CME Japanese Yen Future March 2012

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Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary Previous Current 21-Jul-2011 22-Jul-2011 Change Change % Previous Week Open 1.2776 1.2779 0.0003 0.0% 1.2687 High 1.2776 1.2779 0.0003 0.0% 1.2779 Low 1.2776 1.2779 0.0003 0.0% 1.2665 Close 1.2776 1.2779 0.0003 0.0% 1.2779 Range ATR 0.0039 0.0037 -0.0003 -6.6% 0.0000 Volume 2 2 0 0.0% 10
Daily Pivots for day following 22-Jul-2011 Classic Woodie Camarilla DeMark R4 1.2779 1.2779 1.2779 R3 1.2779 1.2779 1.2779 R2 1.2779 1.2779 1.2779 R1 1.2779 1.2779 1.2779 1.2779 PP 1.2779 1.2779 1.2779 1.2779 S1 1.2779 1.2779 1.2779 1.2779 S2 1.2779 1.2779 1.2779 S3 1.2779 1.2779 1.2779 S4 1.2779 1.2779 1.2779	Weekly Pivots for week ending 22-Jul-2011 Classic Woodie Camarilla DeMark R4 1.3083 1.3045 1.2842 R3 1.2969 1.2931 1.2810 R2 1.2855 1.2855 1.2800 R1 1.2817 1.2817 1.2789 1.2836 PP 1.2741 1.2741 1.2741 1.2751 S1 1.2703 1.2703 1.2769 1.2722 S2 1.2627 1.2627 1.2758 S3 1.2513 1.2589 1.2748 S4 1.2399 1.2475 1.2716
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2779 1.2665 0.0114 0.9% 0.0000 0.0% 100% True False 2 10 1.2779 1.2514 0.0265 2.1% 0.0003 0.0% 100% True False 1 20 1.2779 1.2338 0.0441 3.5% 0.0002 0.0% 100% True False 10 40 1.2779 1.2201 0.0578 4.5% 0.0001 0.0% 100% True 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 1.2779 2.618 1.2779 1.618 1.2779 1.000 1.2779 0.618 1.2779 HIGH 1.2779 0.618 1.2779 0.500 1.2779 0.382 1.2779 LOW 1.2779 0.618 1.2779 1.000 1.2779 1.618 1.2779 2.618 1.2779 4.250 1.2779
Fisher Pivots for day following 22-Jul-2011 Pivot 1 day 3 day R1 1.2779 1.2771 PP 1.2779 1.2762 S1 1.2779 1.2754

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