CME Japanese Yen Future December 2012

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Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary Previous Current 02-Mar-2012 05-Mar-2012 Change Change % Previous Week Open 1.2214 1.2326 0.0112 0.9% 1.2484 High 1.2269 1.2326 0.0057 0.5% 1.2484 Low 1.2214 1.2326 0.0112 0.9% 1.2214 Close 1.2269 1.2326 0.0057 0.5% 1.2269 Range 0.0055 0.0000 -0.0055 -100.0% 0.0270 ATR 0.0064 0.0063 0.0000 -0.7% 0.0000 Volume 3 1 -2 -66.7% 15
Daily Pivots for day following 05-Mar-2012 Classic Woodie Camarilla DeMark R4 1.2326 1.2326 1.2326 R3 1.2326 1.2326 1.2326 R2 1.2326 1.2326 1.2326 R1 1.2326 1.2326 1.2326 1.2326 PP 1.2326 1.2326 1.2326 1.2326 S1 1.2326 1.2326 1.2326 1.2326 S2 1.2326 1.2326 1.2326 S3 1.2326 1.2326 1.2326 S4 1.2326 1.2326 1.2326	Weekly Pivots for week ending 02-Mar-2012 Classic Woodie Camarilla DeMark R4 1.3132 1.2971 1.2418 R3 1.2862 1.2701 1.2343 R2 1.2592 1.2592 1.2319 R1 1.2431 1.2431 1.2294 1.2377 PP 1.2322 1.2322 1.2322 1.2295 S1 1.2161 1.2161 1.2244 1.2107 S2 1.2052 1.2052 1.2220 S3 1.1782 1.1891 1.2195 S4 1.1512 1.1621 1.2121
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2465 1.2214 0.0251 2.0% 0.0011 0.1% 45% False False 2 10 1.2620 1.2214 0.0406 3.3% 0.0010 0.1% 28% False False 3 20 1.3118 1.2214 0.0904 7.3% 0.0011 0.1% 12% False False 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 1.2326 2.618 1.2326 1.618 1.2326 1.000 1.2326 0.618 1.2326 HIGH 1.2326 0.618 1.2326 0.500 1.2326 0.382 1.2326 LOW 1.2326 0.618 1.2326 1.000 1.2326 1.618 1.2326 2.618 1.2326 4.250 1.2326
Fisher Pivots for day following 05-Mar-2012 Pivot 1 day 3 day R1 1.2326 1.2316 PP 1.2326 1.2307 S1 1.2326 1.2297

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