CME Japanese Yen Future September 2012

Trading Metrics calculated at close of trading on 05-Sep-2012

Day Change Summary
	Previous	Current
	04-Sep-2012	05-Sep-2012	Change	Change %	Previous Week
Open	1.2766	1.2752	-0.0014	-0.1%	1.2715
High	1.2789	1.2772	-0.0017	-0.1%	1.2793
Low	1.2744	1.2733	-0.0011	-0.1%	1.2684
Close	1.2748	1.2755	0.0007	0.1%	1.2767
Range	0.0045	0.0039	-0.0006	-13.3%	0.0109
ATR	0.0068	0.0066	-0.0002	-3.0%	0.0000
Volume	96,555	65,302	-31,253	-32.4%	281,418

Daily Pivots for day following 05-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2870	1.2852	1.2776
R3	1.2831	1.2813	1.2766
R2	1.2792	1.2792	1.2762
R1	1.2774	1.2774	1.2759	1.2783
PP	1.2753	1.2753	1.2753	1.2758
S1	1.2735	1.2735	1.2751	1.2744
S2	1.2714	1.2714	1.2748
S3	1.2675	1.2696	1.2744
S4	1.2636	1.2657	1.2734

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3075	1.3030	1.2827
R3	1.2966	1.2921	1.2797
R2	1.2857	1.2857	1.2787
R1	1.2812	1.2812	1.2777	1.2835
PP	1.2748	1.2748	1.2748	1.2759
S1	1.2703	1.2703	1.2757	1.2726
S2	1.2639	1.2639	1.2747
S3	1.2530	1.2594	1.2737
S4	1.2421	1.2485	1.2707

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2793	1.2693	0.0100	0.8%	0.0050	0.4%	62%	False	False	69,637
10	1.2793	1.2600	0.0193	1.5%	0.0062	0.5%	80%	False	False	70,665
20	1.2799	1.2556	0.0243	1.9%	0.0065	0.5%	82%	False	False	70,938
40	1.2854	1.2514	0.0340	2.7%	0.0072	0.6%	71%	False	False	69,698
60	1.2854	1.2416	0.0438	3.4%	0.0081	0.6%	77%	False	False	66,446
80	1.2895	1.2416	0.0479	3.8%	0.0084	0.7%	71%	False	False	50,485
100	1.2895	1.2252	0.0643	5.0%	0.0082	0.6%	78%	False	False	40,407
120	1.2895	1.1927	0.0968	7.6%	0.0084	0.7%	86%	False	False	33,681

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2938
2.618	1.2874
1.618	1.2835
1.000	1.2811
0.618	1.2796
HIGH	1.2772
0.618	1.2757
0.500	1.2753
0.382	1.2748
LOW	1.2733
0.618	1.2709
1.000	1.2694
1.618	1.2670
2.618	1.2631
4.250	1.2567

Fisher Pivots for day following 05-Sep-2012
Pivot	1 day	3 day
R1	1.2754	1.2755
PP	1.2753	1.2755
S1	1.2753	1.2755

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

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