CME Japanese Yen Future March 2012

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Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary Previous Current 18-Jul-2011 19-Jul-2011 Change Change % Previous Week Open 1.2687 1.2665 -0.0022 -0.2% 1.2514 High 1.2687 1.2665 -0.0022 -0.2% 1.2687 Low 1.2687 1.2665 -0.0022 -0.2% 1.2514 Close 1.2687 1.2665 -0.0022 -0.2% 1.2687 Range ATR 0.0038 0.0037 -0.0001 -3.0% 0.0000 Volume 2 2 0 0.0% 7
Daily Pivots for day following 19-Jul-2011 Classic Woodie Camarilla DeMark R4 1.2665 1.2665 1.2665 R3 1.2665 1.2665 1.2665 R2 1.2665 1.2665 1.2665 R1 1.2665 1.2665 1.2665 1.2665 PP 1.2665 1.2665 1.2665 1.2665 S1 1.2665 1.2665 1.2665 1.2665 S2 1.2665 1.2665 1.2665 S3 1.2665 1.2665 1.2665 S4 1.2665 1.2665 1.2665	Weekly Pivots for week ending 15-Jul-2011 Classic Woodie Camarilla DeMark R4 1.3148 1.3091 1.2782 R3 1.2975 1.2918 1.2735 R2 1.2802 1.2802 1.2719 R1 1.2745 1.2745 1.2703 1.2774 PP 1.2629 1.2629 1.2629 1.2644 S1 1.2572 1.2572 1.2671 1.2601 S2 1.2456 1.2456 1.2655 S3 1.2283 1.2399 1.2639 S4 1.2110 1.2226 1.2592
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2687 1.2642 0.0045 0.4% 0.0007 0.1% 51% False False 1 10 1.2687 1.2338 0.0349 2.8% 0.0003 0.0% 94% False False 1 20 1.2687 1.2338 0.0349 2.8% 0.0002 0.0% 94% False False 15 40 1.2687 1.2201 0.0486 3.8% 0.0001 0.0% 95% 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 True 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.2665 2.618 1.2665 1.618 1.2665 1.000 1.2665 0.618 1.2665 HIGH 1.2665 0.618 1.2665 0.500 1.2665 0.382 1.2665 LOW 1.2665 0.618 1.2665 1.000 1.2665 1.618 1.2665 2.618 1.2665 4.250 1.2665
Fisher Pivots for day following 19-Jul-2011 Pivot 1 day 3 day R1 1.2665 1.2676 PP 1.2665 1.2672 S1 1.2665 1.2669

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