CME Japanese Yen Future March 2013

Trading Metrics calculated at close of trading on 16-Jul-2012

Day Change Summary
	Previous	Current
	13-Jul-2012	16-Jul-2012	Change	Change %	Previous Week
Open	1.2659	1.2720	0.0061	0.5%	1.2613
High	1.2675	1.2730	0.0055	0.4%	1.2675
Low	1.2658	1.2720	0.0062	0.5%	1.2601
Close	1.2658	1.2730	0.0072	0.6%	1.2658
Range	0.0017	0.0010	-0.0007	-41.2%	0.0074
ATR	0.0047	0.0049	0.0002	3.7%	0.0000
Volume	4	4	0	0.0%	11

Daily Pivots for day following 16-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2757	1.2753	1.2736
R3	1.2747	1.2743	1.2733
R2	1.2737	1.2737	1.2732
R1	1.2733	1.2733	1.2731	1.2735
PP	1.2727	1.2727	1.2727	1.2728
S1	1.2723	1.2723	1.2729	1.2725
S2	1.2717	1.2717	1.2728
S3	1.2707	1.2713	1.2727
S4	1.2697	1.2703	1.2725

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2867	1.2836	1.2699
R3	1.2793	1.2762	1.2678
R2	1.2719	1.2719	1.2672
R1	1.2688	1.2688	1.2665	1.2704
PP	1.2645	1.2645	1.2645	1.2652
S1	1.2614	1.2614	1.2651	1.2630
S2	1.2571	1.2571	1.2644
S3	1.2497	1.2540	1.2638
S4	1.2423	1.2466	1.2617

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2730	1.2601	0.0129	1.0%	0.0013	0.1%	100%	True	False	2
10	1.2730	1.2565	0.0165	1.3%	0.0007	0.1%	100%	True	False	1
20	1.2730	1.2476	0.0254	2.0%	0.0017	0.1%	100%	True	False	2
40	1.2875	1.2476	0.0399	3.1%	0.0010	0.1%	64%	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	1.2773
2.618	1.2756
1.618	1.2746
1.000	1.2740
0.618	1.2736
HIGH	1.2730
0.618	1.2726
0.500	1.2725
0.382	1.2724
LOW	1.2720
0.618	1.2714
1.000	1.2710
1.618	1.2704
2.618	1.2694
4.250	1.2678

Fisher Pivots for day following 16-Jul-2012
Pivot	1 day	3 day
R1	1.2728	1.2716
PP	1.2727	1.2703
S1	1.2725	1.2689

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

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