CME Japanese Yen Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Aug-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Aug-2010 | 
                    25-Aug-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.1898 | 
                        1.1832 | 
                        -0.0066 | 
                        -0.6% | 
                        1.1698 | 
                     
                    
                        | High | 
                        1.1947 | 
                        1.1832 | 
                        -0.0115 | 
                        -1.0% | 
                        1.1747 | 
                     
                    
                        | Low | 
                        1.1898 | 
                        1.1832 | 
                        -0.0066 | 
                        -0.6% | 
                        1.1688 | 
                     
                    
                        | Close | 
                        1.1901 | 
                        1.1832 | 
                        -0.0069 | 
                        -0.6% | 
                        1.1688 | 
                     
                    
                        | Range | 
                        0.0049 | 
                        0.0000 | 
                        -0.0049 | 
                        -100.0% | 
                        0.0059 | 
                     
                    
                        | ATR | 
                        0.0061 | 
                        0.0062 | 
                        0.0001 | 
                        0.9% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        28 | 
                        27 | 
                        2,700.0% | 
                        9 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Aug-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1832 | 
                1.1832 | 
                1.1832 | 
                 | 
             
            
                | R3 | 
                1.1832 | 
                1.1832 | 
                1.1832 | 
                 | 
             
            
                | R2 | 
                1.1832 | 
                1.1832 | 
                1.1832 | 
                 | 
             
            
                | R1 | 
                1.1832 | 
                1.1832 | 
                1.1832 | 
                1.1832 | 
             
            
                | PP | 
                1.1832 | 
                1.1832 | 
                1.1832 | 
                1.1832 | 
             
            
                | S1 | 
                1.1832 | 
                1.1832 | 
                1.1832 | 
                1.1832 | 
             
            
                | S2 | 
                1.1832 | 
                1.1832 | 
                1.1832 | 
                 | 
             
            
                | S3 | 
                1.1832 | 
                1.1832 | 
                1.1832 | 
                 | 
             
            
                | S4 | 
                1.1832 | 
                1.1832 | 
                1.1832 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Aug-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1885 | 
                1.1845 | 
                1.1720 | 
                 | 
             
            
                | R3 | 
                1.1826 | 
                1.1786 | 
                1.1704 | 
                 | 
             
            
                | R2 | 
                1.1767 | 
                1.1767 | 
                1.1699 | 
                 | 
             
            
                | R1 | 
                1.1727 | 
                1.1727 | 
                1.1693 | 
                1.1718 | 
             
            
                | PP | 
                1.1708 | 
                1.1708 | 
                1.1708 | 
                1.1703 | 
             
            
                | S1 | 
                1.1668 | 
                1.1668 | 
                1.1683 | 
                1.1659 | 
             
            
                | S2 | 
                1.1649 | 
                1.1649 | 
                1.1677 | 
                 | 
             
            
                | S3 | 
                1.1590 | 
                1.1609 | 
                1.1672 | 
                 | 
             
            
                | S4 | 
                1.1531 | 
                1.1550 | 
                1.1656 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.1832 | 
         
        
            | 
2.618             | 
            1.1832 | 
         
        
            | 
1.618             | 
            1.1832 | 
         
        
            | 
1.000             | 
            1.1832 | 
         
        
            | 
0.618             | 
            1.1832 | 
         
        
            | 
HIGH             | 
            1.1832 | 
         
        
            | 
0.618             | 
            1.1832 | 
         
        
            | 
0.500             | 
            1.1832 | 
         
        
            | 
0.382             | 
            1.1832 | 
         
        
            | 
LOW             | 
            1.1832 | 
         
        
            | 
0.618             | 
            1.1832 | 
         
        
            | 
1.000             | 
            1.1832 | 
         
        
            | 
1.618             | 
            1.1832 | 
         
        
            | 
2.618             | 
            1.1832 | 
         
        
            | 
4.250             | 
            1.1832 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Aug-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.1832 | 
                                1.1851 | 
                             
                            
                                | PP | 
                                1.1832 | 
                                1.1844 | 
                             
                            
                                | S1 | 
                                1.1832 | 
                                1.1838 | 
                             
             
         |