CME Japanese Yen Future March 2012

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Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary Previous Current 20-Jun-2011 21-Jun-2011 Change Change % Previous Week Open 1.2490 1.2515 0.0025 0.2% 1.2496 High 1.2490 1.2515 0.0025 0.2% 1.2527 Low 1.2490 1.2515 0.0025 0.2% 1.2387 Close 1.2490 1.2515 0.0025 0.2% 1.2527 Range ATR 0.0042 0.0041 -0.0001 -2.9% 0.0000 Volume 37 37 0 0.0% 185
Daily Pivots for day following 21-Jun-2011 Classic Woodie Camarilla DeMark R4 1.2515 1.2515 1.2515 R3 1.2515 1.2515 1.2515 R2 1.2515 1.2515 1.2515 R1 1.2515 1.2515 1.2515 1.2515 PP 1.2515 1.2515 1.2515 1.2515 S1 1.2515 1.2515 1.2515 1.2515 S2 1.2515 1.2515 1.2515 S3 1.2515 1.2515 1.2515 S4 1.2515 1.2515 1.2515	Weekly Pivots for week ending 17-Jun-2011 Classic Woodie Camarilla DeMark R4 1.2900 1.2854 1.2604 R3 1.2760 1.2714 1.2566 R2 1.2620 1.2620 1.2553 R1 1.2574 1.2574 1.2540 1.2597 PP 1.2480 1.2480 1.2480 1.2492 S1 1.2434 1.2434 1.2514 1.2457 S2 1.2340 1.2340 1.2501 S3 1.2200 1.2294 1.2489 S4 1.2060 1.2154 1.2450
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2527 1.2387 0.0140 1.1% 0.0000 0.0% 91% False False 37 10 1.2539 1.2387 0.0152 1.2% 0.0000 0.0% 84% False False 29 20 1.2539 1.2201 0.0338 2.7% 0.0000 0.0% 93% False False 15
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 1.2515 2.618 1.2515 1.618 1.2515 1.000 1.2515 0.618 1.2515 HIGH 1.2515 0.618 1.2515 0.500 1.2515 0.382 1.2515 LOW 1.2515 0.618 1.2515 1.000 1.2515 1.618 1.2515 2.618 1.2515 4.250 1.2515
Fisher Pivots for day following 21-Jun-2011 Pivot 1 day 3 day R1 1.2515 1.2513 PP 1.2515 1.2511 S1 1.2515 1.2509

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