CME Japanese Yen Future March 2012

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Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary Previous Current 27-Jul-2011 28-Jul-2011 Change Change % Previous Week Open 1.2848 1.2888 0.0040 0.3% 1.2687 High 1.2848 1.2888 0.0040 0.3% 1.2779 Low 1.2848 1.2888 0.0040 0.3% 1.2665 Close 1.2848 1.2888 0.0040 0.3% 1.2779 Range ATR 0.0037 0.0037 0.0000 0.5% 0.0000 Volume 2 2 0 0.0% 10
Daily Pivots for day following 28-Jul-2011 Classic Woodie Camarilla DeMark R4 1.2888 1.2888 1.2888 R3 1.2888 1.2888 1.2888 R2 1.2888 1.2888 1.2888 R1 1.2888 1.2888 1.2888 1.2888 PP 1.2888 1.2888 1.2888 1.2888 S1 1.2888 1.2888 1.2888 1.2888 S2 1.2888 1.2888 1.2888 S3 1.2888 1.2888 1.2888 S4 1.2888 1.2888 1.2888	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 1.2888 1.2779 0.0109 0.8% 0.0000 0.0% 100% True False 2 10 1.2888 1.2665 0.0223 1.7% 0.0000 0.0% 100% True False 2 20 1.2888 1.2338 0.0550 4.3% 0.0002 0.0% 100% True False 3 40 1.2888 1.2338 0.0550 4.3% 0.0001 0.0% 100% True False 14 60 1.2888 1.2201 0.0687 5.3% 0.0001 0.0% 100% True False 10
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 1.2888 2.618 1.2888 1.618 1.2888 1.000 1.2888 0.618 1.2888 HIGH 1.2888 0.618 1.2888 0.500 1.2888 0.382 1.2888 LOW 1.2888 0.618 1.2888 1.000 1.2888 1.618 1.2888 2.618 1.2888 4.250 1.2888
Fisher Pivots for day following 28-Jul-2011 Pivot 1 day 3 day R1 1.2888 1.2881 PP 1.2888 1.2875 S1 1.2888 1.2868

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