CME Japanese Yen Future March 2012

Trading Metrics calculated at close of trading on 02-Feb-2012

Day Change Summary
	Previous	Current
	01-Feb-2012	02-Feb-2012	Change	Change %	Previous Week
Open	1.3116	1.3128	0.0012	0.1%	1.2997
High	1.3160	1.3156	-0.0004	0.0%	1.3054
Low	1.3104	1.3122	0.0018	0.1%	1.2779
Close	1.3126	1.3134	0.0008	0.1%	1.3044
Range	0.0056	0.0034	-0.0022	-39.3%	0.0275
ATR	0.0078	0.0074	-0.0003	-4.0%	0.0000
Volume	61,337	48,222	-13,115	-21.4%	480,768

Daily Pivots for day following 02-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3239	1.3221	1.3153
R3	1.3205	1.3187	1.3143
R2	1.3171	1.3171	1.3140
R1	1.3153	1.3153	1.3137	1.3162
PP	1.3137	1.3137	1.3137	1.3142
S1	1.3119	1.3119	1.3131	1.3128
S2	1.3103	1.3103	1.3128
S3	1.3069	1.3085	1.3125
S4	1.3035	1.3051	1.3115

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3784	1.3689	1.3195
R3	1.3509	1.3414	1.3120
R2	1.3234	1.3234	1.3094
R1	1.3139	1.3139	1.3069	1.3187
PP	1.2959	1.2959	1.2959	1.2983
S1	1.2864	1.2864	1.3019	1.2912
S2	1.2684	1.2684	1.2994
S3	1.2409	1.2589	1.2968
S4	1.2134	1.2314	1.2893

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3160	1.2910	0.0250	1.9%	0.0076	0.6%	90%	False	False	72,910
10	1.3160	1.2779	0.0381	2.9%	0.0084	0.6%	93%	False	False	80,308
20	1.3160	1.2779	0.0381	2.9%	0.0072	0.6%	93%	False	False	69,399
40	1.3160	1.2699	0.0461	3.5%	0.0071	0.5%	94%	False	False	52,214
60	1.3160	1.2699	0.0461	3.5%	0.0070	0.5%	94%	False	False	35,298
80	1.3279	1.2609	0.0670	5.1%	0.0078	0.6%	78%	False	False	26,514
100	1.3279	1.2609	0.0670	5.1%	0.0071	0.5%	78%	False	False	21,221
120	1.3279	1.2609	0.0670	5.1%	0.0059	0.5%	78%	False	False	17,685

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	0.0013
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1.3301
2.618	1.3245
1.618	1.3211
1.000	1.3190
0.618	1.3177
HIGH	1.3156
0.618	1.3143
0.500	1.3139
0.382	1.3135
LOW	1.3122
0.618	1.3101
1.000	1.3088
1.618	1.3067
2.618	1.3033
4.250	1.2978

Fisher Pivots for day following 02-Feb-2012
Pivot	1 day	3 day
R1	1.3139	1.3131
PP	1.3137	1.3129
S1	1.3136	1.3126

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

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