CME Japanese Yen Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Aug-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Aug-2011 | 
                    30-Aug-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3042 | 
                        1.3077 | 
                        0.0035 | 
                        0.3% | 
                        1.3074 | 
                     
                    
                        | High | 
                        1.3042 | 
                        1.3077 | 
                        0.0035 | 
                        0.3% | 
                        1.3085 | 
                     
                    
                        | Low | 
                        1.3042 | 
                        1.3077 | 
                        0.0035 | 
                        0.3% | 
                        1.2932 | 
                     
                    
                        | Close | 
                        1.3039 | 
                        1.3077 | 
                        0.0038 | 
                        0.3% | 
                        1.3076 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0055 | 
                        0.0054 | 
                        -0.0001 | 
                        -2.2% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        1 | 
                        0 | 
                        0.0% | 
                        5 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Aug-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3077 | 
                1.3077 | 
                1.3077 | 
                 | 
             
            
                | R3 | 
                1.3077 | 
                1.3077 | 
                1.3077 | 
                 | 
             
            
                | R2 | 
                1.3077 | 
                1.3077 | 
                1.3077 | 
                 | 
             
            
                | R1 | 
                1.3077 | 
                1.3077 | 
                1.3077 | 
                1.3077 | 
             
            
                | PP | 
                1.3077 | 
                1.3077 | 
                1.3077 | 
                1.3077 | 
             
            
                | S1 | 
                1.3077 | 
                1.3077 | 
                1.3077 | 
                1.3077 | 
             
            
                | S2 | 
                1.3077 | 
                1.3077 | 
                1.3077 | 
                 | 
             
            
                | S3 | 
                1.3077 | 
                1.3077 | 
                1.3077 | 
                 | 
             
            
                | S4 | 
                1.3077 | 
                1.3077 | 
                1.3077 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Aug-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3490 | 
                1.3436 | 
                1.3160 | 
                 | 
             
            
                | R3 | 
                1.3337 | 
                1.3283 | 
                1.3118 | 
                 | 
             
            
                | R2 | 
                1.3184 | 
                1.3184 | 
                1.3104 | 
                 | 
             
            
                | R1 | 
                1.3130 | 
                1.3130 | 
                1.3090 | 
                1.3157 | 
             
            
                | PP | 
                1.3031 | 
                1.3031 | 
                1.3031 | 
                1.3045 | 
             
            
                | S1 | 
                1.2977 | 
                1.2977 | 
                1.3062 | 
                1.3004 | 
             
            
                | S2 | 
                1.2878 | 
                1.2878 | 
                1.3048 | 
                 | 
             
            
                | S3 | 
                1.2725 | 
                1.2824 | 
                1.3034 | 
                 | 
             
            
                | S4 | 
                1.2572 | 
                1.2671 | 
                1.2992 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.3085 | 
                1.2932 | 
                0.0153 | 
                1.2% | 
                0.0000 | 
                0.0% | 
                95% | 
                False | 
                False | 
                1 | 
                 
                
                | 10 | 
                1.3117 | 
                1.2932 | 
                0.0185 | 
                1.4% | 
                0.0000 | 
                0.0% | 
                78% | 
                False | 
                False | 
                1 | 
                 
                
                | 20 | 
                1.3129 | 
                1.2684 | 
                0.0445 | 
                3.4% | 
                0.0011 | 
                0.1% | 
                88% | 
                False | 
                False | 
                2 | 
                 
                
                | 40 | 
                1.3129 | 
                1.2338 | 
                0.0791 | 
                6.0% | 
                0.0007 | 
                0.1% | 
                93% | 
                False | 
                False | 
                1 | 
                 
                
                | 60 | 
                1.3129 | 
                1.2338 | 
                0.0791 | 
                6.0% | 
                0.0005 | 
                0.0% | 
                93% | 
                False | 
                False | 
                10 | 
                 
                
                | 80 | 
                1.3129 | 
                1.2201 | 
                0.0928 | 
                7.1% | 
                0.0004 | 
                0.0% | 
                94% | 
                False | 
                False | 
                8 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3077 | 
         
        
            | 
2.618             | 
            1.3077 | 
         
        
            | 
1.618             | 
            1.3077 | 
         
        
            | 
1.000             | 
            1.3077 | 
         
        
            | 
0.618             | 
            1.3077 | 
         
        
            | 
HIGH             | 
            1.3077 | 
         
        
            | 
0.618             | 
            1.3077 | 
         
        
            | 
0.500             | 
            1.3077 | 
         
        
            | 
0.382             | 
            1.3077 | 
         
        
            | 
LOW             | 
            1.3077 | 
         
        
            | 
0.618             | 
            1.3077 | 
         
        
            | 
1.000             | 
            1.3077 | 
         
        
            | 
1.618             | 
            1.3077 | 
         
        
            | 
2.618             | 
            1.3077 | 
         
        
            | 
4.250             | 
            1.3077 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Aug-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3077 | 
                                1.3073 | 
                             
                            
                                | PP | 
                                1.3077 | 
                                1.3068 | 
                             
                            
                                | S1 | 
                                1.3077 | 
                                1.3064 | 
                             
             
         |