CME Japanese Yen Future March 2012

Trading Metrics calculated at close of trading on 22-Nov-2011

Day Change Summary
	Previous	Current
	21-Nov-2011	22-Nov-2011	Change	Change %	Previous Week
Open	1.3040	1.3033	-0.0007	-0.1%	1.3019
High	1.3060	1.3051	-0.0009	-0.1%	1.3101
Low	1.3032	1.2987	-0.0045	-0.3%	1.2916
Close	1.3042	1.3032	-0.0010	-0.1%	1.3037
Range	0.0028	0.0064	0.0036	128.6%	0.0185
ATR	0.0076	0.0075	-0.0001	-1.1%	0.0000
Volume	109	99	-10	-9.2%	556

Daily Pivots for day following 22-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3215	1.3188	1.3067
R3	1.3151	1.3124	1.3050
R2	1.3087	1.3087	1.3044
R1	1.3060	1.3060	1.3038	1.3042
PP	1.3023	1.3023	1.3023	1.3014
S1	1.2996	1.2996	1.3026	1.2978
S2	1.2959	1.2959	1.3020
S3	1.2895	1.2932	1.3014
S4	1.2831	1.2868	1.2997

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3573	1.3490	1.3139
R3	1.3388	1.3305	1.3088
R2	1.3203	1.3203	1.3071
R1	1.3120	1.3120	1.3054	1.3162
PP	1.3018	1.3018	1.3018	1.3039
S1	1.2935	1.2935	1.3020	1.2977
S2	1.2833	1.2833	1.3003
S3	1.2648	1.2750	1.2986
S4	1.2463	1.2565	1.2935

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3101	1.2987	0.0114	0.9%	0.0046	0.3%	39%	False	True	136
10	1.3101	1.2878	0.0223	1.7%	0.0057	0.4%	69%	False	False	97
20	1.3279	1.2609	0.0670	5.1%	0.0090	0.7%	63%	False	False	161
40	1.3279	1.2609	0.0670	5.1%	0.0077	0.6%	63%	False	False	120
60	1.3279	1.2609	0.0670	5.1%	0.0060	0.5%	63%	False	False	91
80	1.3279	1.2609	0.0670	5.1%	0.0048	0.4%	63%	False	False	68
100	1.3279	1.2338	0.0941	7.2%	0.0039	0.3%	74%	False	False	55
120	1.3279	1.2338	0.0941	7.2%	0.0032	0.2%	74%	False	False	50

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3323
2.618	1.3219
1.618	1.3155
1.000	1.3115
0.618	1.3091
HIGH	1.3051
0.618	1.3027
0.500	1.3019
0.382	1.3011
LOW	1.2987
0.618	1.2947
1.000	1.2923
1.618	1.2883
2.618	1.2819
4.250	1.2715

Fisher Pivots for day following 22-Nov-2011
Pivot	1 day	3 day
R1	1.3028	1.3044
PP	1.3023	1.3040
S1	1.3019	1.3036

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

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