CME Japanese Yen Future June 2012

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Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary Previous Current 15-Sep-2011 16-Sep-2011 Change Change % Previous Week Open 1.3021 1.3063 0.0042 0.3% 1.2992 High 1.3086 1.3063 -0.0023 -0.2% 1.3086 Low 1.3021 1.3063 0.0042 0.3% 1.2992 Close 1.3103 1.3063 -0.0040 -0.3% 1.3063 Range 0.0065 0.0000 -0.0065 -100.0% 0.0094 ATR 0.0049 0.0049 -0.0001 -1.4% 0.0000 Volume 1 9 8 800.0% 13
Daily Pivots for day following 16-Sep-2011 Classic Woodie Camarilla DeMark R4 1.3063 1.3063 1.3063 R3 1.3063 1.3063 1.3063 R2 1.3063 1.3063 1.3063 R1 1.3063 1.3063 1.3063 1.3063 PP 1.3063 1.3063 1.3063 1.3063 S1 1.3063 1.3063 1.3063 1.3063 S2 1.3063 1.3063 1.3063 S3 1.3063 1.3063 1.3063 S4 1.3063 1.3063 1.3063	Weekly Pivots for week ending 16-Sep-2011 Classic Woodie Camarilla DeMark R4 1.3329 1.3290 1.3115 R3 1.3235 1.3196 1.3089 R2 1.3141 1.3141 1.3080 R1 1.3102 1.3102 1.3072 1.3122 PP 1.3047 1.3047 1.3047 1.3057 S1 1.3008 1.3008 1.3054 1.3028 S2 1.2953 1.2953 1.3046 S3 1.2859 1.2914 1.3037 S4 1.2765 1.2820 1.3011
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3086 1.2992 0.0094 0.7% 0.0013 0.1% 76% False False 2 10 1.3086 1.2947 0.0139 1.1% 0.0007 0.0% 83% False False 1 20 1.3142 1.2947 0.0195 1.5% 0.0003 0.0% 59% False False 1
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.3063 2.618 1.3063 1.618 1.3063 1.000 1.3063 0.618 1.3063 HIGH 1.3063 0.618 1.3063 0.500 1.3063 0.382 1.3063 LOW 1.3063 0.618 1.3063 1.000 1.3063 1.618 1.3063 2.618 1.3063 4.250 1.3063
Fisher Pivots for day following 16-Sep-2011 Pivot 1 day 3 day R1 1.3063 1.3060 PP 1.3063 1.3057 S1 1.3063 1.3054

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