False	False	42,731
100	1.3264	1.2250	0.1014	7.9%	0.0105	0.8%	56%	False	False	34,195
120	1.3264	1.2187	0.1077	8.4%	0.0092	0.7%	59%	False	False	28,498

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0023
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.3040
2.618	1.2967
1.618	1.2922
1.000	1.2894
0.618	1.2877
HIGH	1.2849
0.618	1.2832
0.500	1.2827
0.382	1.2821
LOW	1.2804
0.618	1.2776
1.000	1.2759
1.618	1.2731
2.618	1.2686
4.250	1.2613

Fisher Pivots for day following 03-Nov-2011
Pivot	1 day	3 day
R1	1.2827	1.2799
PP	1.2824	1.2778
S1	1.2822	1.2758

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

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