CME Japanese Yen Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Mar-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Mar-2011 | 
                    11-Mar-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2084 | 
                        1.2063 | 
                        -0.0021 | 
                        -0.2% | 
                        1.2162 | 
                     
                    
                        | High | 
                        1.2093 | 
                        1.2250 | 
                        0.0157 | 
                        1.3% | 
                        1.2250 | 
                     
                    
                        | Low | 
                        1.2022 | 
                        1.2004 | 
                        -0.0018 | 
                        -0.1% | 
                        1.2004 | 
                     
                    
                        | Close | 
                        1.2047 | 
                        1.2212 | 
                        0.0165 | 
                        1.4% | 
                        1.2212 | 
                     
                    
                        | Range | 
                        0.0071 | 
                        0.0246 | 
                        0.0175 | 
                        246.5% | 
                        0.0246 | 
                     
                    
                        | ATR | 
                        0.0091 | 
                        0.0102 | 
                        0.0011 | 
                        12.1% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        129,970 | 
                        66,638 | 
                        -63,332 | 
                        -48.7% | 
                        559,833 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Mar-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2893 | 
                1.2799 | 
                1.2347 | 
                 | 
             
            
                | R3 | 
                1.2647 | 
                1.2553 | 
                1.2280 | 
                 | 
             
            
                | R2 | 
                1.2401 | 
                1.2401 | 
                1.2257 | 
                 | 
             
            
                | R1 | 
                1.2307 | 
                1.2307 | 
                1.2235 | 
                1.2354 | 
             
            
                | PP | 
                1.2155 | 
                1.2155 | 
                1.2155 | 
                1.2179 | 
             
            
                | S1 | 
                1.2061 | 
                1.2061 | 
                1.2189 | 
                1.2108 | 
             
            
                | S2 | 
                1.1909 | 
                1.1909 | 
                1.2167 | 
                 | 
             
            
                | S3 | 
                1.1663 | 
                1.1815 | 
                1.2144 | 
                 | 
             
            
                | S4 | 
                1.1417 | 
                1.1569 | 
                1.2077 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Mar-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2893 | 
                1.2799 | 
                1.2347 | 
                 | 
             
            
                | R3 | 
                1.2647 | 
                1.2553 | 
                1.2280 | 
                 | 
             
            
                | R2 | 
                1.2401 | 
                1.2401 | 
                1.2257 | 
                 | 
             
            
                | R1 | 
                1.2307 | 
                1.2307 | 
                1.2235 | 
                1.2354 | 
             
            
                | PP | 
                1.2155 | 
                1.2155 | 
                1.2155 | 
                1.2179 | 
             
            
                | S1 | 
                1.2061 | 
                1.2061 | 
                1.2189 | 
                1.2108 | 
             
            
                | S2 | 
                1.1909 | 
                1.1909 | 
                1.2167 | 
                 | 
             
            
                | S3 | 
                1.1663 | 
                1.1815 | 
                1.2144 | 
                 | 
             
            
                | S4 | 
                1.1417 | 
                1.1569 | 
                1.2077 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.2250 | 
                1.2004 | 
                0.0246 | 
                2.0% | 
                0.0106 | 
                0.9% | 
                85% | 
                True | 
                True | 
                111,966 | 
                 
                
                | 10 | 
                1.2261 | 
                1.2004 | 
                0.0257 | 
                2.1% | 
                0.0101 | 
                0.8% | 
                81% | 
                False | 
                True | 
                131,293 | 
                 
                
                | 20 | 
                1.2261 | 
                1.1909 | 
                0.0352 | 
                2.9% | 
                0.0093 | 
                0.8% | 
                86% | 
                False | 
                False | 
                122,327 | 
                 
                
                | 40 | 
                1.2341 | 
                1.1909 | 
                0.0432 | 
                3.5% | 
                0.0102 | 
                0.8% | 
                70% | 
                False | 
                False | 
                120,492 | 
                 
                
                | 60 | 
                1.2365 | 
                1.1842 | 
                0.0523 | 
                4.3% | 
                0.0101 | 
                0.8% | 
                71% | 
                False | 
                False | 
                113,053 | 
                 
                
                | 80 | 
                1.2365 | 
                1.1842 | 
                0.0523 | 
                4.3% | 
                0.0104 | 
                0.8% | 
                71% | 
                False | 
                False | 
                90,805 | 
                 
                
                | 100 | 
                1.2474 | 
                1.1842 | 
                0.0632 | 
                5.2% | 
                0.0106 | 
                0.9% | 
                59% | 
                False | 
                False | 
                72,693 | 
                 
                
                | 120 | 
                1.2474 | 
                1.1702 | 
                0.0772 | 
                6.3% | 
                0.0101 | 
                0.8% | 
                66% | 
                False | 
                False | 
                60,591 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3296 | 
         
        
            | 
2.618             | 
            1.2894 | 
         
        
            | 
1.618             | 
            1.2648 | 
         
        
            | 
1.000             | 
            1.2496 | 
         
        
            | 
0.618             | 
            1.2402 | 
         
        
            | 
HIGH             | 
            1.2250 | 
         
        
            | 
0.618             | 
            1.2156 | 
         
        
            | 
0.500             | 
            1.2127 | 
         
        
            | 
0.382             | 
            1.2098 | 
         
        
            | 
LOW             | 
            1.2004 | 
         
        
            | 
0.618             | 
            1.1852 | 
         
        
            | 
1.000             | 
            1.1758 | 
         
        
            | 
1.618             | 
            1.1606 | 
         
        
            | 
2.618             | 
            1.1360 | 
         
        
            | 
4.250             | 
            1.0959 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Mar-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2184 | 
                                1.2184 | 
                             
                            
                                | PP | 
                                1.2155 | 
                                1.2155 | 
                             
                            
                                | S1 | 
                                1.2127 | 
                                1.2127 | 
                             
             
         |