CME Japanese Yen Future March 2012

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Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary Previous Current 05-Jul-2011 06-Jul-2011 Change Change % Previous Week Open 1.2366 1.2390 0.0024 0.2% 1.2398 High 1.2366 1.2390 0.0024 0.2% 1.2449 Low 1.2366 1.2390 0.0024 0.2% 1.2362 Close 1.2366 1.2390 0.0024 0.2% 1.2397 Range ATR 0.0041 0.0040 -0.0001 -3.0% 0.0000 Volume 1 1 0 0.0% 149
Daily Pivots for day following 06-Jul-2011 Classic Woodie Camarilla DeMark R4 1.2390 1.2390 1.2390 R3 1.2390 1.2390 1.2390 R2 1.2390 1.2390 1.2390 R1 1.2390 1.2390 1.2390 1.2390 PP 1.2390 1.2390 1.2390 1.2390 S1 1.2390 1.2390 1.2390 1.2390 S2 1.2390 1.2390 1.2390 S3 1.2390 1.2390 1.2390 S4 1.2390 1.2390 1.2390	Weekly Pivots for week ending 01-Jul-2011 Classic Woodie Camarilla DeMark R4 1.2664 1.2617 1.2445 R3 1.2577 1.2530 1.2421 R2 1.2490 1.2490 1.2413 R1 1.2443 1.2443 1.2405 1.2423 PP 1.2403 1.2403 1.2403 1.2393 S1 1.2356 1.2356 1.2389 1.2336 S2 1.2316 1.2316 1.2381 S3 1.2229 1.2269 1.2373 S4 1.2142 1.2182 1.2349
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2449 1.2366 0.0083 0.7% 0.0000 0.0% 29% False False 15 10 1.2484 1.2362 0.0122 1.0% 0.0000 0.0% 23% False False 26 20 1.2539 1.2362 0.0177 1.4% 0.0000 0.0% 16% False False 28 40 1.2539 1.2201 0.0338 2.7% 0.0000 0.0% 56% False False 14
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 1.2390 2.618 1.2390 1.618 1.2390 1.000 1.2390 0.618 1.2390 HIGH 1.2390 0.618 1.2390 0.500 1.2390 0.382 1.2390 LOW 1.2390 0.618 1.2390 1.000 1.2390 1.618 1.2390 2.618 1.2390 4.250 1.2390
Fisher Pivots for day following 06-Jul-2011 Pivot 1 day 3 day R1 1.2390 1.2387 PP 1.2390 1.2384 S1 1.2390 1.2382

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