CME Japanese Yen Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Nov-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Nov-2010 | 
                    16-Nov-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2130 | 
                        1.2032 | 
                        -0.0098 | 
                        -0.8% | 
                        1.2326 | 
                     
                    
                        | High | 
                        1.2130 | 
                        1.2061 | 
                        -0.0069 | 
                        -0.6% | 
                        1.2426 | 
                     
                    
                        | Low | 
                        1.2025 | 
                        1.1988 | 
                        -0.0037 | 
                        -0.3% | 
                        1.2094 | 
                     
                    
                        | Close | 
                        1.2059 | 
                        1.2021 | 
                        -0.0038 | 
                        -0.3% | 
                        1.2147 | 
                     
                    
                        | Range | 
                        0.0105 | 
                        0.0073 | 
                        -0.0032 | 
                        -30.5% | 
                        0.0332 | 
                     
                    
                        | ATR | 
                        0.0113 | 
                        0.0110 | 
                        -0.0003 | 
                        -2.5% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        531 | 
                        318 | 
                        -213 | 
                        -40.1% | 
                        1,938 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Nov-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2242 | 
                1.2205 | 
                1.2061 | 
                 | 
             
            
                | R3 | 
                1.2169 | 
                1.2132 | 
                1.2041 | 
                 | 
             
            
                | R2 | 
                1.2096 | 
                1.2096 | 
                1.2034 | 
                 | 
             
            
                | R1 | 
                1.2059 | 
                1.2059 | 
                1.2028 | 
                1.2041 | 
             
            
                | PP | 
                1.2023 | 
                1.2023 | 
                1.2023 | 
                1.2015 | 
             
            
                | S1 | 
                1.1986 | 
                1.1986 | 
                1.2014 | 
                1.1968 | 
             
            
                | S2 | 
                1.1950 | 
                1.1950 | 
                1.2008 | 
                 | 
             
            
                | S3 | 
                1.1877 | 
                1.1913 | 
                1.2001 | 
                 | 
             
            
                | S4 | 
                1.1804 | 
                1.1840 | 
                1.1981 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Nov-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3218 | 
                1.3015 | 
                1.2330 | 
                 | 
             
            
                | R3 | 
                1.2886 | 
                1.2683 | 
                1.2238 | 
                 | 
             
            
                | R2 | 
                1.2554 | 
                1.2554 | 
                1.2208 | 
                 | 
             
            
                | R1 | 
                1.2351 | 
                1.2351 | 
                1.2177 | 
                1.2287 | 
             
            
                | PP | 
                1.2222 | 
                1.2222 | 
                1.2222 | 
                1.2190 | 
             
            
                | S1 | 
                1.2019 | 
                1.2019 | 
                1.2117 | 
                1.1955 | 
             
            
                | S2 | 
                1.1890 | 
                1.1890 | 
                1.2086 | 
                 | 
             
            
                | S3 | 
                1.1558 | 
                1.1687 | 
                1.2056 | 
                 | 
             
            
                | S4 | 
                1.1226 | 
                1.1355 | 
                1.1964 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.2271 | 
                1.1988 | 
                0.0283 | 
                2.4% | 
                0.0112 | 
                0.9% | 
                12% | 
                False | 
                True | 
                496 | 
                 
                
                | 10 | 
                1.2426 | 
                1.1988 | 
                0.0438 | 
                3.6% | 
                0.0118 | 
                1.0% | 
                8% | 
                False | 
                True | 
                331 | 
                 
                
                | 20 | 
                1.2474 | 
                1.1988 | 
                0.0486 | 
                4.0% | 
                0.0115 | 
                1.0% | 
                7% | 
                False | 
                True | 
                258 | 
                 
                
                | 40 | 
                1.2474 | 
                1.1742 | 
                0.0732 | 
                6.1% | 
                0.0096 | 
                0.8% | 
                38% | 
                False | 
                False | 
                172 | 
                 
                
                | 60 | 
                1.2474 | 
                1.1666 | 
                0.0808 | 
                6.7% | 
                0.0082 | 
                0.7% | 
                44% | 
                False | 
                False | 
                136 | 
                 
                
                | 80 | 
                1.2474 | 
                1.1416 | 
                0.1058 | 
                8.8% | 
                0.0063 | 
                0.5% | 
                57% | 
                False | 
                False | 
                103 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.2371 | 
         
        
            | 
2.618             | 
            1.2252 | 
         
        
            | 
1.618             | 
            1.2179 | 
         
        
            | 
1.000             | 
            1.2134 | 
         
        
            | 
0.618             | 
            1.2106 | 
         
        
            | 
HIGH             | 
            1.2061 | 
         
        
            | 
0.618             | 
            1.2033 | 
         
        
            | 
0.500             | 
            1.2025 | 
         
        
            | 
0.382             | 
            1.2016 | 
         
        
            | 
LOW             | 
            1.1988 | 
         
        
            | 
0.618             | 
            1.1943 | 
         
        
            | 
1.000             | 
            1.1915 | 
         
        
            | 
1.618             | 
            1.1870 | 
         
        
            | 
2.618             | 
            1.1797 | 
         
        
            | 
4.250             | 
            1.1678 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Nov-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2025 | 
                                1.2123 | 
                             
                            
                                | PP | 
                                1.2023 | 
                                1.2089 | 
                             
                            
                                | S1 | 
                                1.2022 | 
                                1.2055 | 
                             
             
         |