CME Japanese Yen Future March 2013

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Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary Previous Current 17-Aug-2012 20-Aug-2012 Change Change % Previous Week Open 1.2605 1.2627 0.0022 0.2% 1.2795 High 1.2605 1.2627 0.0022 0.2% 1.2797 Low 1.2605 1.2627 0.0022 0.2% 1.2605 Close 1.2605 1.2627 0.0022 0.2% 1.2605 Range ATR 0.0044 0.0042 -0.0002 -3.6% 0.0000 Volume 1 1 0 0.0% 13
Daily Pivots for day following 20-Aug-2012 Classic Woodie Camarilla DeMark R4 1.2627 1.2627 1.2627 R3 1.2627 1.2627 1.2627 R2 1.2627 1.2627 1.2627 R1 1.2627 1.2627 1.2627 1.2627 PP 1.2627 1.2627 1.2627 1.2627 S1 1.2627 1.2627 1.2627 1.2627 S2 1.2627 1.2627 1.2627 S3 1.2627 1.2627 1.2627 S4 1.2627 1.2627 1.2627	Weekly Pivots for week ending 17-Aug-2012 Classic Woodie Camarilla DeMark R4 1.3245 1.3117 1.2711 R3 1.3053 1.2925 1.2658 R2 1.2861 1.2861 1.2640 R1 1.2733 1.2733 1.2623 1.2701 PP 1.2669 1.2669 1.2669 1.2653 S1 1.2541 1.2541 1.2587 1.2509 S2 1.2477 1.2477 1.2570 S3 1.2285 1.2349 1.2552 S4 1.2093 1.2157 1.2499
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2730 1.2605 0.0125 1.0% 0.0005 0.0% 18% False False 2 10 1.2820 1.2605 0.0215 1.7% 0.0006 0.0% 10% False False 5 20 1.2844 1.2605 0.0239 1.9% 0.0004 0.0% 9% False False 4 40 1.2844 1.2565 0.0279 2.2% 0.0009 0.1% 22% False False 3 60 1.2875 1.2476 0.0399 3.2% 0.0009 0.1% 38% False False 3
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 False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.2627 2.618 1.2627 1.618 1.2627 1.000 1.2627 0.618 1.2627 HIGH 1.2627 0.618 1.2627 0.500 1.2627 0.382 1.2627 LOW 1.2627 0.618 1.2627 1.000 1.2627 1.618 1.2627 2.618 1.2627 4.250 1.2627
Fisher Pivots for day following 20-Aug-2012 Pivot 1 day 3 day R1 1.2627 1.2635 PP 1.2627 1.2632 S1 1.2627 1.2630

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