CME Japanese Yen Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Aug-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Aug-2011 | 
                    22-Aug-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3117 | 
                        1.3074 | 
                        -0.0043 | 
                        -0.3% | 
                        1.3066 | 
                     
                    
                        | High | 
                        1.3117 | 
                        1.3074 | 
                        -0.0043 | 
                        -0.3% | 
                        1.3117 | 
                     
                    
                        | Low | 
                        1.3117 | 
                        1.3074 | 
                        -0.0043 | 
                        -0.3% | 
                        1.3053 | 
                     
                    
                        | Close | 
                        1.3117 | 
                        1.3074 | 
                        -0.0043 | 
                        -0.3% | 
                        1.3117 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0050 | 
                        0.0049 | 
                        0.0000 | 
                        -1.0% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        1 | 
                        0 | 
                        0.0% | 
                        11 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Aug-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3074 | 
                1.3074 | 
                1.3074 | 
                 | 
             
            
                | R3 | 
                1.3074 | 
                1.3074 | 
                1.3074 | 
                 | 
             
            
                | R2 | 
                1.3074 | 
                1.3074 | 
                1.3074 | 
                 | 
             
            
                | R1 | 
                1.3074 | 
                1.3074 | 
                1.3074 | 
                1.3074 | 
             
            
                | PP | 
                1.3074 | 
                1.3074 | 
                1.3074 | 
                1.3074 | 
             
            
                | S1 | 
                1.3074 | 
                1.3074 | 
                1.3074 | 
                1.3074 | 
             
            
                | S2 | 
                1.3074 | 
                1.3074 | 
                1.3074 | 
                 | 
             
            
                | S3 | 
                1.3074 | 
                1.3074 | 
                1.3074 | 
                 | 
             
            
                | S4 | 
                1.3074 | 
                1.3074 | 
                1.3074 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Aug-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3288 | 
                1.3266 | 
                1.3152 | 
                 | 
             
            
                | R3 | 
                1.3224 | 
                1.3202 | 
                1.3135 | 
                 | 
             
            
                | R2 | 
                1.3160 | 
                1.3160 | 
                1.3129 | 
                 | 
             
            
                | R1 | 
                1.3138 | 
                1.3138 | 
                1.3123 | 
                1.3149 | 
             
            
                | PP | 
                1.3096 | 
                1.3096 | 
                1.3096 | 
                1.3101 | 
             
            
                | S1 | 
                1.3074 | 
                1.3074 | 
                1.3111 | 
                1.3085 | 
             
            
                | S2 | 
                1.3032 | 
                1.3032 | 
                1.3105 | 
                 | 
             
            
                | S3 | 
                1.2968 | 
                1.3010 | 
                1.3099 | 
                 | 
             
            
                | S4 | 
                1.2904 | 
                1.2946 | 
                1.3082 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.3117 | 
                1.3053 | 
                0.0064 | 
                0.5% | 
                0.0000 | 
                0.0% | 
                33% | 
                False | 
                False | 
                1 | 
                 
                
                | 10 | 
                1.3129 | 
                1.3016 | 
                0.0113 | 
                0.9% | 
                0.0011 | 
                0.1% | 
                51% | 
                False | 
                False | 
                2 | 
                 
                
                | 20 | 
                1.3129 | 
                1.2684 | 
                0.0445 | 
                3.4% | 
                0.0013 | 
                0.1% | 
                88% | 
                False | 
                False | 
                2 | 
                 
                
                | 40 | 
                1.3129 | 
                1.2338 | 
                0.0791 | 
                6.1% | 
                0.0007 | 
                0.1% | 
                93% | 
                False | 
                False | 
                5 | 
                 
                
                | 60 | 
                1.3129 | 
                1.2304 | 
                0.0825 | 
                6.3% | 
                0.0005 | 
                0.0% | 
                93% | 
                False | 
                False | 
                10 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3074 | 
         
        
            | 
2.618             | 
            1.3074 | 
         
        
            | 
1.618             | 
            1.3074 | 
         
        
            | 
1.000             | 
            1.3074 | 
         
        
            | 
0.618             | 
            1.3074 | 
         
        
            | 
HIGH             | 
            1.3074 | 
         
        
            | 
0.618             | 
            1.3074 | 
         
        
            | 
0.500             | 
            1.3074 | 
         
        
            | 
0.382             | 
            1.3074 | 
         
        
            | 
LOW             | 
            1.3074 | 
         
        
            | 
0.618             | 
            1.3074 | 
         
        
            | 
1.000             | 
            1.3074 | 
         
        
            | 
1.618             | 
            1.3074 | 
         
        
            | 
2.618             | 
            1.3074 | 
         
        
            | 
4.250             | 
            1.3074 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Aug-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3074 | 
                                1.3096 | 
                             
                            
                                | PP | 
                                1.3074 | 
                                1.3088 | 
                             
                            
                                | S1 | 
                                1.3074 | 
                                1.3081 | 
                             
             
         |