CME Japanese Yen Future March 2012

Trading Metrics calculated at close of trading on 01-Dec-2011

Day Change Summary
	Previous	Current
	30-Nov-2011	01-Dec-2011	Change	Change %	Previous Week
Open	1.2858	1.2912	0.0054	0.4%	1.3040
High	1.2963	1.2930	-0.0033	-0.3%	1.3060
Low	1.2831	1.2880	0.0049	0.4%	1.2902
Close	1.2925	1.2882	-0.0043	-0.3%	1.2911
Range	0.0132	0.0050	-0.0082	-62.1%	0.0158
ATR	0.0086	0.0083	-0.0003	-3.0%	0.0000
Volume	5,287	10,158	4,871	92.1%	748

Daily Pivots for day following 01-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3047	1.3015	1.2910
R3	1.2997	1.2965	1.2896
R2	1.2947	1.2947	1.2891
R1	1.2915	1.2915	1.2887	1.2906
PP	1.2897	1.2897	1.2897	1.2893
S1	1.2865	1.2865	1.2877	1.2856
S2	1.2847	1.2847	1.2873
S3	1.2797	1.2815	1.2868
S4	1.2747	1.2765	1.2855

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3432	1.3329	1.2998
R3	1.3274	1.3171	1.2954
R2	1.3116	1.3116	1.2940
R1	1.3013	1.3013	1.2925	1.2986
PP	1.2958	1.2958	1.2958	1.2944
S1	1.2855	1.2855	1.2897	1.2828
S2	1.2800	1.2800	1.2882
S3	1.2642	1.2697	1.2868
S4	1.2484	1.2539	1.2824

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3022	1.2812	0.0210	1.6%	0.0103	0.8%	33%	False	False	3,339
10	1.3101	1.2812	0.0289	2.2%	0.0078	0.6%	24%	False	False	1,733
20	1.3101	1.2812	0.0289	2.2%	0.0066	0.5%	24%	False	False	910
40	1.3279	1.2609	0.0670	5.2%	0.0083	0.6%	41%	False	False	533
60	1.3279	1.2609	0.0670	5.2%	0.0069	0.5%	41%	False	False	372
80	1.3279	1.2609	0.0670	5.2%	0.0054	0.4%	41%	False	False	279
100	1.3279	1.2609	0.0670	5.2%	0.0045	0.3%	41%	False	False	224
120	1.3279	1.2338	0.0941	7.3%	0.0037	0.3%	58%	False	False	190

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	0.0014
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.3143
2.618	1.3061
1.618	1.3011
1.000	1.2980
0.618	1.2961
HIGH	1.2930
0.618	1.2911
0.500	1.2905
0.382	1.2899
LOW	1.2880
0.618	1.2849
1.000	1.2830
1.618	1.2799
2.618	1.2749
4.250	1.2668

Fisher Pivots for day following 01-Dec-2011
Pivot	1 day	3 day
R1	1.2905	1.2888
PP	1.2897	1.2886
S1	1.2890	1.2884

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

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