CME Japanese Yen Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Oct-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Sep-2010 | 
                    01-Oct-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.1963 | 
                        1.1998 | 
                        0.0035 | 
                        0.3% | 
                        1.1873 | 
                     
                    
                        | High | 
                        1.2038 | 
                        1.2048 | 
                        0.0010 | 
                        0.1% | 
                        1.2048 | 
                     
                    
                        | Low | 
                        1.1963 | 
                        1.1998 | 
                        0.0035 | 
                        0.3% | 
                        1.1873 | 
                     
                    
                        | Close | 
                        1.2017 | 
                        1.2023 | 
                        0.0006 | 
                        0.0% | 
                        1.2023 | 
                     
                    
                        | Range | 
                        0.0075 | 
                        0.0050 | 
                        -0.0025 | 
                        -33.3% | 
                        0.0175 | 
                     
                    
                        | ATR | 
                        0.0079 | 
                        0.0077 | 
                        -0.0002 | 
                        -2.6% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        42 | 
                        75 | 
                        33 | 
                        78.6% | 
                        323 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Oct-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2173 | 
                1.2148 | 
                1.2051 | 
                 | 
             
            
                | R3 | 
                1.2123 | 
                1.2098 | 
                1.2037 | 
                 | 
             
            
                | R2 | 
                1.2073 | 
                1.2073 | 
                1.2032 | 
                 | 
             
            
                | R1 | 
                1.2048 | 
                1.2048 | 
                1.2028 | 
                1.2061 | 
             
            
                | PP | 
                1.2023 | 
                1.2023 | 
                1.2023 | 
                1.2029 | 
             
            
                | S1 | 
                1.1998 | 
                1.1998 | 
                1.2018 | 
                1.2011 | 
             
            
                | S2 | 
                1.1973 | 
                1.1973 | 
                1.2014 | 
                 | 
             
            
                | S3 | 
                1.1923 | 
                1.1948 | 
                1.2009 | 
                 | 
             
            
                | S4 | 
                1.1873 | 
                1.1898 | 
                1.1996 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Oct-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2506 | 
                1.2440 | 
                1.2119 | 
                 | 
             
            
                | R3 | 
                1.2331 | 
                1.2265 | 
                1.2071 | 
                 | 
             
            
                | R2 | 
                1.2156 | 
                1.2156 | 
                1.2055 | 
                 | 
             
            
                | R1 | 
                1.2090 | 
                1.2090 | 
                1.2039 | 
                1.2123 | 
             
            
                | PP | 
                1.1981 | 
                1.1981 | 
                1.1981 | 
                1.1998 | 
             
            
                | S1 | 
                1.1915 | 
                1.1915 | 
                1.2007 | 
                1.1948 | 
             
            
                | S2 | 
                1.1806 | 
                1.1806 | 
                1.1991 | 
                 | 
             
            
                | S3 | 
                1.1631 | 
                1.1740 | 
                1.1975 | 
                 | 
             
            
                | S4 | 
                1.1456 | 
                1.1565 | 
                1.1927 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.2261 | 
         
        
            | 
2.618             | 
            1.2179 | 
         
        
            | 
1.618             | 
            1.2129 | 
         
        
            | 
1.000             | 
            1.2098 | 
         
        
            | 
0.618             | 
            1.2079 | 
         
        
            | 
HIGH             | 
            1.2048 | 
         
        
            | 
0.618             | 
            1.2029 | 
         
        
            | 
0.500             | 
            1.2023 | 
         
        
            | 
0.382             | 
            1.2017 | 
         
        
            | 
LOW             | 
            1.1998 | 
         
        
            | 
0.618             | 
            1.1967 | 
         
        
            | 
1.000             | 
            1.1948 | 
         
        
            | 
1.618             | 
            1.1917 | 
         
        
            | 
2.618             | 
            1.1867 | 
         
        
            | 
4.250             | 
            1.1786 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Oct-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2023 | 
                                1.2015 | 
                             
                            
                                | PP | 
                                1.2023 | 
                                1.2008 | 
                             
                            
                                | S1 | 
                                1.2023 | 
                                1.2000 | 
                             
             
         |