CME Japanese Yen Future June 2012

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Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary Previous Current 26-Sep-2011 27-Sep-2011 Change Change % Previous Week Open 1.3130 1.3080 -0.0050 -0.4% 1.3126 High 1.3130 1.3080 -0.0050 -0.4% 1.3148 Low 1.3130 1.3080 -0.0050 -0.4% 1.3067 Close 1.3130 1.3080 -0.0050 -0.4% 1.3092 Range ATR 0.0048 0.0048 0.0000 0.2% 0.0000 Volume 1 1 0 0.0% 45
Daily Pivots for day following 27-Sep-2011 Classic Woodie Camarilla DeMark R4 1.3080 1.3080 1.3080 R3 1.3080 1.3080 1.3080 R2 1.3080 1.3080 1.3080 R1 1.3080 1.3080 1.3080 1.3080 PP 1.3080 1.3080 1.3080 1.3080 S1 1.3080 1.3080 1.3080 1.3080 S2 1.3080 1.3080 1.3080 S3 1.3080 1.3080 1.3080 S4 1.3080 1.3080 1.3080	Weekly Pivots for week ending 23-Sep-2011 Classic Woodie Camarilla DeMark R4 1.3345 1.3300 1.3137 R3 1.3264 1.3219 1.3114 R2 1.3183 1.3183 1.3107 R1 1.3138 1.3138 1.3099 1.3120 PP 1.3102 1.3102 1.3102 1.3094 S1 1.3057 1.3057 1.3085 1.3039 S2 1.3021 1.3021 1.3077 S3 1.2940 1.2976 1.3070 S4 1.2859 1.2895 1.3047
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3146 1.3067 0.0079 0.6% 0.0000 0.0% 16% False False 5 10 1.3148 1.3021 0.0127 1.0% 0.0007 0.0% 46% False False 5 20 1.3148 1.2947 0.0201 1.5% 0.0003 0.0% 66% False False 3 40 1.3148 1.2704 0.0444 3.4% 0.0002 0.0% 85% False False 2
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 0.0000	Fibonacci Retracements and Extensions 4.250 1.3080 2.618 1.3080 1.618 1.3080 1.000 1.3080 0.618 1.3080 HIGH 1.3080 0.618 1.3080 0.500 1.3080 0.382 1.3080 LOW 1.3080 0.618 1.3080 1.000 1.3080 1.618 1.3080 2.618 1.3080 4.250 1.3080
Fisher Pivots for day following 27-Sep-2011 Pivot 1 day 3 day R1 1.3080 1.3099 PP 1.3080 1.3092 S1 1.3080 1.3086

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