CME Japanese Yen Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Nov-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Nov-2010 | 
                    19-Nov-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2041 | 
                        1.1986 | 
                        -0.0055 | 
                        -0.5% | 
                        1.2130 | 
                     
                    
                        | High | 
                        1.2045 | 
                        1.2029 | 
                        -0.0016 | 
                        -0.1% | 
                        1.2130 | 
                     
                    
                        | Low | 
                        1.1949 | 
                        1.1979 | 
                        0.0030 | 
                        0.3% | 
                        1.1949 | 
                     
                    
                        | Close | 
                        1.1997 | 
                        1.1991 | 
                        -0.0006 | 
                        -0.1% | 
                        1.1991 | 
                     
                    
                        | Range | 
                        0.0096 | 
                        0.0050 | 
                        -0.0046 | 
                        -47.9% | 
                        0.0181 | 
                     
                    
                        | ATR | 
                        0.0106 | 
                        0.0102 | 
                        -0.0004 | 
                        -3.8% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        343 | 
                        320 | 
                        -23 | 
                        -6.7% | 
                        1,936 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Nov-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2150 | 
                1.2120 | 
                1.2019 | 
                 | 
             
            
                | R3 | 
                1.2100 | 
                1.2070 | 
                1.2005 | 
                 | 
             
            
                | R2 | 
                1.2050 | 
                1.2050 | 
                1.2000 | 
                 | 
             
            
                | R1 | 
                1.2020 | 
                1.2020 | 
                1.1996 | 
                1.2035 | 
             
            
                | PP | 
                1.2000 | 
                1.2000 | 
                1.2000 | 
                1.2007 | 
             
            
                | S1 | 
                1.1970 | 
                1.1970 | 
                1.1986 | 
                1.1985 | 
             
            
                | S2 | 
                1.1950 | 
                1.1950 | 
                1.1982 | 
                 | 
             
            
                | S3 | 
                1.1900 | 
                1.1920 | 
                1.1977 | 
                 | 
             
            
                | S4 | 
                1.1850 | 
                1.1870 | 
                1.1964 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Nov-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2566 | 
                1.2460 | 
                1.2091 | 
                 | 
             
            
                | R3 | 
                1.2385 | 
                1.2279 | 
                1.2041 | 
                 | 
             
            
                | R2 | 
                1.2204 | 
                1.2204 | 
                1.2024 | 
                 | 
             
            
                | R1 | 
                1.2098 | 
                1.2098 | 
                1.2008 | 
                1.2061 | 
             
            
                | PP | 
                1.2023 | 
                1.2023 | 
                1.2023 | 
                1.2005 | 
             
            
                | S1 | 
                1.1917 | 
                1.1917 | 
                1.1974 | 
                1.1880 | 
             
            
                | S2 | 
                1.1842 | 
                1.1842 | 
                1.1958 | 
                 | 
             
            
                | S3 | 
                1.1661 | 
                1.1736 | 
                1.1941 | 
                 | 
             
            
                | S4 | 
                1.1480 | 
                1.1555 | 
                1.1891 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.2130 | 
                1.1949 | 
                0.0181 | 
                1.5% | 
                0.0076 | 
                0.6% | 
                23% | 
                False | 
                False | 
                387 | 
                 
                
                | 10 | 
                1.2426 | 
                1.1949 | 
                0.0477 | 
                4.0% | 
                0.0102 | 
                0.9% | 
                9% | 
                False | 
                False | 
                387 | 
                 
                
                | 20 | 
                1.2474 | 
                1.1949 | 
                0.0525 | 
                4.4% | 
                0.0111 | 
                0.9% | 
                8% | 
                False | 
                False | 
                282 | 
                 
                
                | 40 | 
                1.2474 | 
                1.1873 | 
                0.0601 | 
                5.0% | 
                0.0094 | 
                0.8% | 
                20% | 
                False | 
                False | 
                189 | 
                 
                
                | 60 | 
                1.2474 | 
                1.1666 | 
                0.0808 | 
                6.7% | 
                0.0084 | 
                0.7% | 
                40% | 
                False | 
                False | 
                153 | 
                 
                
                | 80 | 
                1.2474 | 
                1.1571 | 
                0.0903 | 
                7.5% | 
                0.0066 | 
                0.5% | 
                47% | 
                False | 
                False | 
                116 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.2242 | 
         
        
            | 
2.618             | 
            1.2160 | 
         
        
            | 
1.618             | 
            1.2110 | 
         
        
            | 
1.000             | 
            1.2079 | 
         
        
            | 
0.618             | 
            1.2060 | 
         
        
            | 
HIGH             | 
            1.2029 | 
         
        
            | 
0.618             | 
            1.2010 | 
         
        
            | 
0.500             | 
            1.2004 | 
         
        
            | 
0.382             | 
            1.1998 | 
         
        
            | 
LOW             | 
            1.1979 | 
         
        
            | 
0.618             | 
            1.1948 | 
         
        
            | 
1.000             | 
            1.1929 | 
         
        
            | 
1.618             | 
            1.1898 | 
         
        
            | 
2.618             | 
            1.1848 | 
         
        
            | 
4.250             | 
            1.1767 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Nov-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2004 | 
                                1.2001 | 
                             
                            
                                | PP | 
                                1.2000 | 
                                1.1998 | 
                             
                            
                                | S1 | 
                                1.1995 | 
                                1.1994 | 
                             
             
         |