CME Japanese Yen Future September 2012

Trading Metrics calculated at close of trading on 31-Jul-2012

Day Change Summary
	Previous	Current
	30-Jul-2012	31-Jul-2012	Change	Change %	Previous Week
Open	1.2746	1.2797	0.0051	0.4%	1.2755
High	1.2808	1.2820	0.0012	0.1%	1.2854
Low	1.2731	1.2777	0.0046	0.4%	1.2717
Close	1.2802	1.2807	0.0005	0.0%	1.2731
Range	0.0077	0.0043	-0.0034	-44.2%	0.0137
ATR	0.0083	0.0080	-0.0003	-3.4%	0.0000
Volume	58,417	56,926	-1,491	-2.6%	362,276

Daily Pivots for day following 31-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2930	1.2912	1.2831
R3	1.2887	1.2869	1.2819
R2	1.2844	1.2844	1.2815
R1	1.2826	1.2826	1.2811	1.2835
PP	1.2801	1.2801	1.2801	1.2806
S1	1.2783	1.2783	1.2803	1.2792
S2	1.2758	1.2758	1.2799
S3	1.2715	1.2740	1.2795
S4	1.2672	1.2697	1.2783

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3178	1.3092	1.2806
R3	1.3041	1.2955	1.2769
R2	1.2904	1.2904	1.2756
R1	1.2818	1.2818	1.2744	1.2793
PP	1.2767	1.2767	1.2767	1.2755
S1	1.2681	1.2681	1.2718	1.2656
S2	1.2630	1.2630	1.2706
S3	1.2493	1.2544	1.2693
S4	1.2356	1.2407	1.2656

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2854	1.2717	0.0137	1.1%	0.0067	0.5%	66%	False	False	68,066
10	1.2854	1.2642	0.0212	1.7%	0.0068	0.5%	78%	False	False	64,966
20	1.2854	1.2492	0.0362	2.8%	0.0076	0.6%	87%	False	False	57,523
40	1.2854	1.2416	0.0438	3.4%	0.0090	0.7%	89%	False	False	55,206
60	1.2895	1.2416	0.0479	3.7%	0.0087	0.7%	82%	False	False	36,954
80	1.2895	1.2250	0.0645	5.0%	0.0085	0.7%	86%	False	False	27,731
100	1.2895	1.1915	0.0980	7.7%	0.0085	0.7%	91%	False	False	22,195

Crabel Price Patterns
NR	True
NR4	True
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	0.0017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3003
2.618	1.2933
1.618	1.2890
1.000	1.2863
0.618	1.2847
HIGH	1.2820
0.618	1.2804
0.500	1.2799
0.382	1.2793
LOW	1.2777
0.618	1.2750
1.000	1.2734
1.618	1.2707
2.618	1.2664
4.250	1.2594

Fisher Pivots for day following 31-Jul-2012
Pivot	1 day	3 day
R1	1.2804	1.2794
PP	1.2801	1.2781
S1	1.2799	1.2769

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

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