CME Japanese Yen Future March 2012

Trading Metrics calculated at close of trading on 01-Nov-2011

Day Change Summary
	Previous	Current
	31-Oct-2011	01-Nov-2011	Change	Change %	Previous Week
Open	1.3241	1.2835	-0.0406	-3.1%	1.3128
High	1.3279	1.2854	-0.0425	-3.2%	1.3248
Low	1.2609	1.2694	0.0085	0.7%	1.3128
Close	1.2845	1.2807	-0.0038	-0.3%	1.3234
Range	0.0670	0.0160	-0.0510	-76.1%	0.0120
ATR	0.0114	0.0117	0.0003	2.9%	0.0000
Volume	21	1,269	1,248	5,942.9%	950

Daily Pivots for day following 01-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3265	1.3196	1.2895
R3	1.3105	1.3036	1.2851
R2	1.2945	1.2945	1.2836
R1	1.2876	1.2876	1.2822	1.2831
PP	1.2785	1.2785	1.2785	1.2762
S1	1.2716	1.2716	1.2792	1.2671
S2	1.2625	1.2625	1.2778
S3	1.2465	1.2556	1.2763
S4	1.2305	1.2396	1.2719

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3563	1.3519	1.3300
R3	1.3443	1.3399	1.3267
R2	1.3323	1.3323	1.3256
R1	1.3279	1.3279	1.3245	1.3301
PP	1.3203	1.3203	1.3203	1.3215
S1	1.3159	1.3159	1.3223	1.3181
S2	1.3083	1.3083	1.3212
S3	1.2963	1.3039	1.3201
S4	1.2843	1.2919	1.3168

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3279	1.2609	0.0670	5.2%	0.0209	1.6%	30%	False	False	303
10	1.3279	1.2609	0.0670	5.2%	0.0145	1.1%	30%	False	False	239
20	1.3279	1.2609	0.0670	5.2%	0.0100	0.8%	30%	False	False	146
40	1.3279	1.2609	0.0670	5.2%	0.0071	0.6%	30%	False	False	93
60	1.3279	1.2609	0.0670	5.2%	0.0049	0.4%	30%	False	False	63
80	1.3279	1.2557	0.0722	5.6%	0.0039	0.3%	35%	False	False	47
100	1.3279	1.2338	0.0941	7.3%	0.0031	0.2%	50%	False	False	43
120	1.3279	1.2201	0.1078	8.4%	0.0026	0.2%	56%	False	False	36

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3534
2.618	1.3273
1.618	1.3113
1.000	1.3014
0.618	1.2953
HIGH	1.2854
0.618	1.2793
0.500	1.2774
0.382	1.2755
LOW	1.2694
0.618	1.2595
1.000	1.2534
1.618	1.2435
2.618	1.2275
4.250	1.2014

Fisher Pivots for day following 01-Nov-2011
Pivot	1 day	3 day
R1	1.2796	1.2944
PP	1.2785	1.2898
S1	1.2774	1.2853

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These figures are updated between 7pm and 10pm EST after a trading day.

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