CME Japanese Yen Future December 2012

Trading Metrics calculated at close of trading on 05-Sep-2012

Day Change Summary
	Previous	Current
	04-Sep-2012	05-Sep-2012	Change	Change %	Previous Week
Open	1.2776	1.2755	-0.0021	-0.2%	1.2722
High	1.2800	1.2781	-0.0019	-0.1%	1.2804
Low	1.2757	1.2746	-0.0011	-0.1%	1.2698
Close	1.2759	1.2766	0.0007	0.1%	1.2778
Range	0.0043	0.0035	-0.0008	-18.6%	0.0106
ATR	0.0060	0.0058	-0.0002	-3.0%	0.0000
Volume	7,266	5,534	-1,732	-23.8%	2,978

Daily Pivots for day following 05-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2869	1.2853	1.2785
R3	1.2834	1.2818	1.2776
R2	1.2799	1.2799	1.2772
R1	1.2783	1.2783	1.2769	1.2791
PP	1.2764	1.2764	1.2764	1.2769
S1	1.2748	1.2748	1.2763	1.2756
S2	1.2729	1.2729	1.2760
S3	1.2694	1.2713	1.2756
S4	1.2659	1.2678	1.2747

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3078	1.3034	1.2836
R3	1.2972	1.2928	1.2807
R2	1.2866	1.2866	1.2797
R1	1.2822	1.2822	1.2788	1.2844
PP	1.2760	1.2760	1.2760	1.2771
S1	1.2716	1.2716	1.2768	1.2738
S2	1.2654	1.2654	1.2759
S3	1.2548	1.2610	1.2749
S4	1.2442	1.2504	1.2720

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2804	1.2705	0.0099	0.8%	0.0047	0.4%	62%	False	False	3,061
10	1.2804	1.2614	0.0190	1.5%	0.0056	0.4%	80%	False	False	1,734
20	1.2810	1.2565	0.0245	1.9%	0.0055	0.4%	82%	False	False	973
40	1.2851	1.2539	0.0312	2.4%	0.0060	0.5%	73%	False	False	540
60	1.2851	1.2438	0.0413	3.2%	0.0057	0.4%	79%	False	False	375
80	1.2920	1.2438	0.0482	3.8%	0.0050	0.4%	68%	False	False	284
100	1.2920	1.2298	0.0622	4.9%	0.0043	0.3%	75%	False	False	228
120	1.2920	1.1980	0.0940	7.4%	0.0039	0.3%	84%	False	False	190

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	True
Bull Hook	False
Stretch	0.0008
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2930
2.618	1.2873
1.618	1.2838
1.000	1.2816
0.618	1.2803
HIGH	1.2781
0.618	1.2768
0.500	1.2764
0.382	1.2759
LOW	1.2746
0.618	1.2724
1.000	1.2711
1.618	1.2689
2.618	1.2654
4.250	1.2597

Fisher Pivots for day following 05-Sep-2012
Pivot	1 day	3 day
R1	1.2765	1.2767
PP	1.2764	1.2766
S1	1.2764	1.2766

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

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