CME Japanese Yen Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Aug-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Aug-2011 | 
                    15-Aug-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3076 | 
                        1.3066 | 
                        -0.0010 | 
                        -0.1% | 
                        1.2939 | 
                     
                    
                        | High | 
                        1.3076 | 
                        1.3066 | 
                        -0.0010 | 
                        -0.1% | 
                        1.3129 | 
                     
                    
                        | Low | 
                        1.3076 | 
                        1.3066 | 
                        -0.0010 | 
                        -0.1% | 
                        1.2902 | 
                     
                    
                        | Close | 
                        1.3076 | 
                        1.3066 | 
                        -0.0010 | 
                        -0.1% | 
                        1.3076 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0069 | 
                        0.0065 | 
                        -0.0004 | 
                        -6.1% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        3 | 
                        3 | 
                        0 | 
                        0.0% | 
                        14 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Aug-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3066 | 
                1.3066 | 
                1.3066 | 
                 | 
             
            
                | R3 | 
                1.3066 | 
                1.3066 | 
                1.3066 | 
                 | 
             
            
                | R2 | 
                1.3066 | 
                1.3066 | 
                1.3066 | 
                 | 
             
            
                | R1 | 
                1.3066 | 
                1.3066 | 
                1.3066 | 
                1.3066 | 
             
            
                | PP | 
                1.3066 | 
                1.3066 | 
                1.3066 | 
                1.3066 | 
             
            
                | S1 | 
                1.3066 | 
                1.3066 | 
                1.3066 | 
                1.3066 | 
             
            
                | S2 | 
                1.3066 | 
                1.3066 | 
                1.3066 | 
                 | 
             
            
                | S3 | 
                1.3066 | 
                1.3066 | 
                1.3066 | 
                 | 
             
            
                | S4 | 
                1.3066 | 
                1.3066 | 
                1.3066 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Aug-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3717 | 
                1.3623 | 
                1.3201 | 
                 | 
             
            
                | R3 | 
                1.3490 | 
                1.3396 | 
                1.3138 | 
                 | 
             
            
                | R2 | 
                1.3263 | 
                1.3263 | 
                1.3118 | 
                 | 
             
            
                | R1 | 
                1.3169 | 
                1.3169 | 
                1.3097 | 
                1.3216 | 
             
            
                | PP | 
                1.3036 | 
                1.3036 | 
                1.3036 | 
                1.3059 | 
             
            
                | S1 | 
                1.2942 | 
                1.2942 | 
                1.3055 | 
                1.2989 | 
             
            
                | S2 | 
                1.2809 | 
                1.2809 | 
                1.3034 | 
                 | 
             
            
                | S3 | 
                1.2582 | 
                1.2715 | 
                1.3014 | 
                 | 
             
            
                | S4 | 
                1.2355 | 
                1.2488 | 
                1.2951 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.3129 | 
                1.3016 | 
                0.0113 | 
                0.9% | 
                0.0023 | 
                0.2% | 
                44% | 
                False | 
                False | 
                2 | 
                 
                
                | 10 | 
                1.3129 | 
                1.2684 | 
                0.0445 | 
                3.4% | 
                0.0022 | 
                0.2% | 
                86% | 
                False | 
                False | 
                2 | 
                 
                
                | 20 | 
                1.3129 | 
                1.2665 | 
                0.0464 | 
                3.6% | 
                0.0013 | 
                0.1% | 
                86% | 
                False | 
                False | 
                2 | 
                 
                
                | 40 | 
                1.3129 | 
                1.2338 | 
                0.0791 | 
                6.1% | 
                0.0007 | 
                0.1% | 
                92% | 
                False | 
                False | 
                9 | 
                 
                
                | 60 | 
                1.3129 | 
                1.2201 | 
                0.0928 | 
                7.1% | 
                0.0005 | 
                0.0% | 
                93% | 
                False | 
                False | 
                10 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3066 | 
         
        
            | 
2.618             | 
            1.3066 | 
         
        
            | 
1.618             | 
            1.3066 | 
         
        
            | 
1.000             | 
            1.3066 | 
         
        
            | 
0.618             | 
            1.3066 | 
         
        
            | 
HIGH             | 
            1.3066 | 
         
        
            | 
0.618             | 
            1.3066 | 
         
        
            | 
0.500             | 
            1.3066 | 
         
        
            | 
0.382             | 
            1.3066 | 
         
        
            | 
LOW             | 
            1.3066 | 
         
        
            | 
0.618             | 
            1.3066 | 
         
        
            | 
1.000             | 
            1.3066 | 
         
        
            | 
1.618             | 
            1.3066 | 
         
        
            | 
2.618             | 
            1.3066 | 
         
        
            | 
4.250             | 
            1.3066 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Aug-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3066 | 
                                1.3069 | 
                             
                            
                                | PP | 
                                1.3066 | 
                                1.3068 | 
                             
                            
                                | S1 | 
                                1.3066 | 
                                1.3067 | 
                             
             
         |