CME Japanese Yen Future December 2012

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Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary Previous Current 23-Feb-2012 24-Feb-2012 Change Change % Previous Week Open 1.2530 1.2406 -0.0124 -1.0% 1.2620 High 1.2544 1.2406 -0.0138 -1.1% 1.2620 Low 1.2530 1.2406 -0.0124 -1.0% 1.2406 Close 1.2544 1.2406 -0.0138 -1.1% 1.2406 Range 0.0014 0.0000 -0.0014 -100.0% 0.0214 ATR 0.0051 0.0058 0.0006 12.0% 0.0000 Volume 5 3 -2 -40.0% 15
Daily Pivots for day following 24-Feb-2012 Classic Woodie Camarilla DeMark R4 1.2406 1.2406 1.2406 R3 1.2406 1.2406 1.2406 R2 1.2406 1.2406 1.2406 R1 1.2406 1.2406 1.2406 1.2406 PP 1.2406 1.2406 1.2406 1.2406 S1 1.2406 1.2406 1.2406 1.2406 S2 1.2406 1.2406 1.2406 S3 1.2406 1.2406 1.2406 S4 1.2406 1.2406 1.2406	Weekly Pivots for week ending 24-Feb-2012 Classic Woodie Camarilla DeMark R4 1.3119 1.2977 1.2524 R3 1.2905 1.2763 1.2465 R2 1.2691 1.2691 1.2445 R1 1.2549 1.2549 1.2426 1.2513 PP 1.2477 1.2477 1.2477 1.2460 S1 1.2335 1.2335 1.2386 1.2299 S2 1.2263 1.2263 1.2367 S3 1.2049 1.2121 1.2347 S4 1.1835 1.1907 1.2288
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2644 1.2406 0.0238 1.9% 0.0009 0.1% 0% False True 3 10 1.2946 1.2406 0.0540 4.4% 0.0010 0.1% 0% False True 2
Crabel Price Patterns NR True 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 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.2406 2.618 1.2406 1.618 1.2406 1.000 1.2406 0.618 1.2406 HIGH 1.2406 0.618 1.2406 0.500 1.2406 0.382 1.2406 LOW 1.2406 0.618 1.2406 1.000 1.2406 1.618 1.2406 2.618 1.2406 4.250 1.2406
Fisher Pivots for day following 24-Feb-2012 Pivot 1 day 3 day R1 1.2406 1.2475 PP 1.2406 1.2452 S1 1.2406 1.2429

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