CME Japanese Yen Future December 2011

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Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary Previous Current 11-May-2011 12-May-2011 Change Change % Previous Week Open 1.2375 1.2414 0.0039 0.3% 1.2365 High 1.2375 1.2414 0.0039 0.3% 1.2521 Low 1.2375 1.2414 0.0039 0.3% 1.2270 Close 1.2375 1.2376 0.0001 0.0% 1.2446 Range ATR 0.0067 0.0065 -0.0002 -3.0% 0.0000 Volume 46 46 0 0.0% 74
Daily Pivots for day following 12-May-2011 Classic Woodie Camarilla DeMark R4 1.2401 1.2389 1.2376 R3 1.2401 1.2389 1.2376 R2 1.2401 1.2401 1.2376 R1 1.2389 1.2389 1.2376 1.2395 PP 1.2401 1.2401 1.2401 1.2405 S1 1.2389 1.2389 1.2376 1.2395 S2 1.2401 1.2401 1.2376 S3 1.2401 1.2389 1.2376 S4 1.2401 1.2389 1.2376	Weekly Pivots for week ending 06-May-2011 Classic Woodie Camarilla DeMark R4 1.3165 1.3057 1.2584 R3 1.2914 1.2806 1.2515 R2 1.2663 1.2663 1.2492 R1 1.2555 1.2555 1.2469 1.2609 PP 1.2412 1.2412 1.2412 1.2440 S1 1.2304 1.2304 1.2423 1.2358 S2 1.2161 1.2161 1.2400 S3 1.1910 1.2053 1.2377 S4 1.1659 1.1802 1.2308
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2462 1.2375 0.0087 0.7% 0.0010 0.1% 1% False False 34 10 1.2521 1.2270 0.0251 2.0% 0.0029 0.2% 42% False False 30 20 1.2521 1.2020 0.0501 4.0% 0.0039 0.3% 71% False False 23 40 1.2708 1.1732 0.0976 7.9% 0.0036 0.3% 66% False False 20 60 1.2708 1.1732 0.0976 7.9% 0.0034 0.3% 66% False False 15
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR True 4BNR False 8BNR True Bear Hook False Bull Hook False Stretch 0.0002	Fibonacci Retracements and Extensions 4.250 1.2414 2.618 1.2414 1.618 1.2414 1.000 1.2414 0.618 1.2414 HIGH 1.2414 0.618 1.2414 0.500 1.2414 0.382 1.2414 LOW 1.2414 0.618 1.2414 1.000 1.2414 1.618 1.2414 2.618 1.2414 4.250 1.2414
Fisher Pivots for day following 12-May-2011 Pivot 1 day 3 day R1 1.2414 1.2395 PP 1.2401 1.2388 S1 1.2389 1.2382

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