CME Japanese Yen Future June 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Jan-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Jan-2011 | 28-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 1.2190 | 1.2105 | -0.0085 | -0.7% | 1.2113 |  
                        | High | 1.2190 | 1.2210 | 0.0020 | 0.2% | 1.2210 |  
                        | Low | 1.2060 | 1.2105 | 0.0045 | 0.4% | 1.2060 |  
                        | Close | 1.2090 | 1.2186 | 0.0096 | 0.8% | 1.2186 |  
                        | Range | 0.0130 | 0.0105 | -0.0025 | -19.2% | 0.0150 |  
                        | ATR | 0.0084 | 0.0086 | 0.0003 | 3.1% | 0.0000 |  
                        | Volume | 308 | 137 | -171 | -55.5% | 662 |  | 
    
| 
        
            | Daily Pivots for day following 28-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.2482 | 1.2439 | 1.2244 |  |  
                | R3 | 1.2377 | 1.2334 | 1.2215 |  |  
                | R2 | 1.2272 | 1.2272 | 1.2205 |  |  
                | R1 | 1.2229 | 1.2229 | 1.2196 | 1.2251 |  
                | PP | 1.2167 | 1.2167 | 1.2167 | 1.2178 |  
                | S1 | 1.2124 | 1.2124 | 1.2176 | 1.2146 |  
                | S2 | 1.2062 | 1.2062 | 1.2167 |  |  
                | S3 | 1.1957 | 1.2019 | 1.2157 |  |  
                | S4 | 1.1852 | 1.1914 | 1.2128 |  |  | 
        
            | Weekly Pivots for week ending 28-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.2602 | 1.2544 | 1.2269 |  |  
                | R3 | 1.2452 | 1.2394 | 1.2227 |  |  
                | R2 | 1.2302 | 1.2302 | 1.2214 |  |  
                | R1 | 1.2244 | 1.2244 | 1.2200 | 1.2273 |  
                | PP | 1.2152 | 1.2152 | 1.2152 | 1.2167 |  
                | S1 | 1.2094 | 1.2094 | 1.2172 | 1.2123 |  
                | S2 | 1.2002 | 1.2002 | 1.2159 |  |  
                | S3 | 1.1852 | 1.1944 | 1.2145 |  |  
                | S4 | 1.1702 | 1.1794 | 1.2104 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1.2656 |  
            | 2.618 | 1.2485 |  
            | 1.618 | 1.2380 |  
            | 1.000 | 1.2315 |  
            | 0.618 | 1.2275 |  
            | HIGH | 1.2210 |  
            | 0.618 | 1.2170 |  
            | 0.500 | 1.2158 |  
            | 0.382 | 1.2145 |  
            | LOW | 1.2105 |  
            | 0.618 | 1.2040 |  
            | 1.000 | 1.2000 |  
            | 1.618 | 1.1935 |  
            | 2.618 | 1.1830 |  
            | 4.250 | 1.1659 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Jan-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1.2177 | 1.2169 |  
                                | PP | 1.2167 | 1.2152 |  
                                | S1 | 1.2158 | 1.2135 |  |