CME Japanese Yen Future March 2012

Trading Metrics calculated at close of trading on 06-Dec-2011

Day Change Summary
	Previous	Current
	05-Dec-2011	06-Dec-2011	Change	Change %	Previous Week
Open	1.2840	1.2879	0.0039	0.3%	1.2922
High	1.2905	1.2908	0.0003	0.0%	1.2963
Low	1.2838	1.2879	0.0041	0.3%	1.2812
Close	1.2893	1.2901	0.0008	0.1%	1.2846
Range	0.0067	0.0029	-0.0038	-56.7%	0.0151
ATR	0.0080	0.0076	-0.0004	-4.6%	0.0000
Volume	3,821	2,571	-1,250	-32.7%	23,818

Daily Pivots for day following 06-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2983	1.2971	1.2917
R3	1.2954	1.2942	1.2909
R2	1.2925	1.2925	1.2906
R1	1.2913	1.2913	1.2904	1.2919
PP	1.2896	1.2896	1.2896	1.2899
S1	1.2884	1.2884	1.2898	1.2890
S2	1.2867	1.2867	1.2896
S3	1.2838	1.2855	1.2893
S4	1.2809	1.2826	1.2885

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	1.2831	0.0132	1.0%	0.0066	0.5%	53%	False	False	5,859
10	1.3051	1.2812	0.0239	1.9%	0.0080	0.6%	37%	False	False	3,084
20	1.3101	1.2812	0.0289	2.2%	0.0068	0.5%	31%	False	False	1,590
40	1.3279	1.2609	0.0670	5.2%	0.0086	0.7%	44%	False	False	877
60	1.3279	1.2609	0.0670	5.2%	0.0072	0.6%	44%	False	False	601
80	1.3279	1.2609	0.0670	5.2%	0.0054	0.4%	44%	False	False	452
100	1.3279	1.2609	0.0670	5.2%	0.0046	0.4%	44%	False	False	362
120	1.3279	1.2338	0.0941	7.3%	0.0039	0.3%	60%	False	False	305

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.3031
2.618	1.2984
1.618	1.2955
1.000	1.2937
0.618	1.2926
HIGH	1.2908
0.618	1.2897
0.500	1.2894
0.382	1.2890
LOW	1.2879
0.618	1.2861
1.000	1.2850
1.618	1.2832
2.618	1.2803
4.250	1.2756

Fisher Pivots for day following 06-Dec-2011
Pivot	1 day	3 day
R1	1.2899	1.2892
PP	1.2896	1.2882
S1	1.2894	1.2873

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

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