CME Japanese Yen Future December 2012

Trading Metrics calculated at close of trading on 04-Dec-2012

Day Change Summary
	Previous	Current
	03-Dec-2012	04-Dec-2012	Change	Change %	Previous Week
Open	1.2139	1.2169	0.0030	0.2%	1.2140
High	1.2197	1.2238	0.0041	0.3%	1.2243
Low	1.2121	1.2163	0.0042	0.3%	1.2086
Close	1.2163	1.2220	0.0057	0.5%	1.2138
Range	0.0076	0.0075	-0.0001	-1.3%	0.0157
ATR	0.0089	0.0088	-0.0001	-1.1%	0.0000
Volume	101,332	94,475	-6,857	-6.8%	519,490

Daily Pivots for day following 04-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2432	1.2401	1.2261
R3	1.2357	1.2326	1.2241
R2	1.2282	1.2282	1.2234
R1	1.2251	1.2251	1.2227	1.2267
PP	1.2207	1.2207	1.2207	1.2215
S1	1.2176	1.2176	1.2213	1.2192
S2	1.2132	1.2132	1.2206
S3	1.2057	1.2101	1.2199
S4	1.1982	1.2026	1.2179

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2627	1.2539	1.2224
R3	1.2470	1.2382	1.2181
R2	1.2313	1.2313	1.2167
R1	1.2225	1.2225	1.2152	1.2191
PP	1.2156	1.2156	1.2156	1.2138
S1	1.2068	1.2068	1.2124	1.2034
S2	1.1999	1.1999	1.2109
S3	1.1842	1.1911	1.2095
S4	1.1685	1.1754	1.2052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2243	1.2086	0.0157	1.3%	0.0076	0.6%	85%	False	False	107,125
10	1.2327	1.2074	0.0253	2.1%	0.0089	0.7%	58%	False	False	108,323
20	1.2650	1.2074	0.0576	4.7%	0.0094	0.8%	25%	False	False	105,866
40	1.2836	1.2074	0.0762	6.2%	0.0084	0.7%	19%	False	False	95,798
60	1.2977	1.2074	0.0903	7.4%	0.0084	0.7%	16%	False	False	90,620
80	1.2977	1.2074	0.0903	7.4%	0.0078	0.6%	16%	False	False	68,888
100	1.2977	1.2074	0.0903	7.4%	0.0074	0.6%	16%	False	False	55,136
120	1.2977	1.2074	0.0903	7.4%	0.0072	0.6%	16%	False	False	45,954

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	0.0023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2557
2.618	1.2434
1.618	1.2359
1.000	1.2313
0.618	1.2284
HIGH	1.2238
0.618	1.2209
0.500	1.2201
0.382	1.2192
LOW	1.2163
0.618	1.2117
1.000	1.2088
1.618	1.2042
2.618	1.1967
4.250	1.1844

Fisher Pivots for day following 04-Dec-2012
Pivot	1 day	3 day
R1	1.2214	1.2201
PP	1.2207	1.2181
S1	1.2201	1.2162

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

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