CME Japanese Yen Future September 2012

Trading Metrics calculated at close of trading on 13-Apr-2012

Day Change Summary
	Previous	Current
	12-Apr-2012	13-Apr-2012	Change	Change %	Previous Week
Open	1.2379	1.2370	-0.0009	-0.1%	1.2301
High	1.2406	1.2370	-0.0036	-0.3%	1.2423
Low	1.2360	1.2352	-0.0008	-0.1%	1.2250
Close	1.2400	1.2352	-0.0048	-0.4%	1.2352
Range	0.0046	0.0018	-0.0028	-60.9%	0.0173
ATR	0.0103	0.0100	-0.0004	-3.8%	0.0000
Volume	50	37	-13	-26.0%	248

Daily Pivots for day following 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2412	1.2400	1.2362
R3	1.2394	1.2382	1.2357
R2	1.2376	1.2376	1.2355
R1	1.2364	1.2364	1.2354	1.2361
PP	1.2358	1.2358	1.2358	1.2357
S1	1.2346	1.2346	1.2350	1.2343
S2	1.2340	1.2340	1.2349
S3	1.2322	1.2328	1.2347
S4	1.2304	1.2310	1.2342

Weekly Pivots for week ending 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2861	1.2779	1.2447
R3	1.2688	1.2606	1.2400
R2	1.2515	1.2515	1.2384
R1	1.2433	1.2433	1.2368	1.2474
PP	1.2342	1.2342	1.2342	1.2362
S1	1.2260	1.2260	1.2336	1.2301
S2	1.2169	1.2169	1.2320
S3	1.1996	1.2087	1.2304
S4	1.1823	1.1914	1.2257

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2423	1.2250	0.0173	1.4%	0.0072	0.6%	59%	False	False	49
10	1.2423	1.2033	0.0390	3.2%	0.0097	0.8%	82%	False	False	60
20	1.2423	1.1927	0.0496	4.0%	0.0094	0.8%	86%	False	False	53
40	1.2622	1.1915	0.0707	5.7%	0.0065	0.5%	62%	False	False	32

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1.2447
2.618	1.2417
1.618	1.2399
1.000	1.2388
0.618	1.2381
HIGH	1.2370
0.618	1.2363
0.500	1.2361
0.382	1.2359
LOW	1.2352
0.618	1.2341
1.000	1.2334
1.618	1.2323
2.618	1.2305
4.250	1.2276

Fisher Pivots for day following 13-Apr-2012
Pivot	1 day	3 day
R1	1.2361	1.2388
PP	1.2358	1.2376
S1	1.2355	1.2364

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

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