CME Japanese Yen Future December 2012

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Trading Metrics calculated at close of trading on 29-Mar-2012
Day Change Summary Previous Current 28-Mar-2012 29-Mar-2012 Change Change % Previous Week Open 1.2099 1.2173 0.0074 0.6% 1.2030 High 1.2116 1.2173 0.0057 0.5% 1.2163 Low 1.2099 1.2173 0.0074 0.6% 1.1980 Close 1.2116 1.2173 0.0057 0.5% 1.2163 Range 0.0017 0.0000 -0.0017 -100.0% 0.0183 ATR 0.0060 0.0060 0.0000 -0.3% 0.0000 Volume 1 1 0 0.0% 16
Daily Pivots for day following 29-Mar-2012 Classic Woodie Camarilla DeMark R4 1.2173 1.2173 1.2173 R3 1.2173 1.2173 1.2173 R2 1.2173 1.2173 1.2173 R1 1.2173 1.2173 1.2173 1.2173 PP 1.2173 1.2173 1.2173 1.2173 S1 1.2173 1.2173 1.2173 1.2173 S2 1.2173 1.2173 1.2173 S3 1.2173 1.2173 1.2173 S4 1.2173 1.2173 1.2173	Weekly Pivots for week ending 23-Mar-2012 Classic Woodie Camarilla DeMark R4 1.2651 1.2590 1.2264 R3 1.2468 1.2407 1.2213 R2 1.2285 1.2285 1.2197 R1 1.2224 1.2224 1.2180 1.2255 PP 1.2102 1.2102 1.2102 1.2117 S1 1.2041 1.2041 1.2146 1.2072 S2 1.1919 1.1919 1.2129 S3 1.1736 1.1858 1.2113 S4 1.1553 1.1675 1.2062
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2173 1.2069 0.0104 0.9% 0.0004 0.0% 100% True False 1 10 1.2173 1.1980 0.0193 1.6% 0.0007 0.1% 100% True False 4 20 1.2431 1.1980 0.0451 3.7% 0.0008 0.1% 43% False False 5 40 1.3189 1.1980 0.1209 9.9% 0.0008 0.1% 16% False False 3
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 3 trading days	Fibonacci Retracements and Extensions 4.250 1.2173 2.618 1.2173 1.618 1.2173 1.000 1.2173 0.618 1.2173 HIGH 1.2173 0.618 1.2173 0.500 1.2173 0.382 1.2173 LOW 1.2173 0.618 1.2173 1.000 1.2173 1.618 1.2173 2.618 1.2173 4.250 1.2173
Fisher Pivots for day following 29-Mar-2012 Pivot 1 day 3 day R1 1.2173 1.2156 PP 1.2173 1.2138 S1 1.2173 1.2121

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