CME Japanese Yen Future March 2012

Trading Metrics calculated at close of trading on 15-Nov-2011

Day Change Summary
	Previous	Current
	14-Nov-2011	15-Nov-2011	Change	Change %	Previous Week
Open	1.3019	1.2979	-0.0040	-0.3%	1.2826
High	1.3050	1.3034	-0.0016	-0.1%	1.3008
Low	1.3000	1.2916	-0.0084	-0.6%	1.2826
Close	1.3003	1.3019	0.0016	0.1%	1.2992
Range	0.0050	0.0118	0.0068	136.0%	0.0182
ATR	0.0085	0.0088	0.0002	2.7%	0.0000
Volume	41	42	1	2.4%	354

Daily Pivots for day following 15-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3344	1.3299	1.3084
R3	1.3226	1.3181	1.3051
R2	1.3108	1.3108	1.3041
R1	1.3063	1.3063	1.3030	1.3086
PP	1.2990	1.2990	1.2990	1.3001
S1	1.2945	1.2945	1.3008	1.2968
S2	1.2872	1.2872	1.2997
S3	1.2754	1.2827	1.2987
S4	1.2636	1.2709	1.2954

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	1.3050	1.2878	0.0172	1.3%	0.0067	0.5%	82%	False	False	59
10	1.3050	1.2812	0.0238	1.8%	0.0052	0.4%	87%	False	False	102
20	1.3279	1.2609	0.0670	5.1%	0.0099	0.8%	61%	False	False	171
40	1.3279	1.2609	0.0670	5.1%	0.0082	0.6%	61%	False	False	115
60	1.3279	1.2609	0.0670	5.1%	0.0056	0.4%	61%	False	False	79
80	1.3279	1.2609	0.0670	5.1%	0.0045	0.3%	61%	False	False	60
100	1.3279	1.2338	0.0941	7.2%	0.0037	0.3%	72%	False	False	50
120	1.3279	1.2304	0.0975	7.5%	0.0031	0.2%	73%	False	False	45

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	0.0010
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.3536
2.618	1.3343
1.618	1.3225
1.000	1.3152
0.618	1.3107
HIGH	1.3034
0.618	1.2989
0.500	1.2975
0.382	1.2961
LOW	1.2916
0.618	1.2843
1.000	1.2798
1.618	1.2725
2.618	1.2607
4.250	1.2415

Fisher Pivots for day following 15-Nov-2011
Pivot	1 day	3 day
R1	1.3004	1.3007
PP	1.2990	1.2995
S1	1.2975	1.2983

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

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