CME Japanese Yen Future September 2012

Trading Metrics calculated at close of trading on 10-Sep-2012

Day Change Summary
	Previous	Current
	07-Sep-2012	10-Sep-2012	Change	Change %	Previous Week
Open	1.2683	1.2779	0.0096	0.8%	1.2766
High	1.2819	1.2792	-0.0027	-0.2%	1.2819
Low	1.2654	1.2767	0.0113	0.9%	1.2652
Close	1.2776	1.2780	0.0004	0.0%	1.2776
Range	0.0165	0.0025	-0.0140	-84.8%	0.0167
ATR	0.0076	0.0072	-0.0004	-4.8%	0.0000
Volume	175,457	72,767	-102,690	-58.5%	476,203

Daily Pivots for day following 10-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2855	1.2842	1.2794
R3	1.2830	1.2817	1.2787
R2	1.2805	1.2805	1.2785
R1	1.2792	1.2792	1.2782	1.2799
PP	1.2780	1.2780	1.2780	1.2783
S1	1.2767	1.2767	1.2778	1.2774
S2	1.2755	1.2755	1.2775
S3	1.2730	1.2742	1.2773
S4	1.2705	1.2717	1.2766

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3250	1.3180	1.2868
R3	1.3083	1.3013	1.2822
R2	1.2916	1.2916	1.2807
R1	1.2846	1.2846	1.2791	1.2881
PP	1.2749	1.2749	1.2749	1.2767
S1	1.2679	1.2679	1.2761	1.2714
S2	1.2582	1.2582	1.2745
S3	1.2415	1.2512	1.2730
S4	1.2248	1.2345	1.2684

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2819	1.2652	0.0167	1.3%	0.0076	0.6%	77%	False	False	109,794
10	1.2819	1.2652	0.0167	1.3%	0.0063	0.5%	77%	False	False	83,038
20	1.2819	1.2556	0.0263	2.1%	0.0068	0.5%	85%	False	False	79,514
40	1.2854	1.2556	0.0298	2.3%	0.0072	0.6%	75%	False	False	74,370
60	1.2854	1.2416	0.0438	3.4%	0.0083	0.6%	83%	False	False	71,015
80	1.2895	1.2416	0.0479	3.7%	0.0086	0.7%	76%	False	False	55,320
100	1.2895	1.2252	0.0643	5.0%	0.0082	0.6%	82%	False	False	44,276
120	1.2895	1.2015	0.0880	6.9%	0.0085	0.7%	87%	False	False	36,907

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 103 trading days

Fibonacci Retracements and Extensions
4.250	1.2898
2.618	1.2857
1.618	1.2832
1.000	1.2817
0.618	1.2807
HIGH	1.2792
0.618	1.2782
0.500	1.2780
0.382	1.2777
LOW	1.2767
0.618	1.2752
1.000	1.2742
1.618	1.2727
2.618	1.2702
4.250	1.2661

Fisher Pivots for day following 10-Sep-2012
Pivot	1 day	3 day
R1	1.2780	1.2765
PP	1.2780	1.2750
S1	1.2780	1.2736

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

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