CME Japanese Yen Future December 2012

Trading Metrics calculated at close of trading on 25-Jul-2012

Day Change Summary
	Previous	Current
	24-Jul-2012	25-Jul-2012	Change	Change %	Previous Week
Open	1.2808	1.2816	0.0008	0.1%	1.2657
High	1.2826	1.2831	0.0005	0.0%	1.2780
Low	1.2796	1.2805	0.0009	0.1%	1.2657
Close	1.2815	1.2827	0.0012	0.1%	1.2767
Range	0.0030	0.0026	-0.0004	-13.3%	0.0123
ATR	0.0067	0.0064	-0.0003	-4.4%	0.0000
Volume	164	64	-100	-61.0%	321

Daily Pivots for day following 25-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2899	1.2889	1.2841
R3	1.2873	1.2863	1.2834
R2	1.2847	1.2847	1.2832
R1	1.2837	1.2837	1.2829	1.2842
PP	1.2821	1.2821	1.2821	1.2824
S1	1.2811	1.2811	1.2825	1.2816
S2	1.2795	1.2795	1.2822
S3	1.2769	1.2785	1.2820
S4	1.2743	1.2759	1.2813

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3104	1.3058	1.2835
R3	1.2981	1.2935	1.2801
R2	1.2858	1.2858	1.2790
R1	1.2812	1.2812	1.2778	1.2835
PP	1.2735	1.2735	1.2735	1.2746
S1	1.2689	1.2689	1.2756	1.2712
S2	1.2612	1.2612	1.2744
S3	1.2489	1.2566	1.2733
S4	1.2366	1.2443	1.2699

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2851	1.2716	0.0135	1.1%	0.0049	0.4%	82%	False	False	129
10	1.2851	1.2539	0.0312	2.4%	0.0057	0.4%	92%	False	False	90
20	1.2851	1.2516	0.0335	2.6%	0.0055	0.4%	93%	False	False	72
40	1.2920	1.2438	0.0482	3.8%	0.0050	0.4%	81%	False	False	48
60	1.2920	1.2438	0.0482	3.8%	0.0040	0.3%	81%	False	False	34
80	1.2920	1.2088	0.0832	6.5%	0.0036	0.3%	89%	False	False	27
100	1.2920	1.1980	0.0940	7.3%	0.0030	0.2%	90%	False	False	22
120	1.3118	1.1980	0.1138	8.9%	0.0027	0.2%	74%	False	False	19

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.2942
2.618	1.2899
1.618	1.2873
1.000	1.2857
0.618	1.2847
HIGH	1.2831
0.618	1.2821
0.500	1.2818
0.382	1.2815
LOW	1.2805
0.618	1.2789
1.000	1.2779
1.618	1.2763
2.618	1.2737
4.250	1.2695

Fisher Pivots for day following 25-Jul-2012
Pivot	1 day	3 day
R1	1.2824	1.2821
PP	1.2821	1.2815
S1	1.2818	1.2810

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

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