CME Japanese Yen Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-May-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-May-2011 | 
                    23-May-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2287 | 
                        1.2239 | 
                        -0.0048 | 
                        -0.4% | 
                        1.2415 | 
                     
                    
                        | High | 
                        1.2287 | 
                        1.2239 | 
                        -0.0048 | 
                        -0.4% | 
                        1.2415 | 
                     
                    
                        | Low | 
                        1.2287 | 
                        1.2239 | 
                        -0.0048 | 
                        -0.4% | 
                        1.2287 | 
                     
                    
                        | Close | 
                        1.2287 | 
                        1.2239 | 
                        -0.0048 | 
                        -0.4% | 
                        1.2287 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0033 | 
                        0.0034 | 
                        0.0001 | 
                        3.2% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        2 | 
                        2 | 
                        0 | 
                        0.0% | 
                        10 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-May-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2239 | 
                1.2239 | 
                1.2239 | 
                 | 
             
            
                | R3 | 
                1.2239 | 
                1.2239 | 
                1.2239 | 
                 | 
             
            
                | R2 | 
                1.2239 | 
                1.2239 | 
                1.2239 | 
                 | 
             
            
                | R1 | 
                1.2239 | 
                1.2239 | 
                1.2239 | 
                1.2239 | 
             
            
                | PP | 
                1.2239 | 
                1.2239 | 
                1.2239 | 
                1.2239 | 
             
            
                | S1 | 
                1.2239 | 
                1.2239 | 
                1.2239 | 
                1.2239 | 
             
            
                | S2 | 
                1.2239 | 
                1.2239 | 
                1.2239 | 
                 | 
             
            
                | S3 | 
                1.2239 | 
                1.2239 | 
                1.2239 | 
                 | 
             
            
                | S4 | 
                1.2239 | 
                1.2239 | 
                1.2239 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-May-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2714 | 
                1.2628 | 
                1.2357 | 
                 | 
             
            
                | R3 | 
                1.2586 | 
                1.2500 | 
                1.2322 | 
                 | 
             
            
                | R2 | 
                1.2458 | 
                1.2458 | 
                1.2310 | 
                 | 
             
            
                | R1 | 
                1.2372 | 
                1.2372 | 
                1.2299 | 
                1.2351 | 
             
            
                | PP | 
                1.2330 | 
                1.2330 | 
                1.2330 | 
                1.2319 | 
             
            
                | S1 | 
                1.2244 | 
                1.2244 | 
                1.2275 | 
                1.2223 | 
             
            
                | S2 | 
                1.2202 | 
                1.2202 | 
                1.2264 | 
                 | 
             
            
                | S3 | 
                1.2074 | 
                1.2116 | 
                1.2252 | 
                 | 
             
            
                | S4 | 
                1.1946 | 
                1.1988 | 
                1.2217 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.2239 | 
         
        
            | 
2.618             | 
            1.2239 | 
         
        
            | 
1.618             | 
            1.2239 | 
         
        
            | 
1.000             | 
            1.2239 | 
         
        
            | 
0.618             | 
            1.2239 | 
         
        
            | 
HIGH             | 
            1.2239 | 
         
        
            | 
0.618             | 
            1.2239 | 
         
        
            | 
0.500             | 
            1.2239 | 
         
        
            | 
0.382             | 
            1.2239 | 
         
        
            | 
LOW             | 
            1.2239 | 
         
        
            | 
0.618             | 
            1.2239 | 
         
        
            | 
1.000             | 
            1.2239 | 
         
        
            | 
1.618             | 
            1.2239 | 
         
        
            | 
2.618             | 
            1.2239 | 
         
        
            | 
4.250             | 
            1.2239 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-May-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2239 | 
                                1.2264 | 
                             
                            
                                | PP | 
                                1.2239 | 
                                1.2255 | 
                             
                            
                                | S1 | 
                                1.2239 | 
                                1.2247 | 
                             
             
         |