CME Japanese Yen Future December 2012

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Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary Previous Current 12-Mar-2012 13-Mar-2012 Change Change % Previous Week Open 1.2191 1.2109 -0.0082 -0.7% 1.2326 High 1.2226 1.2109 -0.0117 -1.0% 1.2431 Low 1.2191 1.2109 -0.0082 -0.7% 1.2155 Close 1.2197 1.2109 -0.0088 -0.7% 1.2155 Range 0.0035 0.0000 -0.0035 -100.0% 0.0276 ATR 0.0072 0.0073 0.0001 1.6% 0.0000 Volume 1 19 18 1,800.0% 5
Daily Pivots for day following 13-Mar-2012 Classic Woodie Camarilla DeMark R4 1.2109 1.2109 1.2109 R3 1.2109 1.2109 1.2109 R2 1.2109 1.2109 1.2109 R1 1.2109 1.2109 1.2109 1.2109 PP 1.2109 1.2109 1.2109 1.2109 S1 1.2109 1.2109 1.2109 1.2109 S2 1.2109 1.2109 1.2109 S3 1.2109 1.2109 1.2109 S4 1.2109 1.2109 1.2109	Weekly Pivots for week ending 09-Mar-2012 Classic Woodie Camarilla DeMark R4 1.3075 1.2891 1.2307 R3 1.2799 1.2615 1.2231 R2 1.2523 1.2523 1.2206 R1 1.2339 1.2339 1.2180 1.2293 PP 1.2247 1.2247 1.2247 1.2224 S1 1.2063 1.2063 1.2130 1.2017 S2 1.1971 1.1971 1.2104 S3 1.1695 1.1787 1.2079 S4 1.1419 1.1511 1.2003
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2360 1.2109 0.0251 2.1% 0.0007 0.1% 0% False True 4 10 1.2431 1.2109 0.0322 2.7% 0.0009 0.1% 0% False True 3 20 1.2844 1.2109 0.0735 6.1% 0.0009 0.1% 0% False True 3
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 1.2109 2.618 1.2109 1.618 1.2109 1.000 1.2109 0.618 1.2109 HIGH 1.2109 0.618 1.2109 0.500 1.2109 0.382 1.2109 LOW 1.2109 0.618 1.2109 1.000 1.2109 1.618 1.2109 2.618 1.2109 4.250 1.2109
Fisher Pivots for day following 13-Mar-2012 Pivot 1 day 3 day R1 1.2109 1.2168 PP 1.2109 1.2148 S1 1.2109 1.2129

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