CME Japanese Yen Future March 2012

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Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary Previous Current 25-Jul-2011 26-Jul-2011 Change Change % Previous Week Open 1.2810 1.2873 0.0063 0.5% 1.2687 High 1.2810 1.2873 0.0063 0.5% 1.2779 Low 1.2810 1.2873 0.0063 0.5% 1.2665 Close 1.2810 1.2873 0.0063 0.5% 1.2779 Range ATR 0.0036 0.0038 0.0002 5.3% 0.0000 Volume 2 2 0 0.0% 10
Daily Pivots for day following 26-Jul-2011 Classic Woodie Camarilla DeMark R4 1.2873 1.2873 1.2873 R3 1.2873 1.2873 1.2873 R2 1.2873 1.2873 1.2873 R1 1.2873 1.2873 1.2873 1.2873 PP 1.2873 1.2873 1.2873 1.2873 S1 1.2873 1.2873 1.2873 1.2873 S2 1.2873 1.2873 1.2873 S3 1.2873 1.2873 1.2873 S4 1.2873 1.2873 1.2873	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 1.2873 1.2729 0.0144 1.1% 0.0000 0.0% 100% True False 2 10 1.2873 1.2642 0.0231 1.8% 0.0003 0.0% 100% True False 1 20 1.2873 1.2338 0.0535 4.2% 0.0002 0.0% 100% True False 6 40 1.2873 1.2304 0.0569 4.4% 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 1.2873 2.618 1.2873 1.618 1.2873 1.000 1.2873 0.618 1.2873 HIGH 1.2873 0.618 1.2873 0.500 1.2873 0.382 1.2873 LOW 1.2873 0.618 1.2873 1.000 1.2873 1.618 1.2873 2.618 1.2873 4.250 1.2873
Fisher Pivots for day following 26-Jul-2011 Pivot 1 day 3 day R1 1.2873 1.2857 PP 1.2873 1.2842 S1 1.2873 1.2826

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