CME Japanese Yen Future March 2012

Trading Metrics calculated at close of trading on 02-Dec-2011

Day Change Summary
	Previous	Current
	01-Dec-2011	02-Dec-2011	Change	Change %	Previous Week
Open	1.2912	1.2885	-0.0027	-0.2%	1.2922
High	1.2930	1.2891	-0.0039	-0.3%	1.2963
Low	1.2880	1.2841	-0.0039	-0.3%	1.2812
Close	1.2882	1.2846	-0.0036	-0.3%	1.2846
Range	0.0050	0.0050	0.0000	0.0%	0.0151
ATR	0.0083	0.0081	-0.0002	-2.9%	0.0000
Volume	10,158	7,458	-2,700	-26.6%	23,818

Daily Pivots for day following 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3009	1.2978	1.2874
R3	1.2959	1.2928	1.2860
R2	1.2909	1.2909	1.2855
R1	1.2878	1.2878	1.2851	1.2869
PP	1.2859	1.2859	1.2859	1.2855
S1	1.2828	1.2828	1.2841	1.2819
S2	1.2809	1.2809	1.2837
S3	1.2759	1.2778	1.2832
S4	1.2709	1.2728	1.2819

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3327	1.3237	1.2929
R3	1.3176	1.3086	1.2888
R2	1.3025	1.3025	1.2874
R1	1.2935	1.2935	1.2860	1.2905
PP	1.2874	1.2874	1.2874	1.2858
S1	1.2784	1.2784	1.2832	1.2754
S2	1.2723	1.2723	1.2818
S3	1.2572	1.2633	1.2804
S4	1.2421	1.2482	1.2763

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2963	1.2812	0.0151	1.2%	0.0089	0.7%	23%	False	False	4,763
10	1.3101	1.2812	0.0289	2.2%	0.0080	0.6%	12%	False	False	2,461
20	1.3101	1.2812	0.0289	2.2%	0.0067	0.5%	12%	False	False	1,282
40	1.3279	1.2609	0.0670	5.2%	0.0084	0.7%	35%	False	False	719
60	1.3279	1.2609	0.0670	5.2%	0.0070	0.5%	35%	False	False	496
80	1.3279	1.2609	0.0670	5.2%	0.0053	0.4%	35%	False	False	373
100	1.3279	1.2609	0.0670	5.2%	0.0045	0.4%	35%	False	False	298
120	1.3279	1.2338	0.0941	7.3%	0.0038	0.3%	54%	False	False	252

Crabel Price Patterns
NR	False
NR4	False
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	0.0015

Fibonacci Retracements and Extensions
4.250	1.3104
2.618	1.3022
1.618	1.2972
1.000	1.2941
0.618	1.2922
HIGH	1.2891
0.618	1.2872
0.500	1.2866
0.382	1.2860
LOW	1.2841
0.618	1.2810
1.000	1.2791
1.618	1.2760
2.618	1.2710
4.250	1.2629

Fisher Pivots for day following 02-Dec-2011
Pivot	1 day	3 day
R1	1.2866	1.2897
PP	1.2859	1.2880
S1	1.2853	1.2863

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

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