CME Japanese Yen Future December 2011

Trading Metrics calculated at close of trading on 21-Nov-2011

Day Change Summary
	Previous	Current
	18-Nov-2011	21-Nov-2011	Change	Change %	Previous Week
Open	1.2996	1.3005	0.0009	0.1%	1.2961
High	1.3067	1.3034	-0.0033	-0.3%	1.3067
Low	1.2989	1.2994	0.0005	0.0%	1.2885
Close	1.3000	1.3004	0.0004	0.0%	1.3000
Range	0.0078	0.0040	-0.0038	-48.7%	0.0182
ATR	0.0096	0.0092	-0.0004	-4.2%	0.0000
Volume	78,981	57,303	-21,678	-27.4%	297,015

Daily Pivots for day following 21-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3131	1.3107	1.3026
R3	1.3091	1.3067	1.3015
R2	1.3051	1.3051	1.3011
R1	1.3027	1.3027	1.3008	1.3019
PP	1.3011	1.3011	1.3011	1.3007
S1	1.2987	1.2987	1.3000	1.2979
S2	1.2971	1.2971	1.2997
S3	1.2931	1.2947	1.2993
S4	1.2891	1.2907	1.2982

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3530	1.3447	1.3100
R3	1.3348	1.3265	1.3050
R2	1.3166	1.3166	1.3033
R1	1.3083	1.3083	1.3017	1.3125
PP	1.2984	1.2984	1.2984	1.3005
S1	1.2901	1.2901	1.2983	1.2943
S2	1.2802	1.2802	1.2967
S3	1.2620	1.2719	1.2950
S4	1.2438	1.2537	1.2900

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3067	1.2885	0.0182	1.4%	0.0065	0.5%	65%	False	False	60,359
10	1.3067	1.2814	0.0253	1.9%	0.0071	0.5%	75%	False	False	58,079
20	1.3264	1.2582	0.0682	5.2%	0.0106	0.8%	62%	False	False	77,112
40	1.3264	1.2582	0.0682	5.2%	0.0102	0.8%	62%	False	False	80,790
60	1.3264	1.2582	0.0682	5.2%	0.0102	0.8%	62%	False	False	68,035
80	1.3264	1.2484	0.0780	6.0%	0.0112	0.9%	67%	False	False	51,128
100	1.3264	1.2250	0.1014	7.8%	0.0107	0.8%	74%	False	False	40,925
120	1.3264	1.2250	0.1014	7.8%	0.0096	0.7%	74%	False	False	34,110

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3204
2.618	1.3139
1.618	1.3099
1.000	1.3074
0.618	1.3059
HIGH	1.3034
0.618	1.3019
0.500	1.3014
0.382	1.3009
LOW	1.2994
0.618	1.2969
1.000	1.2954
1.618	1.2929
2.618	1.2889
4.250	1.2824

Fisher Pivots for day following 21-Nov-2011
Pivot	1 day	3 day
R1	1.3014	1.3023
PP	1.3011	1.3017
S1	1.3007	1.3010

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

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