CME Japanese Yen Future March 2012

Trading Metrics calculated at close of trading on 16-Nov-2011

Day Change Summary
	Previous	Current
	15-Nov-2011	16-Nov-2011	Change	Change %	Previous Week
Open	1.2979	1.3010	0.0031	0.2%	1.2826
High	1.3034	1.3047	0.0013	0.1%	1.3008
Low	1.2916	1.3003	0.0087	0.7%	1.2826
Close	1.3019	1.3038	0.0019	0.1%	1.2992
Range	0.0118	0.0044	-0.0074	-62.7%	0.0182
ATR	0.0088	0.0085	-0.0003	-3.6%	0.0000
Volume	42	251	209	497.6%	354

Daily Pivots for day following 16-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3161	1.3144	1.3062
R3	1.3117	1.3100	1.3050
R2	1.3073	1.3073	1.3046
R1	1.3056	1.3056	1.3042	1.3065
PP	1.3029	1.3029	1.3029	1.3034
S1	1.3012	1.3012	1.3034	1.3021
S2	1.2985	1.2985	1.3030
S3	1.2941	1.2968	1.3026
S4	1.2897	1.2924	1.3014

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	1.2888	0.0162	1.2%	0.0066	0.5%	93%	False	False	106
10	1.3050	1.2812	0.0238	1.8%	0.0054	0.4%	95%	False	False	87
20	1.3279	1.2609	0.0670	5.1%	0.0100	0.8%	64%	False	False	182
40	1.3279	1.2609	0.0670	5.1%	0.0081	0.6%	64%	False	False	118
60	1.3279	1.2609	0.0670	5.1%	0.0057	0.4%	64%	False	False	83
80	1.3279	1.2609	0.0670	5.1%	0.0046	0.4%	64%	False	False	63
100	1.3279	1.2338	0.0941	7.2%	0.0037	0.3%	74%	False	False	52
120	1.3279	1.2304	0.0975	7.5%	0.0031	0.2%	75%	False	False	47

Crabel Price Patterns
NR	True
NR4	True
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	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3234
2.618	1.3162
1.618	1.3118
1.000	1.3091
0.618	1.3074
HIGH	1.3047
0.618	1.3030
0.500	1.3025
0.382	1.3020
LOW	1.3003
0.618	1.2976
1.000	1.2959
1.618	1.2932
2.618	1.2888
4.250	1.2816

Fisher Pivots for day following 16-Nov-2011
Pivot	1 day	3 day
R1	1.3034	1.3020
PP	1.3029	1.3001
S1	1.3025	1.2983

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

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