CME Japanese Yen Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Jun-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Jun-2011 | 
                    02-Jun-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2393 | 
                        1.2398 | 
                        0.0005 | 
                        0.0% | 
                        1.2239 | 
                     
                    
                        | High | 
                        1.2393 | 
                        1.2398 | 
                        0.0005 | 
                        0.0% | 
                        1.2360 | 
                     
                    
                        | Low | 
                        1.2393 | 
                        1.2398 | 
                        0.0005 | 
                        0.0% | 
                        1.2201 | 
                     
                    
                        | Close | 
                        1.2393 | 
                        1.2398 | 
                        0.0005 | 
                        0.0% | 
                        1.2407 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0039 | 
                        0.0037 | 
                        -0.0002 | 
                        -6.2% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        1 | 
                        0 | 
                        0.0% | 
                        10 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Jun-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2398 | 
                1.2398 | 
                1.2398 | 
                 | 
             
            
                | R3 | 
                1.2398 | 
                1.2398 | 
                1.2398 | 
                 | 
             
            
                | R2 | 
                1.2398 | 
                1.2398 | 
                1.2398 | 
                 | 
             
            
                | R1 | 
                1.2398 | 
                1.2398 | 
                1.2398 | 
                1.2398 | 
             
            
                | PP | 
                1.2398 | 
                1.2398 | 
                1.2398 | 
                1.2398 | 
             
            
                | S1 | 
                1.2398 | 
                1.2398 | 
                1.2398 | 
                1.2398 | 
             
            
                | S2 | 
                1.2398 | 
                1.2398 | 
                1.2398 | 
                 | 
             
            
                | S3 | 
                1.2398 | 
                1.2398 | 
                1.2398 | 
                 | 
             
            
                | S4 | 
                1.2398 | 
                1.2398 | 
                1.2398 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-May-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2800 | 
                1.2762 | 
                1.2494 | 
                 | 
             
            
                | R3 | 
                1.2641 | 
                1.2603 | 
                1.2451 | 
                 | 
             
            
                | R2 | 
                1.2482 | 
                1.2482 | 
                1.2436 | 
                 | 
             
            
                | R1 | 
                1.2444 | 
                1.2444 | 
                1.2422 | 
                1.2463 | 
             
            
                | PP | 
                1.2323 | 
                1.2323 | 
                1.2323 | 
                1.2332 | 
             
            
                | S1 | 
                1.2285 | 
                1.2285 | 
                1.2392 | 
                1.2304 | 
             
            
                | S2 | 
                1.2164 | 
                1.2164 | 
                1.2378 | 
                 | 
             
            
                | S3 | 
                1.2005 | 
                1.2126 | 
                1.2363 | 
                 | 
             
            
                | S4 | 
                1.1846 | 
                1.1967 | 
                1.2320 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.2398 | 
         
        
            | 
2.618             | 
            1.2398 | 
         
        
            | 
1.618             | 
            1.2398 | 
         
        
            | 
1.000             | 
            1.2398 | 
         
        
            | 
0.618             | 
            1.2398 | 
         
        
            | 
HIGH             | 
            1.2398 | 
         
        
            | 
0.618             | 
            1.2398 | 
         
        
            | 
0.500             | 
            1.2398 | 
         
        
            | 
0.382             | 
            1.2398 | 
         
        
            | 
LOW             | 
            1.2398 | 
         
        
            | 
0.618             | 
            1.2398 | 
         
        
            | 
1.000             | 
            1.2398 | 
         
        
            | 
1.618             | 
            1.2398 | 
         
        
            | 
2.618             | 
            1.2398 | 
         
        
            | 
4.250             | 
            1.2398 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Jun-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2398 | 
                                1.2382 | 
                             
                            
                                | PP | 
                                1.2398 | 
                                1.2367 | 
                             
                            
                                | S1 | 
                                1.2398 | 
                                1.2351 | 
                             
             
         |