CME Japanese Yen Future March 2012

Trading Metrics calculated at close of trading on 17-Nov-2011

Day Change Summary
	Previous	Current
	16-Nov-2011	17-Nov-2011	Change	Change %	Previous Week
Open	1.3010	1.3014	0.0004	0.0%	1.2826
High	1.3047	1.3038	-0.0009	-0.1%	1.3008
Low	1.3003	1.3014	0.0011	0.1%	1.2826
Close	1.3038	1.3038	0.0000	0.0%	1.2992
Range	0.0044	0.0024	-0.0020	-45.5%	0.0182
ATR	0.0085	0.0080	-0.0004	-5.1%	0.0000
Volume	251	178	-73	-29.1%	354

Daily Pivots for day following 17-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3102	1.3094	1.3051
R3	1.3078	1.3070	1.3045
R2	1.3054	1.3054	1.3042
R1	1.3046	1.3046	1.3040	1.3050
PP	1.3030	1.3030	1.3030	1.3032
S1	1.3022	1.3022	1.3036	1.3026
S2	1.3006	1.3006	1.3034
S3	1.2982	1.2998	1.3031
S4	1.2958	1.2974	1.3025

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	1.2916	0.0134	1.0%	0.0064	0.5%	91%	False	False	108
10	1.3050	1.2812	0.0238	1.8%	0.0054	0.4%	95%	False	False	103
20	1.3279	1.2609	0.0670	5.1%	0.0098	0.8%	64%	False	False	187
40	1.3279	1.2609	0.0670	5.1%	0.0079	0.6%	64%	False	False	119
60	1.3279	1.2609	0.0670	5.1%	0.0057	0.4%	64%	False	False	86
80	1.3279	1.2609	0.0670	5.1%	0.0046	0.4%	64%	False	False	65
100	1.3279	1.2338	0.0941	7.2%	0.0037	0.3%	74%	False	False	53
120	1.3279	1.2338	0.0941	7.2%	0.0031	0.2%	74%	False	False	48

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.3140
2.618	1.3101
1.618	1.3077
1.000	1.3062
0.618	1.3053
HIGH	1.3038
0.618	1.3029
0.500	1.3026
0.382	1.3023
LOW	1.3014
0.618	1.2999
1.000	1.2990
1.618	1.2975
2.618	1.2951
4.250	1.2912

Fisher Pivots for day following 17-Nov-2011
Pivot	1 day	3 day
R1	1.3034	1.3019
PP	1.3030	1.3000
S1	1.3026	1.2982

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

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