CME Japanese Yen Future March 2012

Trading Metrics calculated at close of trading on 11-Nov-2011

Day Change Summary
	Previous	Current
	10-Nov-2011	11-Nov-2011	Change	Change %	Previous Week
Open	1.2888	1.2922	0.0034	0.3%	1.2826
High	1.2919	1.3008	0.0089	0.7%	1.3008
Low	1.2888	1.2922	0.0034	0.3%	1.2826
Close	1.2913	1.2992	0.0079	0.6%	1.2992
Range	0.0031	0.0086	0.0055	177.4%	0.0182
ATR	0.0087	0.0088	0.0001	0.7%	0.0000
Volume	167	32	-135	-80.8%	354

Daily Pivots for day following 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3232	1.3198	1.3039
R3	1.3146	1.3112	1.3016
R2	1.3060	1.3060	1.3008
R1	1.3026	1.3026	1.3000	1.3043
PP	1.2974	1.2974	1.2974	1.2983
S1	1.2940	1.2940	1.2984	1.2957
S2	1.2888	1.2888	1.2976
S3	1.2802	1.2854	1.2968
S4	1.2716	1.2768	1.2945

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3488	1.3422	1.3092
R3	1.3306	1.3240	1.3042
R2	1.3124	1.3124	1.3025
R1	1.3058	1.3058	1.3009	1.3091
PP	1.2942	1.2942	1.2942	1.2959
S1	1.2876	1.2876	1.2975	1.2909
S2	1.2760	1.2760	1.2959
S3	1.2578	1.2694	1.2942
S4	1.2396	1.2512	1.2892

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3008	1.2826	0.0182	1.4%	0.0053	0.4%	91%	True	False	70
10	1.3279	1.2609	0.0670	5.2%	0.0118	0.9%	57%	False	False	223
20	1.3279	1.2609	0.0670	5.2%	0.0098	0.8%	57%	False	False	172
40	1.3279	1.2609	0.0670	5.2%	0.0079	0.6%	57%	False	False	113
60	1.3279	1.2609	0.0670	5.2%	0.0053	0.4%	57%	False	False	78
80	1.3279	1.2609	0.0670	5.2%	0.0043	0.3%	57%	False	False	59
100	1.3279	1.2338	0.0941	7.2%	0.0035	0.3%	70%	False	False	49
120	1.3279	1.2201	0.1078	8.3%	0.0029	0.2%	73%	False	False	44

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.3374
2.618	1.3233
1.618	1.3147
1.000	1.3094
0.618	1.3061
HIGH	1.3008
0.618	1.2975
0.500	1.2965
0.382	1.2955
LOW	1.2922
0.618	1.2869
1.000	1.2836
1.618	1.2783
2.618	1.2697
4.250	1.2557

Fisher Pivots for day following 11-Nov-2011
Pivot	1 day	3 day
R1	1.2983	1.2976
PP	1.2974	1.2959
S1	1.2965	1.2943

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

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